Related papers: Dual Seminorms, Ergodic Coefficients and Semicontr…
The data processing inequality is central to information theory and motivates the study of monotonic divergences. However, it is not clear operationally we need to consider all such divergences. We establish a simple method for Pinsker…
We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
We study continuity and equicontinuity of semigroups on norming dual pairs with respect to topologies defined in terms of the duality. In particular, we address the question whether continuity of a semigroup already implies (local/quasi)…
The dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…
The concepts of paracontracting, pseudocontracting and nonexpanding operators have been shown to be useful in proving convergence of asynchronous or parallel iteration algorithms. The purpose of this paper is to give characterizations of…
In this work we establish that finite directed graphs give rise to semiflows on the power set of their nodes. We analyze the topological dynamics for semiflows on finite directed graphs by characterizing Morse decompositions, recurrence…
The flow of contracting systems contracts 1-dimensional parallelotopes, i.e., line segments, at an exponential rate. One reason for the usefulness of contracting systems is that many interconnections of contracting sub-systems yield an…
In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
The first goal of the present paper is to study residualities of the set of uniform $P$-ergodic Markov semigroups defined on abstract state spaces by means of a generalized Dobrushin ergodicity coefficient. In the last part of the paper, we…
Entropic optimal transport problems play an increasingly important role in machine learning and generative modelling. In contrast with optimal transport maps which often have limited applicability in high dimensions, Schrodinger bridges can…
This paper addresses structures of state space in quasiperiodically forced dynamical systems. We develop a theory of ergodic partition of state space in a class of measure-preserving and dissipative flows, which is a natural extension of…
The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…
A result for subadditive ergodic cocycles is proved that provides more delicate information than Kingman's subadditive ergodic theorem. As an application we deduce a multiplicative ergodic theorem generalizing an earlier result of…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
In this work, we leverage the 2-contraction theory, which extends the capabilities of classical contraction theory, to develop a global stability framework. Coupled with powerful geometric tools such as the Poincare index theory, the…