Related papers: Equivalence-Singularity Dichotomy in Markov Measur…

We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new…

We generalize to a broader class of decoupled measures a result of Ziv and Merhav on universal estimation of the specific cross (or relative) entropy for a pair of multi-level Markov measures. The result covers pairs of suitably regular…

In this note we present some one-parameter families of homogeneous self-similar measures on the line such that - the similarity dimension is greater than $1$ for all parameters and - the singularity of some of the self-similar measures from…

We introduce a general class of distances (metrics) between Markov chains, which are based on linear behaviour. This class encompasses distances given topologically (such as the total variation distance or trace distance) as well as by…

We describe a construction process of a relevant measure in any non-empty compact metric space. This probability measure has invariance properties with respect to isometric maps defined on open sets. These properties imply that this measure…

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…

The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…

Units equivariance (or units covariance) is the exact symmetry that follows from the requirement that relationships among measured quantities of physics relevance must obey self-consistent dimensional scalings. Here, we express this…

In this paper, we answer the question of equivalence, or singularity, of two given quasi-stationary Markov measures on one-sided infinite words, and the corresponding question of equivalence of associated Cuntz algebra $\O_N$…

We study one-dimensional lattice systems with pair-wise interactions of infinite range. We show projective convergence of Markov measures to the unique equilibrium state. For this purpose we impose a slightly stronger condition than…

Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…

This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…

We give a framework for dealing with 0-1 laws (for first order logic) such that expanding by further random structure tend to give us another case of the framework. From another perspective we deal with 0-1 laws when the number of solutions…

In this paper we propose a complete axiomatization of the bisimilarity distance of Desharnais et al. for the class of finite labelled Markov chains. Our axiomatization is given in the style of a quantitative extension of equational logic…

This paper proves the uniqueness of measure for the two-dimensional Navier-Stokes equations under a random kick-force and a time-dependent deterministic force. By extending a result for uniqueness of measure for time-homogeneous Markov…

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…

We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniqueness of an invariant measure and uniform ergodicity. We also…