Related papers: Quantitative ergodicity for the symmetric exclusio…
This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…
Exclusion processes became paradigmatic models of nonequilibrium interacting particle systems of wide range applicability both across the natural and the applied, social and technological sciences. Usually they are defined as a…
The joint ergodicity classification problem aims to characterize those sequences which are jointly ergodic along an arbitrary dynamical system if and only if they satisfy two natural, simpler-to-verify conditions on this system. These two…
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 obtain explicit criteria for both exponential ergodicity and strong ergodicity for one-dimensional time-changed symmetric stable processes with $\alpha\in(1,2)$. Explicit lower bounds for ergodic convergence rates are given.
We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric L\'{e}vy processes by using harmonic function and reversible measure. As direct…
We consider the spectrum of the totally asymmetric simple exclusion process on a periodic lattice of $L$ sites. The first eigenstates have an eigenvalue with real part scaling as $L^{-3/2}$ for large $L$ with finite density of particles.…
We introduce a novel method for proving ergodicity for skew products of interval exchange transformations (IETs) with piecewise smooth cocycles having singularities at the ends of exchanged intervals. This approach is inspired by…
We study the convergence towards a unique equilibrium distribution of the solutions to a time-discrete model with non-overlapping generations arising in quantitative genetics. The model describes the dynamics of a phenotypic distribution…
A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…
In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $\alpha$-stable processes. For this purpose, explicit and sharp criteria for…
The one-dimensional symmetric exclusion process, the simplest interacting particle process, is a lattice-gas made of particles that hop symmetrically on a discrete line respecting hard-core exclusion. The system is prepared on the infinite…
Piecewise $\alpha$-stable Ornstein-Uhlenbeck (OU) processes arising in queue networks usually do not have an explicit dissipation, which makes the related numerical methods such as Euler-Maruyama (EM) scheme more difficult to analyze. We…
We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…
In this note, we consider a Stochastic Differential Equation under a strong confluence and Lipschitz continuity assumption of the coefficients. For the unique stationary solution, we study the rate of convergence of its empirical measure…
We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…