Abstract
Before we embark on our journey to explore the NTE in a stochastic context, we need to lay out some core theory of Markov processes that will appear repeatedly in our calculations. After a brief reminder of some basics around the Markov property, we will focus our attention on what we will call expectation semigroups. These are the tools that we will use to identify neutron density and provide an alternative representation of solutions to the NTE that will be of greater interest to us. As such, in this chapter, we include a discussion concerning the asymptotic behaviour of expectation semigroups in terms of a leading eigentriple.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
Continue Ă droite, limite Ă gauche.
- 2.
This means \(f(x)\to 0\) as \(\inf _{y \in \partial E}\lVert x - y \rVert \to 0\), providing the latter limit is possible within E.
- 3.
Recall that a Markov chain is irreducible if, for each pair \((i,j)\) in the state space, there is a non-zero probability that, starting in state i, one will eventually visit state j.
- 4.
Elsewhere in this text we use the notation \(\langle \cdot ,\cdot \rangle \) to denote inner products on other Hilbert spaces.
- 5.
Technically speaking, \(p_t(x,{\mathrm {d}} y)\) is called a kernel rather than a measure because of its dependency on \(x\in E\).
- 6.
In this setting, a connected set simply means that, if \(x,y\in D\), then there is a path joining x to y that remains entirely in D.
References
G.I. Bell, S. Glasstone, Nuclear Reactor Theory (Reinhold, New York, 1970)
J. Bliedtner, W. Hansen, Potential Theory. Universitext (Springer, Berlin, 1986). An analytic and probabilistic approach to balayage
N. Champagnat, D. Villemonais, Exponential convergence to quasi-stationary distribution and Q-process. Probab. Theory Related Fields 164(1–2), 243–283 (2016)
N. Champagnat, D. Villemonais, Uniform convergence to the Q-process. Electron. Commun. Probab. 22, 7 (2017)
K.L. Chung, J.B. Walsh, Markov Processes, Brownian Motion, and Time Symmetry, vol. 249. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 2nd edn. (Springer, New York, 2005)
P. Collet, S. MartĂnez, J. San MartĂn, Quasi-Stationary Distributions. Probability and Its Applications (New York) (Springer, Heidelberg, 2013). Markov chains, diffusions and dynamical systems
E.B. Davies, Heat Kernels and Spectral Theory, Number 92 (Cambridge University Press, Cambridge, 1989)
C. Dellacherie, P-A. Meyer, Probabilités et potentiel. Publications de l’Institut de Mathématique de l’Université de Strasbourg, No. XV (Hermann, Paris, 1975). Chapitres I à IV, Édition entièrement refondue
C. Dellacherie, P-A. Meyer, Probabilités et potentiel. Chapitres XII–XVI. Publications de l’Institut de Mathématiques de l’Université de Strasbourg [Publications of the Mathematical Institute of the University of Strasbourg], XIX, 2nd edn. (Hermann, Paris, 1987). Théorie du potentiel associée à une résolvante. Théorie des processus de Markov. [Potential theory associated with a resolvent. Theory of Markov processes], Actualités Scientifiques et Industrielles [Current Scientific and Industrial Topics], 1417
J.L. Doob, Classical Potential Theory and Its Probabilistic Counterpart. Classics in Mathematics (Springer, Berlin, 2001). Reprint of the 1984 edition
E.B. Dynkin, Diffusions, Superdiffusions and Partial Differential Equations, vol. 50. American Mathematical Society Colloquium Publications (American Mathematical Society, Providence, 2002)
E.B. Dynkin, Theory of Markov Processes (Dover Publications, Inc., Mineola, 2006). Translated from the Russian by D. E. Brown and edited by T. Köváry, Reprint of the 1961 English translation
S.N. Ethier, T.G. Kurtz, Markov Processes. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics (John Wiley & Sons, Inc., New York, 1986). Characterization and convergence
J. Jacod, A.N. Shiryaev, Limit Theorems for Stochastic Processes, vol. 288. Grundlehren der mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 2nd edn. (Springer, Berlin, 2003)
E. Powell, An invariance principle for branching diffusions in bounded domains. Probab. Theory Related Fields 173(3–4), 999–1062 (2019)
L.C.G. Rogers, D. Williams, Diffusions, Markov Processes, and Martingales, vol. 1. Cambridge Mathematical Library (Cambridge University Press, Cambridge, 2000). Foundations, Reprint of the second (1994) edition
L.C.G. Rogers, D. Williams, Diffusions, Markov Processes, and Martingales, vol. 2. Cambridge Mathematical Library (Cambridge University Press, Cambridge, 2000). ItĂ´ calculus, Reprint of the second (1994) edition
E. Seneta, Non-negative Matrices and Markov Chains. Springer Series in Statistics (Springer, New York, 2006). Revised reprint of the second (1981) edition [Springer-Verlag, New York; MR0719544]
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2023 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this chapter
Cite this chapter
Horton, E., Kyprianou, A.E. (2023). Some Background Markov Process Theory. In: Stochastic Neutron Transport . Probability and Its Applications. Birkhäuser, Cham. https://doi.org/10.1007/978-3-031-39546-8_2
Download citation
DOI: https://doi.org/10.1007/978-3-031-39546-8_2
Published:
Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-031-39545-1
Online ISBN: 978-3-031-39546-8
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)