Markov functions
From MaRDI portal
Publication:5904836
DOI10.1214/aop/1176994363zbMath0466.60070OpenAlexW4233073889WikidataQ104455476 ScholiaQ104455476MaRDI QIDQ5904836
L. C. G. Rogers, Jim W. Pitman
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994363
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)
Related Items
Pinching and twisting Markov processes ⋮ Discrete integrable systems and Pitman's transformation ⋮ Stochastic higher spin vertex models on the line ⋮ Lie symmetries methods in boundary crossing problems for diffusion processes ⋮ On times to quasi-stationarity for birth and death processes ⋮ Markovian structure in the concave majorant of Brownian motion ⋮ Two representations of a conditioned superprocess ⋮ Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Robust MIPA array processors with bivariate and Markov dependence ⋮ On a gateway between the Laguerre process and dynamics on partitions ⋮ Stochastic flows in the Brownian web and net ⋮ An interacting particle model and a Pieri-type formula for the orthogonal group ⋮ On the critical-subcritical moments of moments of random characteristic polynomials: a GMC perspective ⋮ The argmin process of random walks, Brownian motion and Lévy processes ⋮ Markov limits of steady states of the KPZ equation on an interval ⋮ Quantum \(SL_2\), infinite curvature and Pitman's $2M-X$ theorem ⋮ A \(q\)-Robinson-Schensted-Knuth algorithm and a \(q\)-polymer ⋮ Explicit Expressions of the Hua--Pickrell Semigroup ⋮ On the construction of measure-valued dual processes ⋮ Risk‐neutral pricing techniques and examples ⋮ Some algebraic structures in KPZ universality ⋮ Classification of scaling limits of uniform quadrangulations with a boundary ⋮ Discrete Whittaker processes ⋮ Tensor product approach to modelling epidemics on networks ⋮ Matrix Whittaker processes ⋮ Non-intersecting path constructions for TASEP with inhomogeneous rates and the KPZ fixed point ⋮ A down‐up chain with persistent labels on multifurcating trees ⋮ Directed polymers and the quantum Toda lattice ⋮ Integral functionals under the excursion measure ⋮ Exponential functionals of Brownian motion and class-one Whittaker functions ⋮ On the singular values of complex matrix Brownian motion with a matrix drift ⋮ On a super-diffusive, nonlinear birth and death process ⋮ When is a stochastic integral a time change of a diffusion? ⋮ Symmetries of excessive measures of Markov processes ⋮ Interlacing Diffusions ⋮ On the Markovian Similarity ⋮ Collapsing of non-homogeneous Markov chains ⋮ Change of measure in the lookdown particle system ⋮ Tropical combinatorics and Whittaker functions ⋮ On interweaving relations ⋮ Harmonic functions and exit boundary of superdiffusion. ⋮ On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems ⋮ Unnamed Item ⋮ Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings ⋮ Convergences and projection Markov property of Markov processes on ultrametric spaces ⋮ Conditional sampling for max-stable processes with a mixed moving maxima representation ⋮ An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws ⋮ Approximate and exact solutions of intertwining equations through random spanning forests ⋮ Strong stationary duality for diffusion processes ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3308821 It� excursion theory via resolvents] ⋮ Exchangeable coalescents, ultrametric spaces, nested interval-partitions: a unifying approach ⋮ A representation for exchangeable coalescent trees and generalized tree-valued Fleming-Viot processes ⋮ Pathwise construction of tree-valued Fleming-Viot processes ⋮ A METHOD FOR FINDING AGGREGATED REPRESENTATIONS OF LINEAR DYNAMICAL SYSTEMS ⋮ An algebraic construction of duality functions for the stochastic \(\mathcal U_q(A_n^{(1)})\) vertex model and its degenerations ⋮ Markov functions of a time-changed recurrent diffusion ⋮ Random surface growth and Karlin-McGregor polynomials ⋮ On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity ⋮ Random forests and networks analysis ⋮ Markov property for a function of a Markov chain: A linear algebra approach ⋮ Limit laws for Brownian motion conditioned to reach a high level ⋮ Linear dynamics for the state vector of Markov chain functions ⋮ Brownian analogues of Burke's theorem. ⋮ On the Markov property of a finite hidden Markov chain ⋮ Diamond aggregation ⋮ An equivalent representation of the Brown-Resnick process ⋮ Survival of contact processes on the hierarchical group ⋮ On a one-parameter generalization of the Brownian bridge and associated quadratic functionals ⋮ Interlaced processes on the circle ⋮ A path-transformation for random walks and the Robinson-Schensted correspondence ⋮ Explicit Gittins Indices for a Class of Superdiffusive Processes ⋮ Functions of random walks on hyperplane arrangements ⋮ On jump-diffusive driving noise sources. Some explicit results and applications ⋮ Stochastic Bäcklund Transformations ⋮ Interacting diffusions on positive definite matrices ⋮ The invariant measure of PushASEP with a wall and point-to-line last passage percolation ⋮ Determinantal structures in space-inhomogeneous dynamics on interlacing arrays ⋮ The sequential loss of allelic diversity ⋮ Genealogical constructions and asymptotics for continuous-time Markov and continuous-state branching processes ⋮ Intertwining wavelets or multiresolution analysis on graphs through random forests ⋮ Increasing risk: dynamic mean-preserving spreads ⋮ A SPECTRAL METHOD FOR AGGREGATING VARIABLES IN LINEAR DYNAMICAL SYSTEMS WITH APPLICATION TO CELLULAR AUTOMATA RENORMALIZATION ⋮ Independent factorization of the last zero arcsine law for Bessel processes with drift ⋮ Carries, shuffling, and symmetric functions ⋮ Bessel process and conformal quantum mechanics ⋮ Quantum Random Walks and Piecewise Deterministic Evolutions ⋮ On a gateway between continuous and discrete Bessel and Laguerre processes ⋮ Excursions away from the Lipschitz minorant of a Lévy process ⋮ Genealogical constructions of population models ⋮ Lumpings of algebraic Markov chains arise from subquotients ⋮ Discrete self-similar and ergodic Markov chains ⋮ Lumpings of Markov chains, entropy rate preservation, and higher-order lumpability ⋮ The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence ⋮ Equilibrium for fragmentation with immigration ⋮ Mixing markovian laws; with an application to path decompositions† ⋮ Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings ⋮ A decomposition of Bessel Bridges ⋮ Exact simulation of the genealogical tree for a stationary branching population and application to the asymptotics of its total length ⋮ Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation ⋮ Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds ⋮ On a time-inhomogeneous diffusion process with discontinuous drift ⋮ Global structure of semi-infinite geodesics and competition interfaces in Brownian last-passage percolation ⋮ The Bethe ansatz for sticky Brownian motions ⋮ Orthogonal intertwiners for infinite particle systems in the continuum
