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An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

Methodology · Statistics 2026-05-11 Yutong Zhang , Xiao Liu

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…

Probability · Mathematics 2020-10-28 Oleg Butkovsky , Michael Scheutzow

We show the strong well-posedness of SDEs driven by general multiplicative L\'evy noises with Sobolev diffusion and jump coefficients and integrable drift. Moreover, we also study the strong Feller property, irreducibility as well as the…

Probability · Mathematics 2017-05-23 Longjie Xie , Xicheng Zhang

In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switching mechanism which result in subgeometric ergodicity of the…

Probability · Mathematics 2022-04-12 Petra Lazić , Nikola Sandrić

In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant…

Probability · Mathematics 2025-09-25 Victoria Knopova , Yana Mokanu

This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Huizhong Appleby-Wu , Xuerong Mao

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

Quasiperiodic systems in one dimension can host non-ergodic states, e.g. localized in position or momentum. Periodic quenches within localized phases yield Floquet eigenstates of the same nature, i.e. spatially localized or ballistic.…

Disordered Systems and Neural Networks · Physics 2023-09-15 Miguel Gonçalves , Pedro Ribeiro , Ivan M. Khaymovich

Ergodicity is a fundamental principle of statistical mechanics underlying the behavior of generic quantum many-body systems. However, how this universal many-body quantum chaotic regime emerges due to interactions remains largely a puzzle.…

Statistical Mechanics · Physics 2022-03-25 Yunxiang Liao , Victor Galitski

We develop an effective strategy for proving strong ergodicity of (nonsymmetric) Markov semigroups associated to H\"ormander type generators when the underlying configuration space is infinite dimensional.

Analysis of PDEs · Mathematics 2010-12-02 F. Dragoni , V. Kontis , B. Zegarlinski

The semi-infinite XY spin chain with an impurity at the boundary has been chosen as a prototype of interacting many-body systems to test for non-ergodic behavior. The model is exactly solvable in analytic way in the thermodynamic limit,…

Statistical Mechanics · Physics 2018-10-17 A. O. García Rodríguez , G. G. Cabrera

This work develops a rigorous framework for analysing ergodicity and mixing in time-inhomogeneous quantum dynamics. It considers quantum evolutions generated by sequences of quantum channels and examines in detail the relationship between…

Mathematical Physics · Physics 2026-03-25 Abdessatar Souissi

We investigate the ergodicity-to-localization transition in interacting fermion systems subjected to a spatially uniform electric field. For that we employ the recently proposed Tensorflow Equations (TFE), a type of continuous unitary flow…

Disordered Systems and Neural Networks · Physics 2025-07-16 Jan-Niklas Herre , Qiyu Liu , Roman Rausch , Christoph Karrasch , Dante M. Kennes

We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is…

Probability · Mathematics 2007-05-23 Beniamin Goldys , Bohdan Maslowski

The celebrated work of Onsager on hard particle systems, based on the truncated second order virial expansion, is valid at relatively low volume fractions for large aspect ratio particles. While it predicts the isotropic-nematic phase…

Soft Condensed Matter · Physics 2017-08-16 Eduardo S. Nascimento , Peter Palffy-Muhoray , Jamie M. Taylor , Epifanio G. Virga , Xiaoyu Zheng

We consider ergodic backward stochastic differential equations, in a setting where noise is generated by a countable state uniformly ergodic Markov chain. We show that for Lipschitz drivers such that a comparison theorem holds, these…

Probability · Mathematics 2012-07-25 Samuel N. Cohen , Ying Hu

We prove existence of invariant measures for the Markovian semigroup generated by the solution to a parabolic semilinear stochastic PDE whose nonlinear drift term satisfies only a kind of symmetry condition on its behavior at infinity, but…

Analysis of PDEs · Mathematics 2020-04-21 Carlo Marinelli , Luca Scarpa

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…

Dynamical Systems · Mathematics 2025-07-18 Pablo G. Barrientos , Dominique Malicet , Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

In this paper, we establish an exponential ergodicity for stochastic evolution equations with reflection in an infinite dimensional ball. As an application, we obtain the exponential ergodicity of stochastic Navier-Stokes equations with…

Probability · Mathematics 2025-11-19 Zdzislaw Brzezniak , Qi Li , Tusheng Zhang

We study the ergodicity of stochastic reaction-diffusion equation driven by subordinate Brownian motions. After establishing the strong Feller property and irreducibility of the system, we prove the tightness of the solution's law. These…

Probability · Mathematics 2017-01-06 Ran Wang , Lihu Xu
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