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When a granular system is tapped, its volume changes. Here, using a well-defined macroscopic protocol, we prepare an ensemble of granular systems and track the statistics of volume changes as a function of the number of taps. This is in…
We study the partial maxima of stationary \alpha-stable processes. We relate their asymptotic behavior to the ergodic theoretical properties of the flow. We observe a sharp change in the asymptotic behavior of the sequence of partial maxima…
Delays are an important phenomenon arising in a wide variety of real world systems. They occur in biological models because of diffusion effects or as simplifying modeling elements. We propose here to consider delayed stochastic reaction…
A probabilistic approach of computing geometric rate of convergence of stochastic processes is introduced in this paper. The goal is to quantitatively compute both upper and lower bounds of the exponential rate of convergence to the…
Affine jump-diffusions constitute a large class of continuous-time stochastic models that are particularly popular in finance and economics due to their analytical tractability. Methods for parameter estimation for such processes require…
It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…
We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…
We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.
The explicit expression of ergotropy (a.k.a. available energy) of a classical system is known for the case when the system phase space density is continuous and with no plateaus. Here we provide the general expression of ergotropy that…
The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…
In this paper we study the deterministic and stochastic homogenisation of free-discontinuity functionals under \emph{linear} growth and coercivity conditions. The main novelty of our deterministic result is that we work under very general…
We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
We study the nature and mechanisms of broken ergodicity (BE) in specific random walk models corresponding to diffusion on random potential surfaces, in both one and high dimension. Using both rigorous results and nonrigorous methods, we…
We study random dynamical systems of certain continuous functions on the unit interval. We use bounded variation to provide sufficient conditions for unique ergodicity of these systems. Several classes of examples are provided.
The aim of this paper is to study the asymptotic properties of a class of kernel conditional mode estimates whenever functional stationary ergodic data are considered. To be more precise on the matter, in the ergodic data setting, we…
This paper provides a Feller's test for explosions of one-dimensional continuous stochastic Volterra processes of convolution type. The study focuses on dynamics governed by nonsingular kernels, which preserve the semimartingale property of…
We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…
In this paper, we present criteria for non-exponential ergodicity of continuous-time Markov chains on a countable state space. These criteria can be verified by examining the ratio of transition rates over certain paths. We applied this…
We introduce the notion of common conditional expectation to investigate Birkhoff's ergodic theorem and subadditive ergodic theorem for invariant upper probabilities. If in addition, the upper probability is ergodic, we construct an…