Concatenation of dishonest Feller processes, exit laws, and limit theorems on graphs

2022/04/20 by Adam Bobrowski, Bobrowski, Adam
Mathematics · #FOS: Mathematics #Functional Analysis (math.FA) #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2204.09354

openalex publication_date 2022/04/20 · openalex created_date 2022/04/26 · openalex updated_date 2026/07/28

Abstract

We provide a rather explicit formula for the resolvent of a~concatenation of N processes in terms of their exit laws and certain probability measures characterizing the way the processes are concatenated. As an application, we prove an averaging principle saying that by concatenating asymptotically splittable processes one can approximate Markov chains.

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