Related papers: Strong stationary times for one-dimensional diffus…
Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…
The large-scale/long-time transport of inertial particles of arbitrary mass density under gravity is investigated by means of a formal multiple-scale perturbative expansion in the scale-separation parametre between the carrier flow and the…
We consider the static wall approximation to the dynamics of a particle bouncing on a periodically oscillating infinitely heavy plate while subject to a potential force. We assume the case of a potential given by a power of the particle's…
The work deals with establishing the solvability of a system of integro-differential equations in the situation of the double scale anomalous diffusion. Each equation of such system involves the sum of the two negative Laplace operators…
We study statistical inference of the drift parameters for the Volterra Ornstein-Uhlenbeck process on R in the ergodic regime. For continuous-time observations, we derive the corresponding maximum likelihood estimators and show that they…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
In this paper we study the transition density and exponential ergodicity in total variation for an affine process on the canonical state space $\mathbb{R}_{\geq0}^{m}\times\mathbb{R}^{n}$. Under a H\"ormander-type condition for diffusion…
The dynamics of a generic class of scalar active matter exhibiting a diffusivity edge is studied in a confining potential where the amplitude is governed by a time-dependent protocol. For such non-equilibrium systems, the diffusion…
We show that ergodic dynamical systems generated by infinitely divisible stationary processes are disjoint in the sense of Furstenberg with distally simple systems and systems whose maximal spectral type is singular with respect to the…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
This paper concerns the inverse source problems for the time-harmonic elastic and electromagnetic wave equations. The goal is to determine the external force and the electric current density from boundary measurements of the radiated wave…
Furstenberg, Katznelson and Weiss proved in the early 1980s that every measurable subset of the plane with positive density at infinity has the property that all sufficiently large real numbers are realised as the Euclidean distance between…
The dynamics of a freely diffusing particle in a two-dimensional channel with cross sectional area $A(x)$, can be effectively described by a one-dimensional diffusion equation under the action of a potential of mean force $U(x)=-k_BT\ln…
We study the steady state resulting from instabilities in crystals driven through a dissipative medium, for instance, a colloidal crystal which is steadily sedimenting through a viscous fluid. The problem involves two coupled fields, the…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…
The problem of one-dimensional randomly forced Burgers turbulence is considered in terms of (1+1) directed polymers. In the limit of strong turbulence (which corresponds to the zero temperature limit for the directed polymer system) using…
An ergodic process $P$ is constructed such that the divergence-rate $D(P || P^*)$ is zero, yet $P$ is not equal to its time-reversed process $P^*$. The process $P$ is constructed as a special realization of the universal coding found by Xu.…
We consider a time inhomogeneous strong Markov process $(\xi_t)_{t\ge 0}$ taking values in a Polish state space whose semigroup has a $T$-periodic structure. We give simple conditions which imply ergodicity of the grid chain…