Related papers: Geometric Ergodicity in a Weighted Sobolev Space
We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…
In this work, we aim to prove algebra properties for generalized Sobolev spaces $W^{s,p} \cap L^\infty$ on a Riemannian manifold, where $W^{s,p}$ is of Bessel-type $W^{s,p}:=(1+L)^{-s/m}(L^p)$ with an operator $L$ generating a heat…
Let $\{X_n\}$ be a stationary and ergodic time series taking values from a finite or countably infinite set ${\cal X}$. Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times $\lambda_n$…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
We investigate a Sobolev map $f$ from a finite dimensional RCD space $(X, \dist_X, \meas_X)$ to a finite dimensional non-collapsed compact RCD space $(Y, \dist_Y, \mathcal{H}^N)$. If the image $f(X)$ is smooth in a weak sense (which is…
For Markov kernels $P$ on a general state space $\mathcal{X}$, we introduce a new class of averaged Markov kernels $P_{da}(G,\nu)$ of $P$ induced by a group $G$ that acts on $\mathcal{X}$ and a probability measure $\nu$ on $G \times G$.…
A nonlinear Markov chain is a discrete time stochastic process whose transitions depend on both the current state and the current distribution of the process. The nonlinear Markov chain over a infinite state space can be identified by a…
We introduce a unified operator-theoretic framework for analyzing mixing times of finite-state ergodic Markov chains that applies to both reversible and non-reversible dynamics. The central object in our analysis is the projected transition…
We consider the recurrence and transience problem for a time-homogeneous Markov chain on the real line with transition kernel $p(x,\mathrm{d}y)=f_x(y-x)\,\mathrm{d}y$, where the density functions $f_x(y)$, for large $|y|$, have a power-law…
We study power boundedness and related properties such as mean ergodicity for (weighted) composition operators on function spaces defined by local properties. As a main application of our general approach we characterize when (weighted)…
We obtain well-posedness results in $L_p$-based weighted Sobolev spaces for a transmission problem for anisotropic Stokes and Navier-Stokes systems with $L_{\infty}$ strongly elliptic coefficient tensor, in complementary Lipschitz domains…
Given the joint distribution of two random variables $X,Y$ on some second countable locally compact Hausdorff space, we investigate the statistical approximation of the $L^2$-operator defined by $[Pf](x) := \mathbb{E}[ f(Y) \mid X = x ]$…
We consider sub-Riemannian manifolds which are homogeneous spaces equipped with a natural sub-Riemannian structure induced by a transitive action by a Lie group. In such a setting, the corresponding sub-Laplacian is not an elliptic but a…
We consider both divergence and non-divergence parabolic equations on a half space in weighted Sobolev spaces. All the leading coefficients are assumed to be only measurable in the time and one spatial variable except one coefficient, which…
Discrete time random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniform continuous and contractive are considered. A notion of a…
In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we…
The transition law of every exchangeable Feller process on the space of countable graphs is determined by a $\sigma$-finite measure on the space of $\{0,1\}\times\{0,1\}$-valued arrays. In discrete-time, this characterization amounts to a…
We introduce and study time-inhomogeneous quantum Markov chains with parameter $\zeta \ge 0$ and decoherence parameter $0 \leq p \leq 1$ on finite spaces and their large scale equilibrium properties. Here $\zeta$ resembles the inverse…
Let $Q$ be a transition probability on a measurable space $E$ which admits an invariant probability measure, let $(X_n)_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S_n=\sum…
Necessary and sufficient conditions are given for mean ergodicity, power boundedness, and topologizability for weighted backward shift and weighted forward shift operators, respectively, on K\"othe echelon spaces in terms of the weight…