Related papers: Ergodic convergence rates of Markov processes--eig…
A methodology to analyze the properties of the first (largest) eigenvalue and its eigenvector is developed for large symmetric random sparse matrices utilizing the cavity method of statistical mechanics. Under a tree approximation, which is…
Content of the lectures is the following. Properties of transformations equivalent to ergodicity. Birkhoff's Theorem. Properties equivalent to weak mixing. On typical properties of transformations. Lego to construct transformations. Typical…
The mixing time of an ergodic, reversible Markov chain can be bounded in terms of the eigenvalues of the chain: specifically, the second-largest eigenvalue and the smallest eigenvalue. It has become standard to focus only on the…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
We present sharp inequalities relating the number of vertices, edges, and triangles of a graph to the smallest eigenvalue of its adjacency matrix and the largest eigenvalue of its Laplacian.
In this paper, we consider the first order Hardy inequalities using simple equalities. This basic setting not only permits to derive quickly many well-known Hardy inequalities with optimal constants, but also supplies improved or new…
The objective of this paper is to characterize the structure of the set $\Theta$ for a continuous ergodic upper probability $\mathbb{V}=\sup_{P\in\Theta}P$ (Theorem \ref {main result}): . $\Theta$ contains a finite number of ergodic…
We study the convergence rates of the classical Lagrangian-based methods and their variants for solving convex optimization problems with equality constraints. We present a generalized prediction-correction framework to establish $O(1/K^2)$…
For a differential equation with interaction, we investigate its ergodic properties. We apply the obtained results to study the limiting behavior of braid invariants associated with the flow of solutions.
Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…
In the context of one-dimensional diffusions, we present basic estimates (having the same lower and upper bounds with a factor of 4 only) for four Poincar\'e-type (or Hardy-type) inequalities. The derivation of two estimates have been open…
This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…
In this paper, we study the ergodicity of invariant sublinear expectation of sublinear Markovian semigroup. For this, we first develop an ergodic theory of an expectation-preserving map on a sublinear expectation space. Ergodicity is…
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigations of limiting behavior of Markov processes. Several interesting properties of the ergodicity coefficient of a positive mapping defined on…
We give inequalities relating the eigenvalues of the adjacency matrix and the Laplacian of a graph, and its minimum and maximum degrees. The results are applied to derive new conditions for quasi-randomness of graphs.
New relations between ergodic rate, L_p convergence rates, and asymptotic behavior of tail probabilities for hitting times of a time homogeneous Markov process are established. For L_p convergence rates and related spectral and functional…
A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…
Our goal in this short note is to briefly and succinctly describe some basic concepts and properties of Ergodic Optimization for readers unfamiliar with the subject. We avoid technical issues in order to provide a global overview of this…
The first goal of the present paper is to study residualities of the set of uniform $P$-ergodic Markov semigroups defined on abstract state spaces by means of a generalized Dobrushin ergodicity coefficient. In the last part of the paper, we…
A classical fact in ergodic theory is that ergodicity is equivalent to almost everywhere divergence of ergodic sums of all nonnegative integrable functions which are not identically zero. We show two methods, one in the measure preserving…