Search
Search Results
-
The e-Property of Asymptotically Stable Markov Semigroups
The relations between asymptotic stability, the eventual e-property and the e-property of Markov semigroups, acting on measures defined on general...
-
The Expected Markov Property for Quantum Markov Fields
After a short introduction to the Algebraic formulation of classical stochastic processes and fields, we extend to the quantum case the notion of...
-
Relation Between the Eventual Continuity and the E-property for Markov-Feller Semigroups
We investigate some relations between two kinds of semigroup regularities, namely the e-property and the eventual continuity, both of which...
-
A Review of Martingales, Stop** Times, and the Markov Property
Among the dominant notions from the theory of stochastic processes used to develop the theory of stochastic differential equations are those of...
-
Stop** Times and the Strong Markov Property
Given a stop** time τ, the Markov property for discrete parameter Markov processes is extended to the conditional distribution of the process...
-
Mixing times and hitting times for general Markov processes
The hitting and mixing times are two fundamental quantities associated with Markov chains. In Peres and Sousi [PS15] and Oliveira [Oli12], the...
-
Markov Chains
This graphical interpretation of a Markov chain in terms of a “random walk” on a set E is adapted to the study of random walks on graphs. Since the...
-
The structure of the local time of Markov processes indexed by Lévy trees
We construct an additive functional playing the role of the local time—at a fixed point x —for Markov processes indexed by Lévy trees. We start by...
-
Nonlinear Stochastic Operators and Associated Inhomogeneous Entangled Quantum Markov Chains
In the present paper, we introduce a class of F -stochastic operators on a finite-dimensional simplex, each of which is regular, ascertaining that the...
-
Potential theory for quantum Markov states and other quantum Markov chains
We introduce a potential theory for a class of Quantum Markov Chains whose forward and backward Markov transition operators satisfy a special...
-
Faking Brownian motion with continuous Markov martingales
Hamza and Klebaner
(2007) [10] posed the problem of constructing martingales with one-dimensional Brownian marginals that differ from Brownian... -
Path continuity of Markov processes and locality of Kolmogorov operators
We prove that if we are given a generator of a right Markov process with càdlàg paths and an open domain G in the state space, on which the generator...
-
Free gs-Monoidal Categories and Free Markov Categories
Categorical probability has recently seen significant advances through the formalism of Markov categories, within which several classical theorems...
-
Markov risk map**s and risk-sensitive optimal prediction
We formulate a probabilistic Markov property in discrete time under a dynamic risk framework with minimal assumptions. This is useful for recursive...
-
Kolmogorov and Markov Type Inequalities on Certain Algebraic Varieties
In this paper we introduce a generalization to compact subsets of certain algebraic varieties of the classical Markov inequality on the derivatives...
-
On the Limit Distribution Function of the Value of a Diffusion Semi-Markov Process on Interval with Unattainable Boundaries
A diffusion semi-Markov process on a finite interval with unattainable boundaries is considered. It is assumed that unattainable property is not...
-
Jacobi–Piñeiro Markov chains
Given a non-negative recursion matrix describing higher order recurrence relations for multiple orthogonal polynomials of type II and corresponding...
-
Markov Chain Monte Carlo
In this chapter, we introduce and study time-independent Markov chains. The basic topics are covered including the random walk on a graph...
-
Some Background Markov Process Theory
Before we embark on our journey to explore the NTE in a stochastic context, we need to lay out some core theory of Markov processes that will appear...