Related papers: On Sub-Geometric Ergodicity of Diffusion Processes
Following Le Jan and Watanabe we define a connection associated with a non-degenrrate diffusion operators. This connection is characterized here and shown to be the Levi-Civita connection for gradient systems. This both explains why such…
Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…
We study a model of the motion by mean curvature of an (1+1) dimensional interface in a 2D Brownian velocity field. For the well-posedness of the model we prove existence and uniqueness for certain degenerate nonlinear stochastic evolution…
Transport of viscous fluid through porous media is a direct consequence of the pore structure. Here we investigate transport through a specific class of two-dimensional porous geometries, namely those formed by fluid-mechanical erosion. We…
In this chapter we present transformation semigroups and their applications. We begin with Klein's approach to geometry based on invariants of transformation groups. Then we present symmetry groups in chemistry and in classical mechanics.…
Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…
In this paper, we provide sufficient conditions for the existence of the invariant distribution and for subgeometric rates of convergence in Wasserstein distance for general state-space Markov chains which are (possibly) not irreducible.…
In this paper, we give quantitative bounds on the $f$-total variation distance from convergence of an Harris recurrent Markov chain on an arbitrary under drift and minorisation conditions implying ergodicity at a sub-geometric rate. These…
The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…
We study ergodic properties of some Markov chains models in random environments when the random Markov kernels that define the dynamic satisfy some usual drift and small set conditions but with random coefficients. In particular, we adapt a…
We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein…
This chapter shows how toroidal diffusions are convenient methodological tools for modelling protein evolution in a probabilistic framework. The chapter addresses the construction of ergodic diffusions with stationary distributions equal to…
We consider the adaptive test for the parameter change in discretely observed ergodic diffusion processes based on the cusum test. Using two test statistics based on the two quasi-log likelihood functions of the diffusion parameter and the…
We study a crystal growth Markov model proposed by Gates and Westcott (\cite{Kinetics1}, \cite{Kinetics2}). This is an aggregation process where particles are packed in a square lattice accordingly to prescribed deposition rates. This model…
We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…
The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…