相关论文: Skew convolution semigroups and affine Markov proc…
The contraction semigroup $S(t)={\rm e}^{t\mathbb{A}}$ generated by the abstract linear dissipative evolution equation $$ \ddot u + A u + f(A) \dot u=0 $$ is analyzed, where $A$ is a strictly positive selfadjoint operator and $f$ is an…
Coarse-graining is a standard method of extracting a simple Markov process from a more complicated one by identifying states. Here we extend coarse-graining to open Markov processes. An "open" Markov process is one where probability can…
Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…
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…
In this article, we introduce \textit{Mallows processes}, defined to be continuous-time c\`adl\`ag processes with Mallows distributed marginals. We show that such processes exist and that they can be restricted to have certain natural…
Let $T(X)$ (resp. L(V)) be the semigroup of all transformations (resp. linear transformations) of a set $X$ (resp. vector space $V$). For a subset $Y$ of $X$ and a subsemigroup $\mathbb{S}(Y)$ of $T(Y)$, consider the subsemigroup…
We consider stochastic reaction networks modeled by continuous-time Markov chains. Such reaction networks often contain many reactions, potentially occurring at different time scales, and have unknown parameters (kinetic rates, total…
Homogenization of a stochastic nonlinear reaction-diffusion equation with a large non- linear term is considered. Under a general Besicovitch almost periodicity assumption on the coefficients of the equation we prove that the sequence of…
We consider semigroups of operators for hierarchies of evolution equations of large particle systems, namely, of the dual BBGKY hierarchy for marginal observables and the BBGKY hierarchy for marginal distribution functions. We establish…
Here we give a proof of the existence of c\`{a}dl\`{a}g modification of Markov Processes (on an appropriate space) with Feller semigroup.
Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…
We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…
We establish a Dynkin formula and a Courr\`ege-von Waldenfels theorem for sublinear Markov semigroups. In particular, we show that any sublinear operator $A$ on $C_c^{\infty}(\mathbb{R}^d)$ satisfying the positive maximum principle can be…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.
We theoretically and computationally investigate long-memory processes based on the Markovian lifts of affine jump-diffusion processes. A nominal superposition process consisting of an infinite number of interacting affine processes is…
In this paper, we explore affine semigroup versions of the convex geometry theorems of Helly, Tverberg, and Caratheodory. Additionally, we develop a new theory of colored affine semigroups, where the semigroup generators each receive a…
Given a semisimple element in the loop Lie algebra of a reductive group, we construct a quasi-coherent sheaf on a partial resolution of the trigonometric commuting variety of the Langlands dual group. The construction uses affine Springer…
We define basic notions in the category of conic representations of a topological group and prove elementary facts about them. We show that a conic representation determines an ordinary dynamical system of the group together with a…
We define the concept of an `open' Markov process, a continuous-time Markov chain equipped with specified boundary states through which probability can flow in and out of the system. External couplings which fix the probabilities of…