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An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…

Probability · Mathematics 2014-09-19 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…

Probability · Mathematics 2018-08-14 Mohamed El Machkouri , Adam Jakubowski , Dalibor Volný

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

We prove a pointwise ergodic theorem for quasi-probability-measure-preserving (quasi-pmp) locally countable measurable graphs, equivalently, Schreier graphs of quasi-pmp actions of countable groups. For ergodic graphs, the theorem gives an…

Dynamical Systems · Mathematics 2023-08-29 Anush Tserunyan

Let $(E,\mathcal F,\mu)$ be a probability space, and let $P$ be a Markov operator on $L^2(\mu)$ with $1$ a simple eigenvalue such that $\mu P=\mu$ (i.e. $\mu$ is an invariant probability measure of $P$). Then $\hat P:=\ff 1 2 (P+P^*)$ has a…

Functional Analysis · Mathematics 2013-11-19 Feng-Yu wang

Let $G$ be a locally compact group and $\mu$ be a probability measure on $G$. We consider the convolution operator $\lambda_1(\mu)\colon L_1(G)\to L_1(G)$ given by $\lambda_1(\mu)f=\mu \ast f$ and its restriction $\lambda_1^0(\mu)$ to the…

Functional Analysis · Mathematics 2023-12-14 Jorge Galindo , Enrique Jordá , Alberto Rodríguez-Arenas

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…

Classical Analysis and ODEs · Mathematics 2017-05-11 Ben Krause , Michael Lacey , Máté Wierdl

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 $P_t$…

Probability · Mathematics 2015-01-27 Jianhai Bao , Chenggui Yuan

The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…

Probability · Mathematics 2016-12-08 Feng-Yu Wang

Let $L^2(X,\Sigma,\mu,\tau)$ be a measure-preserving system, with $\tau$ a $\mathbb{Z}$-action. In this note, we prove that the ergodic averages along integer-valued polynomials, $P(n)$, \[ M_N(f):= \frac{1}{N}\sum_{n \leq N} \tau^{P(n)} f…

Classical Analysis and ODEs · Mathematics 2014-02-11 Ben Krause

The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…

Probability · Mathematics 2018-11-16 Shizhou Xu

In this paper, we prove the quasi-compactness of the Frobenius-Perron operator for a piecewise convex map $\tau$ with a countably infinite number of branches on the interval $I=[0,1]$. We establish that for high enough $n$ iterates of…

Dynamical Systems · Mathematics 2025-08-11 Pawel Gora , Aparna Rajput

Let $G$ be a locally compact group and $\mu$ be a measure on $G$. In this paper we find conditions for the convolution operators $\lambda_p(\mu)$, defined on $L^p(G)$ and given by convolution by $\mu$, to be mean ergodic and uniformly mean…

Functional Analysis · Mathematics 2020-04-17 Jorge Galindo , Enrique Jordá

For a large class of semiclassical operators $P(h)-z$ which includes Schr\"odinger operators on manifolds with boundary, we construct the Quantum Monodromy operator $M(z)$ associated to a periodic orbit $\gamma$ of the classical flow. Using…

Analysis of PDEs · Mathematics 2008-03-06 Hans Christianson

In the present paper deals with asymptotical stability of Markov operators acting on abstract state spaces (i.e. an ordered Banach space, where the norm has an additivity property on the cone of positive elements). Basically, we are…

Functional Analysis · Mathematics 2020-03-17 Nazife Erkurşun-Özcan , Farrukh Mukhamedov

It is known that, for a positive Dunford-Schwartz operator in a noncommutative $L^p$-space, $1\leq p<\infty$, or, more generally, in a noncommutative Orlicz space with order continuous norm, the corresponding ergodic averages converge…

Operator Algebras · Mathematics 2020-11-03 Vladimir Chilin , Semyon Litvinov

Let $U$ be a unitary operator acting on the Hilbert space $H$, $\a:\{1,..., 2k\}\mapsto\{1,..., k\}$ a pair--partition, and finally $A_{1},...,A_{2k-1}\in B(H)$. We show that the ergodic average $$…

Operator Algebras · Mathematics 2007-05-23 Francesco Fidaleo

We consider a large class of piecewise expanding maps T of [0,1] with a neutral fixed point, and their associated Markov chain Y_i whose transition kernel is the Perron-Frobenius operator of T with respect to the absolutely continuous…

Dynamical Systems · Mathematics 2009-07-10 Jerome Dedecker , Sebastien Gouezel , Florence Merlevede

For a discrete-time Markov chain $\{X(t)\}$ evolving on $\Re^\ell$ with transition kernel $P$, natural, general conditions are developed under which the following are established: 1. The transition kernel $P$ has a purely discrete spectrum,…

Probability · Mathematics 2019-07-19 Adithya Devraj , Ioannis Kontoyiannis , Sean Meyn

In this note, we answer a question raised by Johnson and Schechtman \cite{JS}, about the hypercontractive semigroup on $\{-1,1\}^{\NN}$. More generally, we prove the folllowing theorem. Let $1<p<2$. Let $(T(t))_{t>0}$ be a holomorphic…

Functional Analysis · Mathematics 2011-11-10 Gilles Pisier
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