Related papers: Convergence rate for a class of supercritical supe…

Let $Q$ be a transition probability on a measurable space $E$, let $(X\_n)\_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S\_n = \sum\_{k=1}^{n} \xi(X\_k)$. Under functional…

By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\ge0}$ with respect to the standard $L^p$-Wasserstein…

We consider a one-dimensional totally asymmetric nearest-neighbor zero-range process with site-dependent jump-rates - an environment. For each environment p we prove that the set of all invariant measures is the convex hull of a set of…

We consider branching processes for structured populations: each individual is characterized by a type or trait which belongs to a general measurable state space. We focus on the supercritical recurrent case, where the population may…

Consider a supercritical Crump-Mode-Jagers process $(\mathcal{Z}_{t}^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$ that depends on an individual's life and their descendant process up to a fixed generation. Under…

We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…

In this paper, we discuss hypercontractivity for the Markov semigroup $P_t$ which is generated by segment processes associated with a range of functional SDEs of neutral type. As applications, we also reveal that the semigroup $P_t$…

Generally the convergence rate in exponential ergodicity $\lambda$ is an upper bound for the convergence rate $\kappa$ in uniform ergodicity for a Markov process, that is $\lambda\geqslant\kappa$. In this paper, we prove that…

We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form $S(t)f=\lim_{n\to\infty}I(\frac{t}{n})^n f$ for bounded continuous functions $f$. Under suitable conditions on the…

Given $d \in {\bf N}, \lambda >0$, the random connection model in a region $A \subseteq {\bf R}^d$ is a graph with vertex set given by a homogeneous Poisson point process of intensity $\lambda $ in $A$, with an edge placed between each pair…

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…

We provide a characterization of the family of non-negative local martingales that have continuous running supremum and vanish at infinity. This is done by describing the class of random times that identify the times of maximum of such…

For a measure preserving dynamical system $(\mathcal{X},f, \mu)$, we consider the time series of maxima $M_n=\max\{X_1,\ldots,X_n\}$ associated to the process $X_n=\phi(f^{n-1}(x))$ generated by the dynamical system for some observable…

In this paper we are concerned with the contact process with random recovery rates and edge weights on complete graph with $n$ vertices. We show that the model has a critical value which is inversely proportional to the product of the mean…

It is shown that the thermodynamic Rutgers relation for the second order phase transitions can be used for the analysis of the superfluid density data irrespective of complexities of the Fermi surface, structure of the superconducting gap,…

Maximum correntropy criterion regression (MCCR) models have been well studied within the frame of statistical learning when the scale parameters take fixed values or go to infinity. This paper studies the MCCR models with tending-to-zero…

The effective potential for the local composite operator $\phi^{2}(x)$ in $\lambda \phi^{4}$-theory is investigated at finite temperature in an approach based on path-integral linearisation of the $\phi^4 $-interaction. At zero temperature,…

In a previous work, we associated with any submartingale $X$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$ satisfying some technical conditions, a…

In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…

Given the univariate marginals of a real-valued, continuous-time martingale, (respectively, a family of measures parameterised by $t \in [0,T]$ which is increasing in convex order, or a double continuum of call prices) we construct a family…