Related papers: Quantitative exponential mixing for the randomized…
This paper considers how to obtain MCMC quantitative convergence bounds which can be translated into tight complexity bounds in high-dimensional {settings}. We propose a modified drift-and-minorization approach, which establishes…
Lifted Markov chains are Markov chains on graphs with added local "memory" and can be used to mix towards a target distribution faster than their memoryless counterparts. Upper and lower bounds on the achievable performance have been…
In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov…
We prove a Nekhoroshev-type theorem for nearly integrable symplectic map. As an application of the theorem, we obtain the exponential stability symplectic algorithms. Meanwhile, we can get the bounds for the perturbation, the variation of…
Markov chains in random environments (MCREs) have recently attracted renewed interest, as these processes naturally arise in many applications, such as econometrics and machine learning. Although specific asymptotic results, such as the law…
We make the first steps towards an understanding of the ergodic properties of a rational map defined over a complete algebraically closed non-archimedean field. For such a rational map R, we construct a natural invariant probability measure…
We give a simple and physically intuitive necessary and sufficient condition for a map acting on a compact metric space to be mixing (i.e. infinitely many applications of the map transfer any input into a fixed convergency point). This is a…
Tempered exponential dichotomy formulates the nonuniform hyperbolicity for random dynamical systems. It was described by admissibility of a pair of function classes defined with Lyapunov norms, For MET-systems (systems satisfying the…
This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…
For $N$ compatible substitution rules on $M$ prototiles $t_1,\dots,t_M$, consider tilings and tiling spaces constructed by applying the different substitution rules at random. These give (globally) random substitution tilings. In this paper…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…
Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…
Let f be a holomorphic automorphism of positive entropy on a compact Kaehler surface. We show that the equilibrium measure of f is exponentially mixing. The proof uses some recent development on the pluripotential theory. The result also…
We establish the existence of a full spectrum of Lyapunov exponents for memoryless random dynamical systems with absorption. To this end, we crucially embed the process conditioned to never being absorbed, the $Q$-process, into the…
We consider an independently identically distributed random dynamical system generated by finitely many, non-uniformly expanding Markov interval maps with a finite number of branches. Assuming a topologically mixing condition and the…
This paper provides a mixture modeling framework using the bivariate generalized exponential distribution. We study different properties of this mixture distribution. Hierarchical EM algorithm is developed for finding the estimates of the…
We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…
In this work we obtain mixing (and in some cases sharp mixing rates) for a reasonable large class of invertible systems preserving an infinite measure. The examples considered here are the invertible analogue of both Markov and non Markov…
It is known that locally constant toral extensions of hyperbolic systems can never mix at an exponential rate. In this note we exhibit some examples of non-abelian locally constant compact extensions of the shift map which are exponentially…