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We study ergodic properties of some Markov chains models in random environments when the random Markov kernels that define the dynamic satisfy some usual drift and small set conditions but with random coefficients. In particular, we adapt a…

Probability · Mathematics 2021-08-16 Lionel Truquet

Usually the problem of drift estimation for a diffusion process is considered under the hypothesis of ergodicity. It is less often considered under the hypothesis of null-recurrence, simply because there are fewer limit theorems and…

Probability · Mathematics 2008-08-25 D. Loukianova , O. Loukianov

For the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use…

Probability · Mathematics 2018-05-25 Timo Kötzing , Martin S. Krejca

A loose Hamilton cycle in a hypergraph is a cyclic sequence of edges covering all vertices in which only every two consecutive edges intersect and do so in exactly one vertex. With Dirac's theorem in mind, it is natural to ask what minimum…

Combinatorics · Mathematics 2024-04-29 Kalina Petrova , Miloš Trujić

Human learners have the natural ability to use knowledge gained in one setting for learning in a different but related setting. This ability to transfer knowledge from one task to another is essential for effective learning. In this paper,…

Statistics Theory · Mathematics 2019-06-10 T. Tony Cai , Hongji Wei

We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current…

Machine Learning · Computer Science 2023-10-31 Alessio Mazzetto , Eli Upfal

Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…

Probability · Mathematics 2007-05-23 Stefano Isola

Motivated by its connection to the limit behaviour of imprecise Markov chains, we introduce and study the so-called convergence of upper transition operators: the condition that for any function, the orbit resulting from iterated…

Probability · Mathematics 2025-04-10 Jasper De Bock , Alexander Erreygers , Floris Persiau

We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using the abstract approach of [5], this inequality then allows…

Probability · Mathematics 2024-10-03 Nicolas Champagnat , Tony Lelièvre , Mouad Ramil , Julien Reygner , Denis Villemonais

Series of univariate distributions indexed by equally spaced time points are ubiquitous in applications and their analysis constitutes one of the challenges of the emerging field of distributional data analysis. To quantify such…

Methodology · Statistics 2023-05-23 Changbo Zhu , Hans-Georg Müller

We study posterior contraction rates for mixing measures in homoscedastic location-scale mixture models with infinitely many components. While posterior convergence at the level of densities is well understood, ensuring convergence of the…

Statistics Theory · Mathematics 2026-05-11 Nicola Bariletto , Dung Le , Alessandro Rinaldo , Nhat Ho

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We propose a degree-based coarse graining approach that not just accelerates the evaluation of dynamics on complex networks, but also satisfies the consistency conditions for both equilibrium statistical distributions and nonequilibrium…

Statistical Mechanics · Physics 2010-08-06 Hanshuang Chen , Zhonghuai Hou , Houwen Xin , YiJing Yan

In this paper we are concerned with the learnability of nonlocal interaction kernels for first order systems modeling certain social interactions, from observations of realizations of their dynamics. This paper is the first of a series on…

Dynamical Systems · Mathematics 2016-02-17 Mattia Bongini , Massimo Fornasier , Markus Hansen , Mauro Maggioni

We consider the convergence of moving averages in the general setting of ergodic theory or stationary ergodic processes. We characterize when there is universal convergence of moving averages based on complete convergence to zero of the…

Dynamical Systems · Mathematics 2023-02-08 Terrence Adams , Joseph Rosenblatt

We suggest a method for constructing positive harmonic functions for a wide class of transition kernels on $Z^+$. We also find natural conditions under which these functions have positive finite limits at infinity. Further, we apply our…

Probability · Mathematics 2013-12-10 Denis Denisov , Dmitry Korshunov , Vitali Wachtel

Nonparametric methods have been very popular in the last couple of decades in time series and regression, but no such development has taken place for spatial models. A rather obvious reason for this is the curse of dimensionality. For…

Statistics Theory · Mathematics 2007-06-13 Jiti Gao , Zudi Lu , Dag Tjøstheim

In this paper we will prove various probabilistic limit theorems for some classes of distance expanding sequential dynamical systems (SDS). Our starting point here is certain sequential complex Ruelle-Perron-Frobenius (RPF) theorems which…

Dynamical Systems · Mathematics 2020-12-02 Yeor Hafouta

We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…

Probability · Mathematics 2023-12-15 Ivan H. Krykun

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

Probability · Mathematics 2015-11-30 P. Caputo , A. Faggionato , A. Gaudilliere