相关论文: A Markov property for set-indexed processes
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…
In this paper, we use the Markov property introduced in Balan and Ivanoff (J. Theor. Probab. 15, 2002, 553-588) for set-indexed processes and we prove that a Markov prior distribution leads to a Markov posterior distribution. In particular,…
A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.
In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…
It is easy to verify the equivalence of the quantum Markov property and the strong additivity of entropy for graded quantum systems as well. However, the structure of Markov states for graded systems is different from that for tensor…
We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
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…
A Markov network characterizes the conditional independence structure, or Markov property, among a set of random variables. Existing work focuses on specific families of distributions (e.g., exponential families) and/or certain structures…
We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models is shown to be Markov equivalent to…
In this paper, we study one dimensional Markov processes with spatial delay. Since the seminal work of Feller, we know that virtually any one dimensional, strong, homogeneous, continuous Markov process can be uniquely characterized via its…
We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…
Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…
It is a common method for proving weak convergence of a sequence of time-homogeneous Markov processes towards a time-homogeneous Markov process first to show convergence of the corresponding infinitesimal generators and then to check some…
An $\mathbb{R}^d$-valued Markov process $X^{(x)}_t=(X^{1,x_1}_t,\dots,X^{d,x_d}_t)$, $t\ge0,x\in\mathbb{R}^d$ is said to be multi-self-similar with index $(\alpha_1,\dots,\alpha_d)\in[0,\infty)^d$ if the identity in law…
We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…