Related papers: Continuity for Limit Profiles of Reversible Markov…

In this article we study the so-called cut-off phenomenon in the total variation distance when $n\to \infty$ for the family of continuous-time stochastic processes indexed by $n\in \mathbb{N}$, \[ \left( \mathcal{Z}^{(n)}_t=…

This paper extends Remling's Theorem to vector-valued discrete Schrodinger operators, showing that the {\omega} limit points of the matrix potentials, under the shift map, are reflectionless on the absolutely continuous spectrum with full…

We introduce the concept of F-decomposable systems, well-ordered inverse systems of Hausdorff compacta with fully closed bonding mappings. A continuous mapping between Hausdorff compacta is called fully closed if the intersection of the…

We prove the almost sure existence of absolutely continuous spectrum at low disorder for the Anderson model on the simplest example of a product of a regular tree with a finite graph. This graph contains loops of unbounded size.

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

We prove persistence of absolutely continuous spectrum for the Anderson model on a general class of tree-like graphs.

The central limit theorem for Markov chains generated by iterated function systems consisting of orientation preserving homeomorphisms of the interval is proved. We study also ergodicity of such systems.

I consider general reflection coefficients for arbitrary one-dimensional whole line differential or difference operators of order $2$. These reflection coefficients are semicontinuous functions of the operator: their absolute value can only…

This paper will provide several classes of strictly stationary, countable-state, irreducible, aperiodic Markov chains that are reversible and have finite second moments, such that the central limit theorem fails to hold. The main purpose is…

We consider continuous functions f : [0,1] \to R that cut the real axis at every point of a measurable set of positive measure and we construct examples where f fails to have bounded variation, and at the opposite end, where f admits…

We present a Markov chain on the $n$-dimensional hypercube $\{0,1\}^n$ which satisfies $t_{{\rm mix}}(\epsilon) = n[1 + o(1)]$. This Markov chain alternates between random and deterministic moves and we prove that the chain has cut-off with…

We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…

We prove the existence of a continuous Morse energy function for an arbitrary topological flow with finite hyperbolic (in topological sense) chain recurrent set on a topological manifold of any dimension. This result is a partial solution…

Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. Three alternative Kemeny's functions and their variants are…

We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered:…

We study the viscous Burgers equation with a family of initial data having infinite mass. After rescaling, the solution converges toward a bounded discontinuous profile in the long-time limit. Moreover, by changing the scale near the…

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

The scalar scattering of the plane wave by a strictly convex obstacle with impedance boundary conditions is considered. The uniform boundedness of the Total Cross Section for all values of frequencies is proved. The high frequency limit of…

We study convergence to equilibrium for a large class of Markov chains in random environment. The chains are sparse in the sense that in every row of the transition matrix $P$ the mass is essentially concentrated on few entries. Moreover,…

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…