Related papers: Entry and return times for semi-flows

Concepts and tools from network theory, the so-called Lagrangian Flow Network framework, have been successfully used to obtain a coarse-grained description of transport by closed fluid flows. Here we explore the application of this…

We apply a method inspired by Ratner's work on quantitative mixing for the geodesic flow (Ergod. Theory Dyn. Syst., 1987) and developed by Burger (Duke Math. J., 1990) to study ergodic integrals for horocycle flows. We derive an explicit…

Using standard results from statistics, we show that for any continuous quantum system (Gaussian or otherwise) and any observable $\widehat{A}$ (position or otherwise), the distribution $\pi_{a}\left(t\right)$ of time measurement at a fixed…

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…

We study the transition time distribution for a particle moving between two wells of a multidimensional potential in the low-noise limit of overdamped Langevin dynamics. Possible transition paths are restricted to a thin tube surrounding…

We show the $L^2$-convergence of continuous time ergodic averages of a product of functions evaluated at return times along polynomials. These averages are the continuous time version of the averages appearing in Furstenberg's proof of…

Algorithms and dynamics over networks often involve randomization, and randomization may result in oscillating dynamics which fail to converge in a deterministic sense. In this paper, we observe this undesired feature in three applications,…

The dynamics of the Hamiltonian mean field model is studied in the context of continuous time random walks. We show that the sojourn times in cells in the momentum space are well described by a L\'evy truncated distribution. Consequently…

We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the…

We prove a general ergodic-theoretic result concerning the return time statistic, which, properly understood, sheds some new light on the common sense phenomenon known as {\it the law of series}. Let \proc be an ergodic process on finitely…

We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…

Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…

We investigate continuous time random walks with truncated $\alpha$-stable trapping times. We prove distributional ergodicity for a class of observables; namely, the time-averaged observables follow the probability density function called…

We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…

We prove new results on lazy random walks on finite graphs. To start, we obtain new estimates on return probabilities $P^t(x,x)$ and the maximum expected hitting time $t_{\rm hit}$, both in terms of the relaxation time. We also prove a…

Based on simulations with the ``intelligent driver model'', a microscopic traffic model, we explain the recently discovered transition from free over ``synchronized'' traffic to stop-and-go patterns [B. S. Kerner, Phys. Rev. Lett. 81, 3797…

The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a…

The inference of thermodynamic quantities from the description of an only partially accessible physical system is a central challenge in stochastic thermodynamics. A common approach is coarse-graining, which maps the dynamics of such a…

We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where…