Related papers: Ergodicity of the zigzag process
This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…
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…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…
For the stochastic six-vertex model on the quadrant $\mathbb{Z}_{\geq0}\times\mathbb{Z}_{\geq0}$ with step initial conditions and a single second-class particle at the origin, we show almost sure convergence of the speed of the second-class…
The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the…
This work is devoted to the study of minimal, smooth actions of finitely generated groups on the circle. We provide a sufficient condition for such an action to be ergodic (with respect to the Lebesgue measure), and we illustrate this…
Probability measures on the sphere form an important class of statistical models and are used, for example, in modeling directional data or shapes. Due to their widespread use, but also as an algorithmic building block, efficient sampling…
We consider a control problem for a heterogeneous population composed of agents able to switch at any time between different options. The controller aims to maximize an average gain per time unit, supposing that the population is of…
We consider the problem of Bayesian inference for changepoints where the number and position of the changepoints are both unknown. In particular, we consider product partition models where it is possible to integrate out model parameters…
The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the…
Generalization of the Lorden's inequality is an excellent tool for obtaining strong upper bounds for the convergence rate for various complicated stochastic models. This paper demonstrates a method for obtaining such bounds for some…
The main goal of the paper is to prove convergence in norm and pointwise almost everywhere on $L^p$, $p\in (1,\infty)$, for certain multiparameter polynomial ergodic averages in the spirit of Dunford and Zygmund for continuous flows. We…
The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in $[0,\infty)$, is ergodic and irreversible.…
We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…
The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
We consider a piecewise-deterministic Markov process governed by a jump intensity function, a rate function that determines the behaviour between jumps, and a stochastic kernel describing the conditional distribution of jump sizes. We study…
Let $(X_{\underline{\ell}})_{\underline{\ell} \in \mathbb Z^d}$ be a real random field (r.f.) indexed by $\mathbb Z^d$ with common probability distribution function $F$. Let $(z_k)_{k=0}^\infty$ be a sequence in $\mathbb Z^d$. The empirical…
We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,\ldots,L\}$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be…
Using the Palm measure notion, we prove the existence of the diffraction measure of all stationary and ergodic point processes. We get precise expressions of those measures in the case of specific processes : stochastic subsets of Z^d, sets…