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We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size…

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

We characterize the class of exchangeable Feller processes evolving on partitions with boundedly many blocks. In continuous-time, the jump measure decomposes into two parts: a $\sigma$-finite measure on stochastic matrices and a collection…

Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…

We propose a solution to a time-varying variant of Markov Decision Processes which can be used to address decision-theoretic planning problems for autonomous systems operating in unstructured outdoor environments. We explore the time…

The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…

Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…

Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…

We extend the theory of transience to general dynamical systems with no Markov structure assumed. This is linked to the theory of phase transitions. We also provide examples of new kinds of transient behaviour.

We introduce a class of so called Markovian marginals, which gives a natural framework for constructing solutions to the quantum marginal problem. We consider a set of marginals that possess a certain internal quantum Markov chain…

We consider multitype Markovian branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence…

It is well-known that 0 is the absorbing state for a branching system. Each particle in the system lives a random long time and gives a random number of new particles at its death time. It stops when the system has no particle. This paper…

By studying an admissible family of branching mechanisms introduced in Li (2014), we obtain a pruning procedure on L\'evy trees. Then we could construct a decreasing L\'evy-CRT-valued process $\{{\mathcal T}_t\}$ by pruning L\'evy trees and…

By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical)…

We study stochastic extinction for a class of Markov processes motivated by models in ecology and epidemiology. Extinction is often characterized by a boundedness condition and a condition on boundary Lyapunov exponents (invasion rates).…

This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…

The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…