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Markov processes of infinitely many nonintersecting random walks
Markov processes nonintersecting random walk Probability
2011/7/27
Abstract: Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov cha...
On Empty Essential Spectrum for Markov Processes in Dimension One
Markov generator Essential spectrum Compact embedding Hardy-type inequality
2007/12/12
This paper gives characterizations for diffusion processes on the line and birth--death processes whose generators admit the empty essential spectra. Some equivalent conditions for empty essential spe...