Related papers: Recurrence and Ergodicity of Switching Diffusions …
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
This work focuses on a class of regime-switching neutral stochastic functional differential equations (RNSFDEs) with infinite delay, in which the switching component can possess finite or countably infinite many states. To ensure the…
Responsibility has long been a subject of study in law and philosophy. More recently, it became a focus of AI literature. The article investigates the computational complexity of two important properties of responsibility in collective…
Stochastic resetting models diverse phenomena across numerous scientific disciplines. Current understanding stems from the renewal framework, which relates systems subject to global resetting to their non-resetting counterparts. Yet, in…
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…
A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…
Spatiotemporal disorder has been recently associated to the occurrence of anomalous nonergodic diffusion of molecular components in biological systems, but the underlying microscopic mechanism is still unclear. We introduce a model in which…
We survey distributional properties of $\mathbb{R}^d$-valued cocycles of finite measure preserving ergodic transformations (or, equivalently, of stationary random walks in $\mathbb{R}^d$) which determine recurrence or transience.
We consider the increase of the spatial variance of some inhomogeneous, non-equilibrium density (particles, energy, etc.) in a periodic quantum system of condensed matter-type. This is done for a certain class of initial quantum states…
In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…
We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…
A wide class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space driven by the Gaussian white noise is analyzed in terms of a generalized n-moment. We show the system may present ergodic…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
In recent years the ergodicity of disordered spin chains has been investigated via extensive numerical studies of the level statistics or the transport properties. However, a clear relationship between these results has yet to be…
The behavior of lattice models in which time reversibility is enforced at the level of trajectories (microscopic reversibility) is studied analytically. Conditions for ergodicity breaking are explored, and a few examples of systems…
Recent experiments report that slowly-sheared noncolloidal particle suspensions can exhibit unexpected rate($\omega$)-dependent complex viscosities in oscillatory shear, despite a constant relative viscosity in steady shear. Using a minimal…
The development of substrates with a switchable wettability is on a fast pace. The limit of switching frequencies and contact angle differences between substrate states are steadily pushed further. We investigate the behavior of a droplet…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…