相关论文: Exchangeable Fragmentation-Coalescence processes a…

We study an $n$-species $t$-PushTASEP, an integrable long-range stochastic process, on a one-dimensional periodic lattice with inhomogeneities $x_1,\ldots,x_L$ and arbitrary capacity $l$ at each lattice site. The Markov matrix is identified…

Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…

We discuss various limits of a simple random exchange model that can be used for the distribution of wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we show its functional…

Predictive constructions are a powerful way of characterizing the probability law of stochastic processes with certain forms of invariance, such as exchangeability or Markov exchangeability. When de Finetti-like representation theorems are…

We consider the class of exchangeable fragmentation-coagulation (EFC) processes where coagulations are multiple and not simultaneous, as in a $\Lambda$-coalescent, and fragmentation dislocates at finite rate an individual block into…

Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…

This paper introduces stochastic processes that describe the evolution of systems of particles in which particles immigrate according to a Poisson measure and split according to a self-similar fragmentation. Criteria for existence and…

We consider a discrete-time Markov chain, called fragmentation process, that describes a specific way of successively removing objects from a linear arrangement. The process arises in population genetics and describes the ancestry of the…

We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Consider a continuous-state branching population constructed as a flow of nested subordinators. Inverting the subordinators and reversing time give rise to a flow of coalescing Markov processes (with negative jumps) which correspond to the…

We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…

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…

In this paper, we investigate spectral properties of explosive symmetric Markov processes. Under a condition on its life time, we prove the $L^1$-semigroup of Markov processes become compact operators.

We consider a general piecewise deterministic Markov process (PDMP) $X=\{X_t\}_{t\geqslant 0}$ with measure-valued generator $\mathcal{A}$, for which the conditional distribution function of the inter-occurrence time is not necessarily…

We provide sufficient conditions for the uniqueness of an invariant measure of a Markov process as well as for the weak convergence of transition probabilities to the invariant measure. Our conditions are formulated in terms of generalized…