Related papers: Markov semigroups with hypocoercive-type generator…
The Heisenberg group is one of the simplest sub-Riemannian settings in which we can define non-elliptic H\"ormander type generators. We can then consider coercive inequalities associated to such generators. We prove that a certain class of…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class of nonparametric stochastic volatility…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of…
First essential m-dissipativity of an infinite-dimensional Ornstein-Uhlenbeck operator $N$, perturbed by the gradient of a potential, on a domain $\mathcal{F}C_b^{\infty}$ of finitely based, smooth and bounded functions, is shown. Our…
A survey of the probabilistic approaches to quantum dynamical semigroups with unbounded generators is given. An emphasis is made upon recent advances in the structural theory of covariant Markovian master equations. The relations with the…
We study how to lift Markov bases and Gr\"obner bases along linear maps of lattices. We give a lifting algorithm that allows to compute such bases iteratively provided a certain associated semigroup is normal. Our main application is the…
K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…
We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…
In this contribution, we present a systematic study of the performance of two known types of compressible generalization of the incompressible neo-Hookean material model. The first type of generalization is based on the development of…
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…
The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…
We introduce a large class of models exhibiting robust ergodicity breaking in quantum dynamics. Our work is inspired by recent discussions of "topologically robust Hilbert space fragmentation," but massively generalizes in two directions:…
We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first order operator to the generator of a Markov process, when the…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We provide a simple hypocoercivity analysis for the effective Mori-Zwanzig equation governing the time evolution of noise-averaged observables in a stochastic dynamical system. Under the hypocoercivity framework mainly developed by…
We construct a 2-generator recursively presented group with infinite torsion length. We also explore the construction in the context of solvable and word-hyperbolic groups.
Various qualitative properties of solutions to the generalized Langevin equation (GLE) in a periodic or a confining potential are studied in this paper. We consider a class of quasi-Markovian GLEs, similar to the model that was introduced…
In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…