相关论文: Skew convolution semigroups and affine Markov proc…
Let $G$ be a finite group, $H \le G$ a subgroup, $R$ a commutative ring, $A$ an $R$-algebra, and $\alpha$ an action of $G$ on $A$ by $R$-algebra automorphisms. We study the associated \emph{skew Hecke algebra}…
In the recent article D\"oring et al. [4] the authors conditioned a stable process with two-sided jumps to avoid an interval. As usual the strategy was to find an invariant function for the process killed on entering the interval and to…
This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…
We introduce the notion of pattern for numerical semigroups, which allows us to generalize the definition of Arf numerical semigroups. In this way infinitely many other classes of numerical semigroups are defined giving a classification of…
Characterizing whether a Markov process of discrete random variables has an homogeneous continuous-time realization is a hard problem. In practice, this problem reduces to deciding when a given Markov matrix can be written as the…
There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov consistency conditions, an essential requirement for a process…
The asymmetric simple exclusion process (ASEP) is a model for translation in protein synthesis and traffic flow; it can be defined as a Markov chain describing particles hopping on a one-dimensional lattice. In this article I give an…
We show that an isotropic self-similar Markov process in ${\Bbb R}^d$ has a skew product structure if and only if its radial and angular parts do not jump at the same time.
We introduce a special class of real semiflows, which is used to define a general type of evolution semigroups, associated to not necessarily exponentially bounded evolution families. Giving spectral characterizations of the corresponding…
We study the averaging of a diffusion process living in a simplex $K$ of $\mathbb R^n$, $n\ge 1$. We assume that its infinitesimal generator can be decomposed as a sum of two generators corresponding to two distinct timescales and that the…
Sequential and quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac models in distribution spaces. The performance of these…
Normalization, $D(X + 1) \to D(X) + 1$, is almost a distributive law; but because one of the distributive law axioms only holds up-to-idempotent, it yields a non-associative composition of normalized kernels. We introduce the Markov magmoid…
Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are first introduced by means of suitable Doob…
The goal of this paper is to clarify when a stochastic partial differential equation with an affine realization admits affine state processes. This includes a characterization of the set of initial points of the realization. Several…
We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…
We prove a structural result for orientation-preserving actions of finitely generated solvable groups on real intervals, considered up to semi-conjugacy. As applications we obtain new answers to a problem first considered by J. F. Plante,…
The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of Prokaj (2009).…
The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…
Given a finite state space E, we build a universal dilation for all possible discrete time Markov chains on E, homogeneous or not: we introduce a second system (an ``environment'') and a deterministic invertible time-homogeneous global…
We consider the problem of symmetrising a neural network along a group homomorphism: given a homomorphism $\varphi : H \to G$, we would like a procedure that converts $H$-equivariant neural networks to $G$-equivariant ones. We formulate…