Related papers: Regularity of invariant densities for random switc…
The study of passive scalar transport in a turbulent velocity field leads naturally to the notion of generalized flows which are families of probability distributions on the space of solutions to the associated ODEs, which no longer satisfy…
This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…
The classical isomorphism theorems for reversible Markov chains have played an important role in studying the properties of local time processes of strongly symmetric Markov processes~\cite{mr06}, bounding the cover time of a graph by a…
In this article, we derive the explicit transition density functions of skew Brownian motion (SBM in abbreviation) with two-valued drift for all $t>0$. As an important step of this result, it is also shown in this paper that SBM with…
Despite the ubiquity of U-statistics in modern Probability and Statistics, their non-asymptotic analysis in a dependent framework may have been overlooked. In a recent work, a new concentration inequality for U-statistics of order two for…
Toward the open question proposed by P.-L. Lions in \cite{Lions96} concerning the propagation of regularities of density patch for viscous inhomogeneous flow, we first establish the global in time well-posedness of two-dimensional…
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions, we define the…
One of the most common hypotheses on the theory of non-smooth dynamical systems is a regular surface as switching manifold, at which case there is at least well-defined and established Filippov dynamics. However, systems with singular…
The rigidity transition occurs when, as the density of microscopic components is increased, a disordered medium becomes able to transmit and ensure macroscopic mechanical stability, owing to the appearance of a space-spanning rigid…
The stationary higher-order Markov process for circular data is considered. We employ the mixture transition distribution (MTD) model to express the transition density of the process on the circle. The underlying circular transition…
In this article, we propose a least squares method for the estimation of the transition density in bifurcating Markov models. Unlike the kernel estimation, this method do not use the quotient which can be a source of errors. In order to…
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…
In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…
We establish concentration inequalities for random dynamical systems (RDSs), assuming that the observables of interest are separately Lipschitz. Under a weak average contraction condition, we obtain deviation bounds for several random…
Random graphs with a given degree sequence are often constructed using the configuration model, which yields a random multigraph. We may adjust this multigraph by a sequence of switchings, eventually yielding a simple graph. We show that,…
This paper develops ideas from a previous paper described as `an appetizer for non-linear Wiener--Hopf theory', but is completely independent of that paper. It again considers only the simplest possible case in which the underlying motion…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
An intrinsic multitype branching structure within the transient (1;R)-RWRE is revealed. The branching structure enables us to specify the density of the absolutely continuous invariant measure for the environments seen from the particle and…
We derive a sufficient condition for a $k$-th order homogeneous Markov chain $\mathbf{Z}$ with finite alphabet $\mathcal{Z}$ to have a unique invariant distribution on $\mathcal{Z}^k$. Specifically, let $\mathbf{X}$ be a first-order,…
We consider deconvolution from repeated observations with unknown error distribution. So far, this model has mostly been studied under the additional assumption that the errors are symmetric. We construct an estimator for the non-symmetric…