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We develop transportation-entropy inequalities which are saturated for measures such that their log-density with respect to the background measure is an affine function, in the setting of the uniform measure on the discrete hypercube and…

Probability · Mathematics 2019-03-20 Fanny Augeri

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

Probability · Mathematics 2022-10-24 Nicolas Champagnat , Denis Villemonais

Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…

Dynamical Systems · Mathematics 2022-10-19 Alexey Korepanov

Applying Zvonkin's transform, the exponential convergence in Wasserstein distance for a class of functional SDEs with H\"older continuous drift is obtained. This combining with log-Harnack inequality implies the same convergence in the…

Probability · Mathematics 2018-11-06 Xing Huang

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

Probability · Mathematics 2022-04-06 William Oçafrain

In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…

Probability · Mathematics 2025-03-11 Nikola Sandrić

Let $K$ be a convex body in $\mathbb{R}^d$. Let $X_K$ be a $d$-dimensional random vector distributed according to the Hadwiger-Wills density $\mu_K$ associated with $K$, defined as $\mu_K(x)=ce^{-\pi {\rm dist}^2(x,K)}$, $x\in…

Probability · Mathematics 2023-04-14 Valentin Garino , Ivan Nourdin

We introduce the ergodic condition which assures the existence of an invariant measure for Feller processes defined on an arbitrary complete and separable metric space.

Probability · Mathematics 2007-05-23 Tomasz Szarek

The goal of this work is to study the space of continuous functions whose ergodic averages converge everywhere towards a continuous function. We will connect, as in the case of a metric study, the convergence of the ergodic averages and the…

Dynamical Systems · Mathematics 2013-03-18 Jean-François Bertazzon

We establish necessary and sufficient conditions for weak convergence to the upper invariant measure for asymmetric nearest neighbour zero range processes with non homogeneous jump rates. The class of environments considered is close to…

Probability · Mathematics 2015-12-17 C. Bahadoran , T. Mountford , K. Ravishankar , E. Saada

We develop a variational method for constructing positive entropy invariant measures of Lagrangian systems without assuming transversal intersections of stable and unstable manifolds, and without restrictions to the size of non-integrable…

Dynamical Systems · Mathematics 2016-06-23 Sinisa Slijepcevic

In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…

Probability · Mathematics 2020-05-05 Valentin De Bortoli , Alain Durmus

We study thermodynamic formalism for topologically transitive partially hyperbolic systems in which the center-stable bundle satisfies a bounded expansion property, and show that every potential function satisfying the Bowen property has a…

Dynamical Systems · Mathematics 2020-12-24 Vaughn Climenhaga , Yakov Pesin , Agnieszka Zelerowicz

We establish the following fractional Trudinger-Moser type inequality with logarithmic convolution potential $$ \sup_{u\in W^{\frac{1}{2},2}_0(I),\|u\|_{W_0^{\frac{1}{2},2}}\leq1}\int_{I} \int_{I} \log \frac{1}{|x-y|} G(u(x))G(u(y)) \, dx…

Analysis of PDEs · Mathematics 2025-07-29 Huxiao Luo , Shiying Wang

A new type of systematic approach to study the incompressible Euler equations numerically via the vanishing viscosity limit is proposed in this work. We show the new strategy is unconditionally stable that the $L^2$-energy dissipates and…

Numerical Analysis · Mathematics 2024-06-19 Xinyu Cheng , Zhaonan Luo , Sheng Wang

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

Probability · Mathematics 2025-10-23 Jaroslav I. Borodavka , Sebastian Krumscheid

For any measure preserving system $(X,\mathcal{B},\mu,T_1,\ldots,T_d),$ where we assume no commutativity on the transformations $T_i,$ $1\leq i\leq d,$ we study the pointwise convergence of multiple ergodic averages with iterates of…

Dynamical Systems · Mathematics 2017-11-07 Sebastián Donoso , Andreas Koutsogiannis , Wenbo Sun

In his work about hypocercivity, Villani [18] considers in particular convergence to equilibrium for the kinetic Langevin process. While his convergence results in L 2 are given in a quite general setting, convergence in entropy requires…

Probability · Mathematics 2017-08-04 Patrick Cattiaux , Arnaud Guillin , Pierre Monmarché , Chaoen Zhang

A simple-to-implement weak-sense numerical method to approximate reflected stochastic differential equations (RSDEs) is proposed and analysed. It is proved that the method has the first order of weak convergence. Together with the Monte…

Numerical Analysis · Mathematics 2024-02-06 B. Leimkuhler , A. Sharma , M. V. Tretyakov

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos