A. A. Markov, ses probabilités en chaîne et les statistiques linguistiques
A backward particle interpretation of Feynman-Kac formulae
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We...
A birth-death process approach to constructing multistate life tables.
A branching-selection process related to censored Galton–Walton processes
We obtain the asymptotics for the speed of a particular case of a particle system with branching and selection introduced by Bérard and Gouéré [Comm. Math. Phys.298 (2010) 323–342]. The proof is based on a connection with a supercritical Galton–Watson process censored at a certain level.
A Brownian population model.
A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion.
A card shuffling analysis of deformations of the Plancherel measure of the symmetric group.
A central limit theorem for two-dimensional random walks in a cone
We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is regularly varying. This condition is satisfied in many natural examples.
A characterization of BMO and
A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations translations and dilatations
The exit distribution for open sets of a path-continuous, strong Markov process in is characterized as a weak star limit of successive spherical sweepings of measures, starting with the unit point mass. Then this is used to prove that two path-continuous strong Markov processes with identical exit distributions from balls when starting form the center, have identical exit distributions from all opens sets, provided they both exit a.s. from bounded sets. This implies that the only path-continuous,...
A characterization of harmonic measures on laminations by hyperbolic Riemann surfaces
denotes a (compact, nonsingular) lamination by hyperbolic Riemann surfaces. We prove that a probability measure on is harmonic if and only if it is the projection of a measure on the unit tangent bundle of which is invariant under both the geodesic and the horocycle flows.
A characterization of Markov solutions for stochastic differential equations with jumps
A class of Feller semigroups generated by pseudo differential operators.
A class of quasigroups solving a problem of ergodic theory
A pointed quasigroup is said to be semicentral if it is principally isotopic to a group via a permutation on one side and a group automorphism on the other. Convex combinations of permutation matrices given by the one-sided multiplications in a semicentral quasigroup then yield doubly stochastic transition matrices of finite Markov chains in which the entropic behaviour at any time is independent of the initial state.
A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system
In this paper, we study the limit properties of countable nonhomogeneous Markov chains in the generalized gambling system by means of constructing compatible distributions and martingales. By allowing random selection functions to take values in arbitrary intervals, the concept of random selection is generalized. As corollaries, some strong limit theorems and the asymptotic equipartition property (AEP) theorems for countable nonhomogeneous Markov chains in the generalized gambling system are established....
A combinatorial approach to the conditioning of a single entry in the stationary distribution for a Markov chain.
A combinatorial problem arising in finite Markov chains
A computational algorithm for the CPP/M/c retrial queue.
A conjecture on a class of matrices
A connection between controlled Markov chains and martingales