Related papers: Ergodic convergence rates for time-changed symmetr…

Motivated by stability questions on piecewise deterministic Markov models of bacterial chemotaxis, we study the long time behavior of a variant of the classic telegraph process having a non-constant jump rate that induces a drift towards…

In many modern applications, difficulty in evaluating the posterior density makes performing even a single MCMC step slow. This difficulty can be caused by intractable likelihood functions, but also appears for routine problems with large…

We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…

In this paper we consider multivariate time series obtained as solution to multidimensional nonlinear stochastic difference equations whose coefficients are allowed to be locally degenerate and to present discontinuities. We provide simple…

We introduce sufficient conditions on discrete singular integral operators for their maximal truncations to satisfy a sparse bound. The latter imply a range of quantitative weighted inequalities, which are new. As an application, we prove…

We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…

We initiate the study of effective pointwise ergodic theorems in resource-bounded settings. Classically, the convergence of the ergodic averages for integrable functions can be arbitrarily slow. In contrast, we show that for a class of…

A time-varying empirical spectral process indexed by classes of functions is defined for locally stationary time series. We derive weak convergence in a function space, and prove a maximal exponential inequality and a…

For refracted spectrally negative L\'evy processes, we identify expressions of several quantities related to Laplace transforms on their weighted occupation times until first exit times. Such quantities are expressed in terms of unique…

We establish some new results about the $\Gamma$-limit, with respect to the $L^1$-topology, of two different (but related) phase-field approximations of the so-called Euler's Elastica Bending Energy for curves in the plane.

We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal L\'evy processes

We started from computer experiments with simple one-dimensional ergodic dynamical systems called interval exchange transformations. Correlators in these systems decay as a power of time. In the simplest non-trivial case the exponent is…

We investigate in this work the rate of convergence to equilibrium of solutions to the spatially homogeneous Landau equation with soft potentials. Firstly, we prove a polynomial in time convergence using an entropy method with some new a…

We study the fluctuations of ergodic sums using global and local specifications on periodic points. We obtain Lindeberg-type central limit theorems in both situations. As an application, when the system possesses a unique measure of maximal…

Given a L\'evy process $L$, we consider the so-called statistical Skorohod embedding problem of recovering the distribution of an independent random time $T$ based on i.i.d. sample from $L_{T}.$ Our approach is based on the genuine use of…

We address the problem of estimating the mixing time $t_{\mathsf{mix}}$ of an arbitrary ergodic finite-state Markov chain from a single trajectory of length $m$. The reversible case was addressed by Hsu et al. [2019], who left the general…

Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…

Using a model Hamiltonian for a single-mode electromagnetic field interacting with a nonlinear medium, we show that quantum expectation values of subsystem observables can exhibit remarkably diverse ergodic properties even when the dynamics…

We consider an isomorphism invariant for measure-preserving systems - types of generalized entropy convergence rates. We show the connections of this invariant with the types of Shannon entropy convergence rates. In the case when they…

For a family of second-order elliptic systems in divergence form with rapidly oscillating almost-periodic coefficients, we obtain estimates for approximate correctors in terms of a function that quantifies the almost periodicity of the…