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Related papers: Ergodicity of L\'evy-Type Processes

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We propose a general framework for constructing and describing infinite type flat surfaces of finite area. Using this method, we characterize the range of dynamical behaviors possible for the vertical translation flows on such flat…

Dynamical Systems · Mathematics 2023-05-26 Kathryn Lindsey , Rodrigo Treviño

We prove ergodicity in a class of skew-product extensions of interval exchange transformations given by cocycles with logarithmic singularities. This, in particular, gives explicit examples of ergodic $\mathbb{R}$-extensions of minimal…

Dynamical Systems · Mathematics 2023-08-07 Przemysław Berk , Frank Trujillo , Corinna Ulcigrai

In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switching mechanism which result in subgeometric ergodicity of the…

Probability · Mathematics 2022-04-12 Petra Lazić , Nikola Sandrić

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…

Probability · Mathematics 2020-10-28 Oleg Butkovsky , Michael Scheutzow

In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…

Probability · Mathematics 2020-06-03 Petra Lazić , Nikola Sandrić

We prove that for an arbitrary indexing group, every ergodic infinitely divisible stationary process that is separable in probability is weakly mixing. This shows that, as in the well-known case of Gaussian stationary processes, ergodicity…

Probability · Mathematics 2026-01-27 Nachi Avraham-Re'em , Emmanuel Roy

In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure…

Probability · Mathematics 2025-07-10 Xing Huang , Eva Kopfer , Pierre Monmarché , Panpan Ren

We prove limit theorems for cylindrical martingale problems associated to L\'evy generators. Furthermore, we give sufficient and necessary conditions for the Feller property of well-posed problems with continuous coefficients. We discuss…

Probability · Mathematics 2019-09-02 David Criens

Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…

Probability · Mathematics 2014-08-01 Shao-Qin Zhang

We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…

Probability · Mathematics 2011-11-09 M. Hairer , A. Ohashi

We propose a simple criterion, inspired from the irreducible aperiodic Markov chains, to derive the exponential convergence of general positive semi-groups. When not checkable on the whole state space, it can be combined to the use of…

Probability · Mathematics 2020-11-09 Bertrand Cloez , Pierre Gabriel

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions, we define the…

Analysis of PDEs · Mathematics 2022-10-20 Elie Abdo , Nathan Glatt-Holtz , Mihaela Ignatova

We study the extremal processes through Feller semigroups theory from which it is possible to observe some parallelism with subordinators. Consequently, we observe that an extremal process possesses concepts analogous to those of Laplace…

Probability · Mathematics 2023-06-22 Ulises Pérez Cendejas

In this paper, we establish the existence of transition density for geometric $\alpha$-stable processes by using the property of self-decomposability--a fundamental concept in the theory of L\'evy processes. In contrast to traditional and…

Probability · Mathematics 2026-03-13 Kaneharu Tsuchida

We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…

Statistical Mechanics · Physics 2009-11-07 Frank Zielen , Andreas Schadschneider

We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the $n$th moment of the process is a polynomial of the initial value of the process with…

Probability · Mathematics 2022-08-05 Shukai Chen , Xiangqi Zheng

In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…

Probability · Mathematics 2009-11-05 M. E. Caballero , J. C. Pardo , J. L. Perez

We establish results with an arithmetic flavor that generalize the polynomial multidimensional Szemeredi theorem and related multiple recurrence and convergence results in ergodic theory. For instance, we show that in all these statements…

Dynamical Systems · Mathematics 2015-11-19 Nikos Frantzikinakis , Bernard Host

We obtain complementary recurrence and transience criteria for processes $X=(X_n)_{n \ge 0}$ with values in $\mathbb R^d_+$ fulfilling a non-linear equation $X_{n+1}=MX_n+g(X_n)+ \xi_{n+1}$. Here $M$ denotes a primitive matrix having…

Probability · Mathematics 2016-05-16 Götz Kersting

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…

Probability · Mathematics 2017-06-27 Dang H. Nguyen , George Yin
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