Related papers: Averaging of Hamiltonian flows with an ergodic com…
We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…
Motivated by Gromov's geodesic flow problem on hyperbolic groups $G$, we develop in this paper an analog using random walks. This leads to a notion of a harmonic analog $\Theta$ of the Bowen-Margulis-Sullivan measure on $\partial^2 G$. We…
Haydn, Lacroix and Vaienti [Ann. Probab. 33 (2005)] proved that, for a given ergodic map, the entry time distribution converges in the small target limit, if and only if the corresponding return time distribution converges. The present note…
We establish pointwise convergence for nonconventional ergodic averages taken along $\lfloor p^c\rfloor$, where $p$ is a prime number and $c\in(1,4/3)$ on $L^r$, $r\in(1,\infty)$. In fact, we consider averages along more general sequences…
Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…
Consider a fast-slow system of ordinary differential equations of the form $\dot x=a(x,y)+\varepsilon^{-1}b(x,y)$, $\dot y=\varepsilon^{-2}g(y)$, where it is assumed that $b$ averages to zero under the fast flow generated by $g$. We give…
We modify the standard Vicsek model to clearly distinguish between intrinsic noise due to imperfect alignment between organisms, and extrinsic noise due to fluid motion. We then consider the effect of a steady vortical flow, the Taylor…
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…
We present a general approach to study the flooding time (a measure of how fast information spreads) in dynamic graphs (graphs whose topology changes with time according to a random process). We consider arbitrary converging Markovian…
We consider in this work small random perturbations (of multiplicative noise type) of the gradient flow. We prove that under mild conditions, when the potential function is a Morse function with additional strong saddle condition, the…
A Richardson triple is an ideal fluid flow map $g_{t/\ep,t,\ep t} = h_{t/\ep}k_t l_{\ep t}$ composed of three smooth maps with separated time scales: slow, intermediate and fast; corresponding to the big, little, and lesser whorls in…
Deterministic equilibrium flows in transport networks can be investigated by means of Markov's processes defined on the dual graph representations of the network. Sustained movement patterns are generated by a subset of automorphisms of the…
We consider Euler flows on two-dimensional (2D) periodic domain and are interested in the stability, both linear and nonlinear, of a simple equilibrium given by the 2D Taylor-Green vortex. As the first main result, numerical evidence is…
Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…
The data processing inequality is central to information theory and motivates the study of monotonic divergences. However, it is not clear operationally we need to consider all such divergences. We establish a simple method for Pinsker…
We consider the unsteady Stokes system in the half-space with zero initial data and nonzero, space-time localized boundary data. We show that there exist boundary influxes for which the induced flow exhibits flow reversal, in the sense that…
We propose as a generalization of an idea of Ruelle to describe turbulent fluid flow a chaotic hypothesis for reversible dissipative many particle systems in nonequilibrium stationary states in general. This implies an extension of the…
Standing acoustic waves have been known to generate Eulerian time-mean 'streaming' flows at least since the seminal investigation of Lord Rayleigh in the 1880s. Nevertheless, a recent body of numerical and experimental evidence has shown…
The flow of an electrically conducting fluid in a thin disc under the action of an azimuthal Lorentz force is studied experimentally. At small forcing, the Lorentz force is balanced by either viscosity or inertia, yielding quasi-Keplerian…
We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…