The quantum Markov property is equivalent to the strong additivity of von Neumann entropy for graded quantum systems. The additivity of von Neumann entropy for bipartite graded systems implies the statistical independence of states. However, the structure of Markov states for graded systems is ...
Strong Markov Property, Skorokhod Embedding, and Donsker’s Invariance PrincipleThis chapter ties together a number of the topics introduced in the text via applications to the further analysis of Brownian motion, a fundamentally important stochastic process whose existence was established in Chapter IX....
Stopping times and the strong Markov propertyStopping times and the strong Markov propertyThis chapter prepares our investigations of how coupling methods can be used to bound mixing rates, it also will be of importance in chapter 14.doi:10.1007/978-3-322-90157-6_12Ehrhard BehrendsVieweg...
The Markov property discussed in Sec. 5 is for a constant timeT; it will now be extended to an optional time. For this purpose we need the pre-Ttribe as well as the post-Ttribe which has already been defined. How shall we describe an event which precedes the random timeT? IfTtakes...
Let $X(t, omega) = {x_t(omega): t geq 0} be a Markov process defined on a probability space $(Omega,mathcal{F}, P)$ and valued in a measurable space (E; mathcal{E} ). In this paper, we give the definitions of $sigms$-algebras prior to $alpha$ and post-$alpha$ and ...
The strong Markov property for canonical Wiener processes. J. Functional Analysis 34 (1979), 266-281.R.L. Hudson, The Strong Markov Property for Canonical Wiener Processes, /. Fund. Anal. 34, 266 (1979).Hudson R.L. The strong Markov property for canonical Wiener processes. J. Func. ...
The strong Markov property of a process X at an optional time π < ∞ may be thought of as a combination of the conditional independence XT+hM-xrFT with the homogeneity for a suitable set of probability kernels. In an earlier paper, a stronger version of the latter condition was shown ...
Perkins, E. (1994). The strong Markov property of the support of super-Brownian motion. The Dynkin Festschrift. Progr. Probab. 24 307-326. Birkh¨auser, Boston, MA.E. Perkins (1994). The Strong Markov Property of the Support of Super-Brownain Motion. In: The Dynkin Festschrift ...
Strong Markov property of determinan- tal processes with extended kernels. Stochastic Processes and their Applications 126 186-208.Osada, H., Tanemura, H. Strong Markov property of determinantal processes with extended kernels, (preprint).Osada, H., Tanemura, H. Strong Markov property of ...
Balan, R.M. (2001). A strong Markov property for set-indexed processes. Stat. Probab. Letters, to appear.BALAN, R. M. (2001). A strong Markov property for set-indexed processes. Statist. Probab. Lett. 53, 219-226.Balan, R.M. (2001). A strong Markov property for set-indexed ...