All Questions
12 questions
11
votes
1
answer
642
views
Random walk origin return monotinicity
Consider a Markov chain on $\mathbb{Z}^d$ with transition kernel $P$ for adjacent vertices (non-diagonal). Essentially this is a $d$ dimensional random walk with the probability of a transition ...
- 4,952
6
votes
1
answer
256
views
Perron-Frobenius and Markov chains on countable state space
The following question naturally arises in the theory of Markov chains with countable state space to which I would be curious to know the answer:
Let $A:\ell^1 \rightarrow \ell^1$ be a contraction, i....
- 173
4
votes
0
answers
282
views
Markov operators and existence of ergodic measures
My question refers to the yesterday's question (see here)
of John Learner and goes as follows:
Can we deduce the existence of an ergodic measure if we know that an invariant measure exists, but the ...
- 141
4
votes
0
answers
1k
views
The spectrum of a Markov Operator and Invariant Measures
Suppose I have a discrete-time Markov Chain (in an infinite dimensional state space $\Omega$) with Markov operator $P$, a linear operator on the space of bounded measurable functions on $\Omega$. (Or ...
- 509
3
votes
1
answer
199
views
Markov-semigroup Sobolev inequality
I have a question about the following definition:
A probability measure $\mu$, such that the Markov semigroup $e^{Lt} \in \mathcal{L}(L^2)$ exists and is symmetric, satisfies the Sobolev inequality ...
- 259
3
votes
0
answers
90
views
How does one define the gradient of a Markov semigroup?
In the context of functional inequalities for Markov semigroups $(\mathcal P_t)_{t\ge0}$, what is one denoting by $\nabla\mathcal P_tf$? For example, I've found the following assumption in this paper:
...
- 167
2
votes
1
answer
205
views
Eigenspace of Gaussian Markov operator
Consider the (one-dimensional) Gaussian distribution $Q := N(\nu,\tau^2)$ and the (Gaussian) Markov operator
\begin{equation*}
\begin{array}{rccc}
R : & L_1(\mathbb{R},\mathcal{B}(\mathbb{R}),Q) &...
- 123
2
votes
0
answers
103
views
Find a function $f\geq 0$ such that $e^{-t[(x-\partial_x)\partial_x]^2} f$ is not non-negative for some $t\geq 0$
Consider the square of the Ornstein-Uhlenbeck operator $$A=[(x-\partial_x)\partial_x]^2=(x-\partial_x)\partial_x (x-\partial_x)\partial_x.$$ We know that $[(x-\partial_x)\partial_x]^2$ cannot be a ...
- 90
2
votes
0
answers
166
views
Must rows of a transition matrix be distinct?
Is it true that for all continuous time Markov processes on a countable state space $S$, we have
all rows of the transition matrix $\mathbf{P}_t$ are distinct for all time $t\in[0,\infty)$ ?
This ...
- 165
1
vote
2
answers
228
views
Is a linear combination of Markov generator a Markov generator?
Let $X$ be a compact metric set and $\mathcal{C}(X)$ be the set on continuous real functions over $X$ endowed with the supremum norm $\|\cdot\|_{\infty}$. Let $\Omega_1$ and $\Omega_2$ be two Markov ...
- 449
1
vote
1
answer
173
views
Spectral gap of a Markov chain on the nonnegative integers
Let $\lambda_k,\mu_k\in\mathbb R_{\ge0}$ $(k\ge1)$ be nonnegative real numbers such that $\sum_{k=1}^\infty k\lambda_k<\infty,$ let $S=\mathbb Z_{\ge0}$ be the nonnegative integers, let $T=\mathbb ...
- 276
0
votes
1
answer
80
views
A question about positive operator pregenerator [closed]
Thank you for reading.
My question was raised up when I tried to prove an example in the book of Liggett(1985), which is in P13 Example 2.3(a).
Here is a link of the page:
https://books.google.com/...
- 385