Related papers: Quantitative ergodicity for the symmetric exclusio…
We have shown that the partition function of the Asymmetric Simple Exclusion Process with open boundaries in a sublattice-parallel updating scheme is equal to that of a two-dimensional one-transit walk model defined on a diagonally rotated…
Q-exchangeable ergodic distributions on the infinite symmetric group were classified by Gnedin-Olshanski (2012). In this paper, we study a specific linear combination of the ergodic measures and call it the Mallows product measure. From a…
We study the stationary distribution of the (spread-out) $d$-dimensional contact process from the point of view of site percolation. In this process, vertices of $\mathbb{Z}^d$ can be healthy (state 0) or infected (state 1). With rate one…
Let $k\in (d,\infty]$ and consider the $k*$-distance $$\|\mu-\nu\|_{k*}:= \sup\Big\{|\mu(f)-\nu(f)|:\ f\in\B_b(\R^d),\ \|f\|_{\tt L^k}:=\sup_{x\in \R^d}\|1_{B(x,1)}f\|_{L^k}\le 1\Big\}$$ between probability measures on $\R^d$. The…
We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…
We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…
We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
This article investigates the long-time behavior of conservative affine processes on the cone of symmetric positive semidefinite $d\times d$-matrices. In particular, for conservative and subcritical affine processes on this cone we show…
For a class of (non-symmetric) diffusion processes on a length space, which in particular include the (reflecting) diffusion processes on a connected compact Riemannian manifold, the exact convergence rate is derived for $({\mathbb E}…
We introduce an integrable stochastic process associated with the $D_2$ quantum group, which can be decomposed into two symmetric simple exclusion processes. We establish the integrability of the model under three types of boundary…
We study the symmetric simple exclusion process in two or higher dimensions. We prove the invariance principles for the occupation time when the process starts from nonequilibrium measures. Our proof combines the martingale method and…
We construct a class of time-symmetric initial data sets for the Einstein vacuum equation modeling elementary configurations of multiple ``almost isolated" systems. Each such initial data set consists of a collection of several localized…
A number of discrete time, finite population size models in genetics describing the dynamics of allele frequencies are known to converge (subject to suitable scaling) to a diffusion process in the infinite population limit, termed the…
Von Neumann's original proof of the ergodic theorem is revisited. A uniform convergence rate is established under the assumption that one can control the density of the spectrum of the underlying self-adjoint operator when restricted to…
In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…
We discuss the order of the variance on a lattice analogue of the Hammersley process with boundaries, for which the environment on each site has independent, Bernoulli distributed values. The last passage time is the maximum number of…
We investigate a tight binding quantum walk on a graph. Repeated stroboscopic measurements of the position of the particle yield a measured "trajectory", and a combination of classical and quantum mechanical properties for the walk are…
We consider random walks in a uniformly elliptic, balanced, i.i.d. random environment in the integer lattice $Z^d$ for $d\geq 2$ and the corresponding problem of stochastic homogenization of non-divergence form difference operators. We…