相关论文: Path decompositions for Markov chains
We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…
Brownian motion whose infinitesimal variance changes according to a three-state continuous time Markov Chain is studied. This Markov Chain can be viewed as a telegraph process with one on state and two off states. We first derive the…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
Proposed is an alternative method for permutational sampling in quantum gases using the path integral formulation of statistical mechanics. It is shown that in principle we are able to use two operators which enable us to construct a Markov…
The multiplicities of the decomposition of the product of an arbitrary number $n$ of spin $s$ states into irreducible $SU(2)$ representations are computed. Two complementary methods are presented, one based on random walks in representation…
Many finite-state reversible Markov chains can be naturally decomposed into "projection" and "restriction" chains. In this paper we provide bounds on the total variation mixing times of the original chain in terms of the mixing properties…
We use symmetric measurement operators to construct quantum channels that provide a further generalization of generalized Pauli channels. The resulting maps are bistochastic but in general no longer mixed unitary. We analyze their important…
We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of…
We review the cumulant decomposition (a way of decomposing the expectation of a product of random variables (e.g. $\mathbb{E}[XYZ]$) into a sum of terms corresponding to partitions of these variables.) and the Wick decomposition (a way of…
Let $\Gamma$ denote a $Q$-polynomial distance-regular graph with diameter at least three and standard module $V$. We introduce two direct sum decompositions of $V$. We call these the displacement decomposition for $\Gamma$ and the split…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
We present several constructions of paths and processes with finite quadratic variation along a refining sequence of partitions, extending previous constructions to the non-uniform case. We study in particular the dependence of quadratic…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…
The branching rule is one of the most fundamental properties of the Macdonald symmetric polynomials. It expresses a Macdonald polynomial as a nonnegative linear combination of Macdonald polynomials with smaller number of variables. Taking a…
Dunkl processes are martingales as well as c\`{a}dl\`{a}g homogeneous Markov processes taking values in $\mathbb{R}^d$ and they are naturally associated with a root system. In this paper we study the jumps of these processes, we describe…
We provide a generalization of the normal mode decomposition for non-symmetric or locality constrained situations. This allows for instance to locally decouple a bipartitioned collection of arbitrarily correlated oscillators up to…
A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…
We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory. For Markov chains, this…