相关论文: On the continuity of local times of Borel right Ma…
Under continuity and recurrence assumptions, we prove that the iteration of successive partial symmetrizations that form a time-homogeneous Markov process, converges to a symmetrization. We cover several settings, including the…
We show a decomposition into the sum of a martingale and a deterministic quantity for time averages of the solutions to non-autonomous SDEs and for discrete-time Markov processes. In the SDE case the martingale has an explicit…
We provide a framework for speeding up algorithms for time-bounded reachability analysis of continuous-time Markov decision processes. The principle is to find a small, but almost equivalent subsystem of the original system and only analyse…
Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In…
Causal reversibility blends reversibility and causality for concurrent systems. It indicates that an action can be undone provided that all of its consequences have been undone already, thus making it possible to bring the system back to a…
Considering the standard abelian sandpile model in one dimension, we construct an infinite volume Markov process corresponding to its thermodynamic (infinite volume) limit. The main difficulty we overcome is the strong non-locality of the…
We study two equivalent characterizations of the strong Feller property for a Markov process and of the associated sub-Markovian semigroup. One is described in terms of locally uniform absolute continuity, whereas the other uses local…
In this article we consider L\'evy driven continuous time moving average processes observed on a lattice, which are stationary time series. We show asymptotic normality of the sample mean, the sample autocovariances and the sample…
The local structure of $q$-Ornstein-Uhlenbeck processes and $q$-Brownian motions are investigated, for all $q\in(-1,1)$. These are the classical Markov processes corresponding to the noncommutative $q$-Gaussian processes. These processes…
We here announce and outline a solution of this major and longstanding foundational problem, dealing with all seven of its heavily-interrelated local facets.
We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…
The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, a Gaussian convergence can be…
We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…
We introduce an elementary method for proving the absolute continuity of the time marginals of one-dimensional processes. It is based on a comparison between the Fourier transform of such time marginals with those of the one-step Euler…
We prove that when a sequence of L\'evy processes $X^{(n)}$ or a normed sequence of random walks $S^{(n)}$ converges a.s. on the Skorokhod space toward a L\'evy process $X$, the sequence $L^{(n)}$ of local times at the supremum of $X^{(n)}$…
Given a possibly discontinuous, bounded function $f:\mathbb{R}\mapsto\mathbb{R}$, we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carath\'eodory solutions to the ODE ~$\dot x = f(x)$. The…
Consider a branching Markov process, $X = (X(t), t \ge 0)$, with non-local branching mechanism. Studying the asymptotic behaviour of the moments of X has recently received attention in the literature [6, 7] due to the importance of these…
In this paper we attempt to explicate Salmon's idea of a causal process, as defined in terms of the mark method, in the context of C*-dynamical systems. We prove two propositions, one establishing mark manifestation infinitely many times…
In (Arch. Rational. Mech. Anal 1986, 92:59-90), Glassey and Strauss showed that if the growth in the momentum of the particles is controlled, then the relativistic Vlasov-Maxwell system has a classical solution globally in time. Later they…