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In this work, we address ergodicity of smooth actions of finitely generated semi-groups on an m-dimensional closed manifold M. We provide sufficient conditions for such an action to be ergodic with respect to the Lebesgue measure. Our…
The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…
We study the ergodic properties of a class of controlled stochastic differential equations (SDEs) driven by $\alpha$-stable processes which arise as the limiting equations of multiclass queueing models in the Halfin-Whitt regime that have…
We unify and extend some previous results about cubic ergodic averages and sets of positive density in products of groups. This provides a joint generalization of earlier work of the author in the case of two commuting actions of an…
In this paper, we consider the stochastic Langevin equation with additive noises, which possesses both conformal symplectic geometric structure and ergodicity. We propose a methodology of constructing high weak order conformal symplectic…
Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…
The complex Langevin method is a general method to treat systems with complex action, such as QCD at nonzero density. The formal justification relies on the absence of certain boundary terms, both at infinity and at the unavoidable poles of…
We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…
We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…
We establish effective versions of Oppenheim's conjecture for generic inhomogeneous quadratic forms. We prove such results for fixed quadratic forms and generic shifts. Our results complement our companion paper where we considered generic…
Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…
A fundamental problem in Bayesian inference and statistical machine learning is to efficiently sample from multimodal distributions. Due to metastability, multimodal distributions are difficult to sample using standard Markov chain Monte…
We propose a system of coupled, real-valued, effective Langevin equations for the nonequilibrium phase transition exhibited by the pair contact process with diffusion (and similar triplet and quadruplet, n-uplet, processes). A combination…
We obtain pointwise ergodic theorems with rate under conditions expressed in terms of the convergence of series involving $\|\sum_{k=1} ^nf\circ \theta^k\|_2$, improving previous results. Then, using known results on martingale…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
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 consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…
For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/x$ as $x \to \infty$, we quantify degree of transience via existence of moments for conditional return…
Metastable transitions in Langevin dynamics can exhibit rich behaviors that are markedly different from its overdamped limit. In addition to local alterations of the transition path geometry, more fundamental global changes may exist. For…