On non-additive processes

On Markov-Additive Jump Processes

In 1995, Pacheco and Prabhu introduced the class of so–called Markov–additive processes of arrivals in order to provide a general class of arrival processes for queueing theory. In this paper, the above class is generalized considerably, including time–inhomogeneous arrival rates, general phase spaces and the arrival space being a general vector space (instead of the finite–dimensional Euclidea...

Non-markovian Limits of Additive Functionals of Markov Processes

Abstract. In this paper we consider an additive functional of an observable V (x) of a Markov jump process. We assume that the law of the expected jump time t(x) under the invariant probability measure π of the skeleton chain belongs to the domain of attraction of a subordinator. Then, the scaled limit of the functional is a Mittag-Leffler proces, provided that Ψ(x) := V (x)t(x) is square integ...

Superstability of $m$-additive maps on complete non--Archimedean spaces

The stability problem of the functional equation was conjectured by Ulam and was solved by Hyers in the case of additive mapping. Baker et al. investigated the superstability of the functional equation from a vector space to real numbers. In this paper, we exhibit the superstability of $m$-additive maps on complete non--Archimedean spaces via a fixed point method raised by Diaz and Margolis.

On Additive Time-changes of Feller Processes

In this note we generalise the Phillips theorem [1] on the subordination of Feller processes by Lévy subordinators to the class of additive subordinators (i.e. subordinators with independent but possibly nonstationary increments). In the case where the original Feller process is Lévy we also express the time-dependent characteristics of the subordinated process in terms of the characteristics o...

Additive Lévy Processes