Related papers: Kemeny's constant for one-dimensional diffusions

Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…

We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation…

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

In this article, it is proved that for any cumulative distribution function with compact support and a specified t > 0, there exists a diffusion martingale which has this law at time t. The article proves existence; no claims are made about…

Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x > 0 by (Xt, t >= 0). We prove that the law of T_x has a…

In this paper we derive explicit formulas of the R\'enyi information, Shannon entropy and Song measure for the invariant density of one dimensional ergodic diffusion processes. In particular, the diffusion models considered include the…

A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…

We consider the behavior of the Gaussian concentration bound (GCB) under stochastic time evolution. More precisely, we consider a Markovian diffusion process on $\mathbb{R}^d$ and start the process from an initial distribution $\mu$ that…

We study the global and the local transport and diffusion in the case of the standard map, by calculating the diffusion exponent $\mu$. In the global case we find that the mean diffusion exponent for the whole phase space is either $\mu=1$,…

This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…

We study diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of manifolds (surfaces or points) in $\mathbb{R}^d$ and small perturbations of such processes. Assuming certain ergodic properties at and near the…

Let $S_n$ be a random walk with i.i.d. increments which have zero mean and finite variance. For every $x\ge0$ we define the stopping time $\tau_x:=\inf\{n\ge1:x+S_n\le0\}$ and consider the probabilities $\mathbb{P}(x+S_n\ge y,\tau_x>n)$. We…

A discrete model of Brownian sticky flows on the unit circle is described: it is constructed with products of Beta matrices on the discrete torus. Sticky flows are defined by their ``moments'' which are consistent systems of transition…

The single-file problem of N particles in one spatial dimension is analyzed, when each particle has a randomly distributed diffusion constant D sampled in a density $\rho(D)$. The averaged one-particle distributions of the edge particles…

We study the statistics of infima, stopping times and passage probabilities of entropy production in nonequilibrium steady states, and show that they are universal. We consider two examples of stopping times: first-passage times of entropy…

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), i(t), Y(t)), where (K(t), i(t)) is an autonomous reversible jump process, with waiting times between two jumps with…

The propagation of incoherent elastic energy in a three-dimensional solid due to the scattering by many, randomly placed and oriented, pinned dislocation segments, is considered in a continuum mechanics framework. The scattering mechanism…

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

In this article we study a homogeneous transient diffusion process $X$. We combine the theories of differential equations and of stochastic processes to obtain new results for homogeneous diffusion processes, generalizing the results of…

Let $(X_t)_{t\geq 0}$ be a regular one-dimensional diffusion that models a biological population. If one assumes that the population goes extinct in finite time it is natural to study the $Q$-process associated to $(X_t)_{t\geq 0}$. This is…