T. E. Harris's contributions to recurrent Markov processes and stochastic flows

DOI10.1214/10-AOP594MaRDI QIDQ2431513zbMATH OpenFDO

Authors Peter H. Baxendale

Publication date 15 April 2011

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.2000

zbMATH Keywords

coalescenceHarris recurrencerecurrent Markov processesstirring processesstochastic flows

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discrete-time Markov processes on general state spaces (60J05)

Abstract: This is a brief survey of T. E. Harris's work on recurrent Markov processes and on stochastic flows, and of some more recent work in these fields.

Cites work

• A central limit theorem for isotropic flows
• A Solution to a Set of Fundamental Equations in Markov Chains
• A splitting technique for Harris recurrent Markov chains
• A stochastic Hopf bifurcation
• Brownian motions on the homeomorphisms of the plane
• Coalescing and noncoalescing stochastic flows in \(R_ 1\)
• Computable bounds for geometric convergence rates of Markov chains
• Constructing nonhomeomorphic stochastic flows
• Contributions to the Theory of Markov Chains. II
• Criteria for classifying general Markov chains
• Dispersion of volume under the action of isotropic Brownian flows
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• ERGODIC PRORERTY OF N-DIMENSIONAL RECURRENT MARKOV PROCESSES
• Flows, coalescence and noise.
• General Irreducible Markov Chains and Non-Negative Operators
• Geometric evolution under isotropic stochastic flow
• scientific article; zbMATH DE number 3121180 (Why is no real title available?)
• scientific article; zbMATH DE number 3858118 (Why is no real title available?)
• scientific article; zbMATH DE number 3879850 (Why is no real title available?)
• scientific article; zbMATH DE number 19401 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• scientific article; zbMATH DE number 1201579 (Why is no real title available?)
• scientific article; zbMATH DE number 475325 (Why is no real title available?)
• Integration of Brownian vector fields.
• Isotropic Brownian flows on the sphere
• Isotropic stochastic flows
• Large deviations and stochastic flows of diffeomorphisms
• Limit theorems for stochastic flows of diffeomorphisms of jump type
• Linear bounds for stochastic dispersion.
• Linear expansion of isotropic Brownian flows
• Markov chains and stochastic stability
• Nearest-neighbor Markov interaction processes on multidimensional lattices
• On isotropic brownian motions
• Random stirring of the real line
• Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
• Some properties of isotropic Brownian and Ornstein-Uhlenbeck flows
• Stability of Markovian processes I: criteria for discrete-time Chains
• Stability of Markovian processes II: continuous-time processes and sampled chains
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Translation and dispersion of mass by isotropic Brownian flows

Cited in

(5)

• Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models
• The method of stochastic characteristics for linear second-order hypoelliptic equations
• On the rate of convergence for infinite server Erlang-Sevastyanov's problem
• The fluid limit of a random graph model for a shared ledger
• Degenerate semigroups and stochastic flows of mappings in foliated manifolds

This page was built for publication: T. E. Harris's contributions to recurrent Markov processes and stochastic flows

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2431513)