Related papers: On quantitative hypocoercivity estimates based on …
This paper offers a new method for estimation and forecasting of the volatility of financial time series when the stationarity assumption is violated. Our general local parametric approach particularly applies to general varying-coefficient…
The hydrodynamic interpretation of quantum mechanics treats a system of particles in an effective manner. In this work, we investigate squeezed coherent states within the hydrodynamic interpretation. The Hamiltonian operator in question is…
Discrete stationary classical processes as well as quantum lattice states are asymptotically confined to their respective typical support, the exponential growth rate of which is given by the (maximal ergodic) entropy. In the iid case the…
We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…
We develop a kinetic-theory framework to investigate the steady rheology of a dilute gas interacting via a repulsive potential under uniform shear flow. Starting from the Boltzmann equation with a restitution coefficient that depends on the…
We consider a stochastic energy exchange model that models the 1D microscopic heat conduction in the nonequilibrium setting. In this paper, we prove the existence and uniqueness of the nonequilibrium steady state (NESS) and, furthermore,…
We prove homogenization for a class of viscous Hamilton-Jacobi equations in the stationary and ergodic setting in one space dimension. Our assumptions include most notably the following: the Hamiltonian is of the form $G(p) + \beta…
Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a…
Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…
We prove a multidimensional ergodic theorem with weighted averages for the action of the group $\mathbb{Z}^d$ on a probability space. At level $n$ weights are of the form $n^{-d} \psi(j/n)$, $ j\in \mathbb{Z}^d$, for real functions $\psi$…
These lecture notes are devoted to solutions of hyperbolic-parabolic systems with persistent oscillations. We consider two examples both from mechanics: (i) The system of viscoelasticity of Kelvin-Voigt type with strain energies involving…
Hidden Markov models (HMMs) are popular tools for analysing animal behaviour based on movement, acceleration and other sensor data. In particular, these models allow to infer how the animal's decision-making process interacts with internal…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
We develop the kinetic theory of collisionless relaxation for systems with long-range interactions in relation to the statistical theory of Lynden-Bell. We treat the multi-level case. We make the connection between the kinetic equation…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functional inequalities. A method to establish Poincar\'e (and more…
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 adapt the microcanonical framework of equilibrium statistical mechanics to predict the statistics of short waves in inhomogeneous moving media. For steady inhomogeneities and background flow, we compute the wave spectrum at any location…
We employ a quantum macrostatistical treatment of irreversible processes to prove that, in nonequilibrium steady states, (a) the hydrodynamical observables execute a generalised Onsager-Machlup process and (b) the spatial correlations of…
In the present paper we give a brief summary of some recent theoretical advances in the treatment of inhomogeneous fluids and methods which have applications in the study of dynamical properties of liquids in situations of extreme…