Related papers: Quantitative ergodicity for the symmetric exclusio…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
Realistic modeling of ecological population dynamics requires spatially explicit descriptions that can take into account spatial heterogeneity as well as long-distance dispersal. Here, we present Monte Carlo simulations and numerical…
We consider the symmetric simple exclusion process in $\mathbb Z^d$ with quenched bounded dynamic random conductances and prove its hydrodynamic limit in path space. The main tool is the connection, due to the self-duality of the process,…
The frog model with a Bernoulli initial configuration is an interacting particle system on the $d$-dimensional lattice ($d \geq 2$) with two types of particles: active and sleeping. Active particles perform independent simple random walks.…
We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd \times E where E is a finite set. The continuous component evolves according to a smooth vector field that…
In this paper, we investigate the ergodicity in total variation of the process $X_t$ related to some integro-differential operator with unbounded coefficients and describe the speed of convergence to the respective invariant measure. Some…
We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…
We study current fluctuations of a two-species asymmetric exclusion process, known as the Arndt-Heinzel-Rittenberg model. For a step-Bernoulli initial condition with finite number of particles, we provide an explicit multiple integral…
We study a one-parameter generalization of the symmetric simple exclusion process on a one dimensional lattice. In addition to the usual dynamics (where particles can hop with equal rates to the left or to the right with an exclusion…
From a dynamical viewpoint, basic phase transitions of statistical mechanics can be regarded as a breaking of ergodicity. While many random models exhibiting such transitions at the thermodynamics limit exist, finite-dimensional examples…
For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the…
We consider discrete-time branching random walks with a radially symmetric distribution. Independently of each other individuals generate offspring whose relative locations are given by a copy of a radially symmetric point process…
Explicit calculations in dimension one show for Schur stable autoregressive processes with standard Gaussian noise that the ergodic convergence in the Wasserstein-$2$ distance is essentially given by the sum of the mean, which decays…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
We obtain the hydrodynamic limit of symmetric long-jumps exclusion in $\mathbb{Z}^d$ (for $d \geq 1$), where the jump rate is inversely proportional to a power of the jump's length with exponent $\gamma+1$, where $\gamma \geq 2$. Moreover,…
We study the convergence to equilibrium in high dimensions, focusing on explicit bounds on mixing times and the emergence of the cutoff phenomenon for Dyson-Laguerre processes. These are interacting particle systems with non-constant…
A quantitative central limit theorem for the simple symmetric exclusion process (SSEP) on a $d$-dimensional discrete torus is proven. The argument is based on a comparison of the generators of the density fluctuation field of the SSEP and…
We develop and implement new probabilistic strategy for proving exponential ergodicity for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process in infinite…
Any discrete quantum process is represented by a sequence of quantum channels. We consider ergodic quantum processes obtained by a map that takes the points along the trajectory of a discrete ergodic dynamical system to the space of quantum…