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5 papers · 2 filters
Exponential ergodicity in the bounded-Lipschitz distance for a subclass of piecewise-deterministic Markov processes with random switching between flows
Dawid Czapla, Katarzyna Horbacz, Hanna Wojewódka-Ściążko
In this paper, we study a subclass of piecewise-deterministic Markov processes with a Polish state space, involving deterministic motion punctuated by random jumps that occur at ex…
Randomly switching evolution equations
Paweł Klimasara, Michael C. Mackey, Andrzej Tomski +1
We present an investigation of stochastic evolution in which a family of evolution equations in are driven by continuous-time Markov processes. These are examples of so-calle…
Poisson limit theorems for the Robinson-Schensted correspondence and for the multi-line Hammersley process
Mikołaj Marciniak, Łukasz Maślanka, Piotr Śniady
We consider Robinson-Schensted-Knuth algorithm applied to a random input and study the growth of the bottom rows of the corresponding Young diagrams. We prove multidimensional Pois…
Long-time asymptotic behaviour of the value function in nonlinear stopping problems
Tomasz Klimsiak, Andrzej Rozkosz
We provide general conditions ensuring that the value functions of some nonlinear stopping problems with finite horizon converge to the value functions of the corresponding problem…
Moments of Gaussian chaoses in Banach spaces
Radosław Adamczak, Rafał Latała, Rafał Meller
We derive moment and tail estimates for Gaussian chaoses of arbitrary order with values in Banach spaces. We formulate a conjecture regarding two-sided estimates and show that it h…