On the notion (s) of duality for Markov processes

S Jansen, N Kurt - 2014 - projecteuclid.org
We provide a systematic study of the notion of duality of Markov processes with respect to a
function. We discuss the relation of this notion with duality with respect to a measure as …

When does content float? characterizing availability of anchored information in opportunistic content sharing

E Hyytiä, J Virtamo, P Lassila… - 2011 Proceedings …, 2011 - ieeexplore.ieee.org
We consider an opportunistic content sharing system designed to store and distribute local
spatio-temporal “floating” information in uncoordinated P2P fashion relying solely on the …

Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems

A Guillin, B Nectoux, L Wu - Journal of the European …, 2024 - content.ems.press
We establish a general result on the existence and uniqueness of a quasi-stationary
distribution D of a strongly Feller Markov process. Xt; t 0/killed when it exits a domain D …

Generalized Γ calculus and application to interacting particles on a graph

P Monmarché - Potential Analysis, 2019 - Springer
The classical Bakry-Émery calculus is extended to study, for degenerated (non-elliptic, non-
reversible, or non-diffusive) Markov processes, questions such as hypoellipticity …

[PDF][PDF] Quasi-stationary distributions: a bibliography

PK Pollett - Disponiblea http://www. maths. uq. edu. au/∼ …, 2008 - people.smp.uq.edu.au
Quasi-stationary distributions have been used to model the long-term behaviour of
stochastic systems which in some sense terminate, but appear to be stationary over any …

Total variation cutoff in birth-and-death chains

J Ding, E Lubetzky, Y Peres - Probability theory and related fields, 2010 - Springer
The cutoff phenomenon describes a case where a Markov chain exhibits a sharp transition
in its convergence to stationarity. Diaconis [Proc Natl Acad Sci USA 93 (4): 1659–1664 …

The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof

JA Fill - Journal of Theoretical Probability, 2009 - Springer
A well-known theorem usually attributed to Keilson states that, for an irreducible continuous-
time birth-and-death chain on the nonnegative integers and any d, the passage time from …

On hitting times and fastest strong stationary times for skip-free and more general chains

JA Fill - Journal of Theoretical Probability, 2009 - Springer
An (upward) skip-free Markov chain with the set of nonnegative integers as state space is a
chain for which upward jumps may be only of unit size; there is no restriction on downward …

A Colonel Blotto gladiator game

Y Rinott, M Scarsini, Y Yu - Mathematics of Operations …, 2012 - pubsonline.informs.org
We consider a stochastic version of the well-known Blotto game, called the gladiator game.
In this zero-sum allocation game two teams of gladiators engage in a sequence of one-on …

On interweaving relations

L Miclo, P Patie - Journal of Functional Analysis, 2021 - Elsevier
Interweaving relations are introduced and studied here in a general Markovian setting as a
strengthening of usual intertwining relations between semigroups, obtained by adding a …