Related papers: A non-conservative Harris ergodic theorem

The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…

We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate…

We investigate a recombination-drift-diffusion model coupled to Poisson's equation modelling the transport of charge within certain types of semiconductors. In more detail, we study a two-level system for electrons and holes endowed with an…

We consider the $s$-fractional Klein-Gordon equation with space-dependent damping on $\mathbb{R}^d$. Recent studies reveal that the so-called geometric control conditions (GCC) are closely related to semigroup estimates of the equation.…

Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…

In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergodic Markov semigroups with unique invariant probability…

In this paper, we prove almost surely consistency of a Survival Analysis model, which puts a Gaussian process, mapped to the unit interval, as a prior on the so-called hazard function. We assume our data is given by survival lifetimes $T$…

In this paper we develop a quantitative Harris theorem with effective control over the constants. A benefit of our methodology is the decoupling of the small set and Lyapunov-Foster Drift conditions. Our methodology allows any small set and…

We establish convergence in norm and pointwise almost everywhere for the non-conventional (in the sense of Furstenberg) bilinear polynomial ergodic averages \[ A_N(f,g)(x) := \frac{1}{N} \sum_{n =1}^N f(T^nx) g(T^{P(n)}x)\] as $N \to…

We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…

For a class of processes modeling the evolution of a spatially structured population with migration and a logistic local regulation of the reproduction dynamics, we show convergence to an upper invariant measure from a suitable class of…

We prove gradient estimates for transition Markov semigroups $(P_t)$ associated to SDEs driven by multiplicative Brownian noise having possibly unbounded $C^1$-coefficients, without requiring any monotonicity type condition. In particular,…

The idea of a parsing of a stationary process according to a collection of words is introduced, and the basic framework required for the asymptotic analysis of these parsings is presented. We demonstrate how the pointwise ergodic theorem…

Gaussian quantum Markov semigroups are the natural non-commutative extension of classical Ornstein-Uhlenbeck semigroups. They arise in open quantum systems of bosons where canonical non-commuting random variables of positions and momenta…

We study a class of finite dimensional quantum dynamical semigroups exp(tL) whose generators L are sums of Lindbladians satisfying the detailed balance condition. Such semigroup arise in the weak coupling (van Hove) limit of Hamiltonian…

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…

This paper assumes a robust, in general not dominated, probabilistic framework and provides necessary and sufficient conditions for a bipolar representation of subsets of the set of all quasi-sure equivalence classes of non-negative random…

For finite-dimensional linear semigroups which leave a proper cone invariant it is shown that irreducibility with respect to the cone implies the existence of an extremal norm. In case the cone is simplicial a similar statement applies to…

We consider the problem of estimation in Hidden Markov models with finite state space and nonparametric emission distributions. Efficient estimators for the transition matrix are exhibited, and a semiparametric Bernstein-von Mises result is…

We prove a multidimensional ergodic theorem with weighted averages for the action of the group $\mathbb{Z}^d$ on a probability space. At level $n$ weights are of the form $n^{-d} \psi(j/n)$, $ j\in \mathbb{Z}^d$, for real functions $\psi$…