We add sequential operations to the categorical algebra of weighted and Markov automata introduced in [L. de Francesco Albasini, N. Sabadini and R.F.C. Walters, arXiv:0909.4136]. The extra expressiveness of the algebra permits the description of hierarchical systems, and ones with evolving geometry. We make a comparison with the probabilistic automata of Lynch et al. [SIAM J. Comput. 37 (2007) 977–1013].
We add sequential operations to the categorical algebra of weighted and Markov automata introduced in [L. de Francesco Albasini, N. Sabadini and R.F.C. Walters, arXiv:0909.4136]. The extra expressiveness of the algebra permits the description of hierarchical systems, and ones with evolving geometry. We make a comparison with the probabilistic automata of Lynch et al. [SIAM J. Comput.37 (2007) 977–1013].
We study a branching random walk on with an absorbing barrier. The position of the barrier depends on the generation. In each generation, only the individuals born below the barrier survive and reproduce. Given a reproduction law, Biggins et al. [Ann. Appl. Probab.1(1991) 573–581] determined whether a linear barrier allows the process to survive. In this paper, we refine their result: in the boundary case in which the speed of the barrier matches the speed of the minimal position of a particle...
Let be a harmonic function in the half-plane , . We define a family of functionals , that are analogs of the family of local times associated to the process where is Brownian motion in . We show that is bounded in if and only if belongs to , an equivalence already proved by Barlow and Yor for the supremum of the local times. Our proof relies on the theory of singular integrals due to Caldéron and Zygmund, rather than the stochastic calculus.
Consider an Hermitean matrix valued stochastic process where the elements evolve according to Ornstein-Uhlenbeck processes. It is well known that the eigenvalues perform a so called Dyson Brownian motion, that is they behave as Ornstein-Uhlenbeck processes conditioned never to intersect.In this paper we study not only the eigenvalues of the full matrix, but also the eigenvalues of all the principal minors. That is, the eigenvalues of the minors in the upper left corner of . Projecting this...