Markov process representation of semigroups whose generators include negative rates

DOI10.1214/20-ECP349zbMATH Open1471.60117arXiv2002.01805MaRDI QIDQ2201546FDOQ2201546

Florian Völlering

Publication date: 29 September 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we present stochastic characterizations of the semigroup generated by a generator with possibly negative rates. This is done by considering a larger state space with one or more particles and antiparticles, with antiparticles being particles carrying a negative sign.

Full work available at URL: https://arxiv.org/abs/2002.01805

zbMATH Keywords

dualitystochastic representationMarkov semigoupsnegative jump rates

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Cites Work

• Duality and hidden symmetries in interacting particle systems
• On the notion(s) of duality for Markov processes

Cited In (1)

• A Markov jump process associated with the matrix-exponential distribution

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