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Related papers: On ergodicity of some Markov processes

200 papers

We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniqueness of an invariant measure and uniform ergodicity. We also…

Probability · Mathematics 2013-11-26 Oleg Butkovsky

We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution…

Probability · Mathematics 2018-11-13 Benedict Leimkuhler , Matthias Sachs

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

Probability · Mathematics 2020-12-04 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We investigate continuous time random walks with truncated $\alpha$-stable trapping times. We prove distributional ergodicity for a class of observables; namely, the time-averaged observables follow the probability density function called…

Statistical Mechanics · Physics 2015-05-27 Tomoshige Miyaguchi , Takuma Akimoto

We propose an extension of ergodic theory which focuses on the identification of ergodicity in terms of the uniqueness of the invariant measure. We first explain the concept for the doubling maps, which can be analyzed using Fourier…

Dynamical Systems · Mathematics 2015-12-11 Haakan Hedenmalm , Alfonso Montes-Rodriguez

In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant…

Probability · Mathematics 2025-09-25 Victoria Knopova , Yana Mokanu

We study ergodic properties of some Markov chains models in random environments when the random Markov kernels that define the dynamic satisfy some usual drift and small set conditions but with random coefficients. In particular, we adapt a…

Probability · Mathematics 2021-08-16 Lionel Truquet

We describe the full exit boundary of random walks on homogeneous trees, in particular, on the free groups. This model exhibits a phase transition, namely, the family of Markov measures under study loses ergodicity as a parameter of the…

Probability · Mathematics 2015-04-28 A. Vershik , A. Malyutin

For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…

Dynamical Systems · Mathematics 2022-10-03 Peng Sun

Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…

Statistical Mechanics · Physics 2026-03-18 Dan Shafir , Stanislav Burov

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

Probability · Mathematics 2022-04-06 William Oçafrain

We study the relationship between two classical approaches for quantitative ergodic properties : the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of…

Probability · Mathematics 2007-05-23 Dominique Bakry , Patrick Cattiaux , Arnaud Guillin

The relations between asymptotic stability, the eventual e-property and the e-property of Markov semigroups, acting on measures defined on general (Polish) metric spaces, are studied. While usually much attention is paid to asymptotic…

Probability · Mathematics 2024-03-25 Ryszard Kukulski , Hanna Wojewódka-Ściążko

The ergodic hypothesis is examined for energetically open fluid systems represented by the barotropic Navier--Stokes equations with general inflow/outflow boundary conditions. We show that any globally bounded trajectory generates a…

Analysis of PDEs · Mathematics 2021-05-19 Francesco Fanelli , Eduard Feireisl , Martina Hofmanová

This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…

Probability · Mathematics 2025-10-01 Tobias Hurth , Edouard Strickler

We continue our study of the dynamics of mappings with small topological degree on (projective) complex surfaces. Previously, under mild hypotheses, we have constructed an ergodic ``equilibrium'' measure for each such mapping. Here we study…

Dynamical Systems · Mathematics 2009-09-10 Jeffrey Diller , Romain Dujardin , Vincent Guedj

The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…

Probability · Mathematics 2007-05-23 Mu-Fa chen

We prove that unique ergodicity of tensor product of $C^*$-dynamical system implies its strictly weak mixing. By means of this result a uniform weighted ergodic theorem with respect to $S$-Besicovitch sequences for strictly weak mixing…

Operator Algebras · Mathematics 2007-12-18 Farrukh Mukhamedov

We study the generic invariant probability measures for the geodesic flow on connected complete nonpositively curved manifolds. Under a mild technical assumption, we prove that ergodicity is a generic property in the set of probability…

Dynamical Systems · Mathematics 2014-01-22 Yves Coudene , Barbara Schapira

We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai
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