Related papers: Ergodicity of L\'evy-Type Processes
The objective of this paper is to characterize the structure of the set $\Theta$ for a continuous ergodic upper probability $\mathbb{V}=\sup_{P\in\Theta}P$ (Theorem \ref {main result}): . $\Theta$ contains a finite number of ergodic…
A number of elements towards a classification of the quality of emergence in emergent collective systems are provided. By using those elements, several classes of emergent systems are exemplified, ranging from simple aggregations of simple…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
In this paper, we give a sufficient condition for transience for a class of one-dimensional symmetric L\'evy processes. More precisely, we prove that a one-dimensional symmetric L\'evy process with the L\'evy measure $\nu(dy)=f(y)dy$ or…
In this paper we delve into some important properties of probability distributions of the power type in order to provide some answers to questions recently raised in the literature. More precisely, we focus on the properties of maximizers…
For a quantum-mechanical counting process we show ergodicity, under the condition that the underlying open quantum system approaches equilibrium in the time mean. This implies equality of time average and ensemble average for correlation…
We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we study statistically steady states of the system and find that…
We show some Chung-type $\liminf$ law of the iterated logarithm results at zero for a class of (pure-jump) Feller or L\'evy-type processes. This class includes all L\'evy processes. The norming function is given in terms of the symbol of…
We consider the geodesic flow defined by periodic Eaton lens patterns in the plane and discover ergodic ones among those. The ergodicity result on Eaton lenses is derived from a result for quadratic differentials on the plane that are pull…
We consider interval exchange transformations of periodic type and construct different classes of recurrent ergodic cocycles of dimension $\geq 1$ over this special class of IETs. Then using Poincar\'e sections we apply this construction to…
Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…
By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which…
We study recurrence and ergodicity of cocycles with values in R d , d $\ge$ 1, over rotations by badly approximable irrational numbers on T $\rho$ , $\rho$ \> 1. The discontinuities of the functions generating the cocycles also satisfy a…
We give necessary and sufficient conditions for a regular semi-Dirichlet form to enjoy a new Feller type property, which we call \emph{weak Feller property}. Our characterization involves potential theoretic as well as probabilistic aspects…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
We define a class of discrete abelian group extensions of rank-one transformations and establish necessary and sufficient conditions for these extensions to be power weakly mixing. We show that all members of this class are multiply…
Stochastic processes of interacting particles with varying length are relevant e.g. for several biological applications. We try to explore what kind of new physical effects one can expect in such systems. As an example, we extend the…
Several long-time limit theorems of one-dimensional L\'evy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called…
We study characterizations of ergodicity, weak mixing and strong mixing of W*-dynamical systems in terms of joinings and subsystems of such systems. Ergodic joinings and Ornstein's criterion for strong mixing are also discussed in this…
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…