Related papers: On quasi-ergodic distribution for one-dimensional …
We consider the first exit point distribution from a bounded domain $\Omega$ of the stochastic process $(X_t)_{t\ge 0}$ solution to the overdamped Langevin dynamics $$d X_t = -\nabla f(X_t) d t + \sqrt{h} \ d B_t$$ starting from the…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
Motivated by experiments on splitting one-dimensional quasi-condensates, we study the statistics of the work done by a quantum quench in a bosonic system. We discuss the general features of the probability distribution of the work and focus…
We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…
We consider parametric hypotheses testing for multidimensional ergodic diffusion processes observed at discrete time. We propose a family of test statistics, related to the so called $\phi$-divergence measures. By taking into account the…
Consider the Langevin process, described by a vector (position,momentum) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. We prove the compactness of the…
A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…
We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…
Using the theory of diffusion in graphs, we propose a model to study mesoscopic transport through a diffusive quantum dot. The graph consists of three quasi-1D regions: a central region describing the dot, and two identical left- and right-…
In this work, we introduce the concept of term ergodicity for action semigroups and construct semigroups on two dimensional manifolds which are $C^{1+\alpha}$-robustly term ergodic. Moreover, we illustrate the term ergodicity by some…
This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time…
We numerically investigate the electric potential distribution over a two-dimensional continuum percolation model between the electrodes. The model consists of overlapped conductive particles on the background with an infinitesimal…
We study parametric estimation of ergodic diffusions observed at high frequency. Different from the previous studies, we suppose that sampling stepsize is unknown, thereby making the conventional Gaussian quasi-likelihood not directly…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
A simple exact-exchange density-functional method for a quasi-two-dimensional electron gas with variable density is presented. An analytical expression for the exact-exchange potential with only one occupied subband is provided, without…
We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schroedinger…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…
We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients $a^\omega$. The diffusion is formally associated with $L^\omega u =…
Convergence to non-minimal quasi-stationary distributions for one-dimensional diffusions is studied. We give a method of reducing the convergence to the tail behavior of the lifetime via a property which we call the first hitting…
Diffusion of molecules in cells plays an important role in providing a biological reaction on the surface by finding a target on the membrane surface. The water retardation (slow diffusion) near the target assists the searching molecules to…