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We study three Markov processes on infinite, unrooted, regular trees: the stochastic Ising model (also known as the Glauber heat bath dynamics of the Ising model), a majority voter dynamic, and a coalescing particle model. In each of the…

Probability · Mathematics 2024-05-20 Piet Lammers , Fabio Toninelli

We consider Glauber-type stochastic dynamics of continuous systems \cite{BCC02}, \cite{KL03}, a particular case of spatial birth-and-death processes. The dynamics is defined by a Markov generator in such a way that Gibbs measures of Ruelle…

Mathematical Physics · Physics 2007-05-23 Yuri G. Kondratiev , Maria João Oliveira

We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,\ldots,L\}$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be…

Probability · Mathematics 2013-11-27 Cedric Bernardin , Fabio Lucio Toninelli

We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…

Analysis of PDEs · Mathematics 2025-07-08 Jasper Hoeksema , Chun Yin Lam , André Schlichting

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

Probability · Mathematics 2021-08-30 Balázs Gerencsér , Miklós Rásonyi

It is shown that for a non-singular conservative shift on a topologically mixing Markov subshift with Doeblin Condition the only possible absolutely continuous shift-invariant measure is a Markov measure. Moreover, if it is not equivalent…

Dynamical Systems · Mathematics 2022-12-07 Nachi Avraham-Re'em

The quantitative long time behavior of absorbing, finite, irreducible Markov processes is considered. Via Doob transforms, it is shown that only the knowledge of the ratio of the values of the underlying first Dirichlet eigenvector is…

Probability · Mathematics 2014-06-10 Persi Diaconis , Laurent Miclo

In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of…

Probability · Mathematics 2020-08-11 José L. da Silva , Yuri Kondratiev

In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…

Dynamical Systems · Mathematics 2014-08-04 Xavier Garcia , Jennifer Kunze , Thomas Rudelius , Anthony Sanchez , Sijing Shao , Emily Speranza , Chad Vidden

We study a class of strongly irreducible, multidimensional, topological Markov shifts, comparing two notions of "symmetric measure": exchangeability and the Gibbs (or conformal) property. We show that equilibrium measures for such shifts…

Probability · Mathematics 2010-06-01 Jon. Aaronson , Hitoshi Nakada

This article considers a class of metastable non-reversible diffusion processes whose invariant measure is a Gibbs measure associated with a Morse potential. In a companion paper [32], we proved the Eyring-Kramers formula for the…

Probability · Mathematics 2022-07-20 Jungkyoung Lee , Insuk Seo

We analyze the transience, recurrence, and irreducibility properties of general sub- Markovian resolvents of kernels and their duals, with respect to a fixed sub-invariant measure $m$. We give a unifying characterization of the invariant…

Probability · Mathematics 2015-07-20 Lucian Beznea , Iulian Cîmpean , Michael Röckner

Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…

Probability · Mathematics 2025-12-30 René L. Schilling , Jian Wang , Bingyao Wu , Jie-Xiang Zhu

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

Statistical Mechanics · Physics 2026-03-09 Talia Baravi , Eli Barkai

We consider translation-invariant interacting particle systems on the lattice with finite local state space admitting at least one Gibbs measure as a time-stationary measure. The dynamics can be irreversible but should satisfy some mild…

Probability · Mathematics 2018-11-27 Benedikt Jahnel , Christof Kuelske

We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…

Dynamical Systems · Mathematics 2020-12-02 Théophile Caby , Davide Faranda , Sandro Vaienti , Pascal Yiou

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

Probability · Mathematics 2023-08-29 Theodore D. Drivas , Alexander Dunlap , Cole Graham , Joonhyun La , Lenya Ryzhik

Let $\bS=\{S_1,...,S_K\}$ be a finite set of complex $d\times d$ matrices and $\varSigma_{K}^+$ the compact space of all one-sided infinite sequences $i_{\bcdot}\colon\mathbb{N}\rightarrow\{1,...,K\}$. An ergodic probability $\mu_*$ of the…

Dynamical Systems · Mathematics 2011-07-04 Xiongping Dai , Yu Huang , Mingqing Xiao

We consider irreversible translation-invariant interacting particle systems on the $d$-dimensional cubic lattice with finite local state space, which admit at least one Gibbs measure as a time-stationary measure. Under some mild degeneracy…

Probability · Mathematics 2025-09-30 Benedikt Jahnel , Jonas Köppl

The entropy production is commonly interpreted as measuring the distance from equilibrium. However, this explanation lacks a rigorous description due to the absence of a natural equilibrium measure. The present analysis formalizes this…

Statistical Mechanics · Physics 2025-10-23 David Andrieux
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