相关论文: An Intuitive Approach to the Martin Boundary
We develop an idempotent version of probabilistic potential theory. The goal is to describe the set of max-plus harmonic functions, which give the stationary solutions of deterministic optimal control problems with additive reward. The…
In a number of recent papers, the idea of generalized boundaries has found use in fractal and in multiresolution analysis; many of the papers having a focus on specific examples. Parallel with this new insight, and motivated by quantum…
The Martin boundary of a Cartan-Hadamard manifold describes a fine geometric structure at infinity, which is a sub-space of positive harmonic functions. We describe conditions which ensure that some points of the sphere at infinity belong…
In this work we give an efficient method involving symbolic manipulation, Picard iteration, and auxiliary variables for approximating solutions of two-point boundary value problems.
The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…
We determine the asymptotic behavior of the Green function for zero-drift random walks confined to multidimensional convex cones. As a consequence, we prove that there is a unique positive discrete harmonic function for these processes (up…
In the directed landscape, the Martin boundary coincides with the horofunction boundary. We show that functions in this boundary are precisely the eternal solutions possessing a spatial growth rate, and that the minimal Martin boundary is…
Eigenvalue estimates that are optimal in some sense have self-evident appeal and leave estimators with a sense of virtue and economy. So, it is natural that ongoing searches for effective strategies for difficult tasks such as estimating…
We consider an outward degenerate drifted Brownian motion in the quarter plane with oblique reflections on the boundaries. In this article, we explicitly compute the Laplace transforms of the Green's functions associated with the process.…
The t-Martin boundary of a random walk on a half-space with reflected boundary conditions is identified. It is shown in particular that the t-Martin boundary of such a random walk is not stable in the following sense : for different values…
We prove a uniform boundary Harnack inequality for nonnegative harmonic functions of the fractional Laplacian on arbitrary open set $D$. This yields a unique representation of such functions as integrals against measures on $D^c\cup…
We present a bounded modified realisability and a bounded functional interpretation of intuitionistic nonstandard arithmetic with nonstandard principles. The functional interpretation is the intuitionistic counterpart of Ferreira and…
Spectral measures give rise to a natural harmonic analysis on the unit disc via a boundary representation of a positive matrix arising from a spectrum of the measure. We consider in this paper the reverse: for a positive matrix in the Hardy…
In this note, we study the Martin boundary of the simple random walk on an example of directed graph. More precisely, the Martin boundary is shown to be trivial, i.e. there is no non-constant positive harmonic functions. The proof involves…
Substitution Markov chains have been introduced [7] as a new model to describe molecular evolution. In this note, we study the associated Martin boundaries from a probabilistic and topological viewpoint. An example is given that, although…
A priori bound for the parameter to be estimated is incorporated into confidence intervals within frequentistic approach in a straightforward and optimal fashion, ensuring the best resolution of non-boundary values as well as robustness for…
In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foliation. The stochastic approach together with a proposed foliated vector calculus provide a natural method to work on…
We give a probabilistic characterization of the set of measures that can be represented by the matrix product ansatz. By suitably enlarging the state space, we show that a probability measure can be described in terms of non negative…
In connection with the Herglotz-Nevanlinna integral representation of so-called Pick functions, we introduce the notion of boundary measure of holomorphic functions on the imaginary domain and elucidate some of basic properties.
Given a probability measure on a finitely generated group, its Martin boundary is a natural way to compactify the group using the Green function of the corresponding random walk. For finitely supported measures in hyperbolic groups, it is…