相关论文: Markov semigroups with hypocoercive-type generator…
The Markov group conjecture, a long-standing open problem in the theory of Markov processes with countable state space, asserts that a strongly continuous Markov semigroup $T = (T_t)_{t \in [0,\infty)}$ on $\ell^1$ has bounded generator if…
We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution…
We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…
We construct spherical subgroups in infinite-dimensional classical groups $G$ (usually they are not symmetric and their finite-dimensional analogs are not spherical). We present a structure of a semigroup on double cosets $L\setminus G/L$…
Various notions from geometric control theory are used to characterize the behavior of the Markovian master equation for N-level quantum mechanical systems driven by unitary control and to describe the structure of the sets of reachable…
In order to successfully explore quantum systems which are perturbations of simple models, it is essential to understand the complexity of perturbation bounds. We must ask ourselves: How quantum many-body systems can be artificially…
Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…
In this article we extend the modern, powerful and simple abstract Hilbert space strategy for proving hypocoercivity that has been developed originally by Dolbeault, Mouhot and Schmeiser. As well-known, hypocoercivity methods imply an…
We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…
We establish existence and uniqueness for a wide class of Markovian systems of backward stochastic differential equations (BSDE) with quadratic nonlinearities. This class is characterized by an abstract structural assumption on the…
The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…
We construct a hyperbolic group with a finitely presented subgroup, which has infinitely many conjugacy classes of finite-order elements. We also use a version of Morse theory with high dimensional horizontal cells and use handle…
Ergodic properties of a stochastic medium complexity model for atmosphere and ocean dynamics are analysed. More specifically, a two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by…
Continuous-time Markovian evolution appears to be manifestly different in classical and quantum worlds. We consider ensembles of random generators of $N$-dimensional Markovian evolution, quantum and classical ones, and evaluate their…
A theory for the electromagnetic response of type-II superconductors close beyond the critical state is presented. Our formulation relies on general physical principles applied to the superconductor as a thermodynamic system. Equilibrium…
Markov matrices of equal-input type constitute a widely used model class. The corresponding equal-input generators span an interesting subalgebra of the real matrices with zero row sums. Here, we summarise some of their amazing properties…
The paper contains a general construction which produces new examples of non simply-connected smooth projective surfaces. We analyze the resulting surfaces and their fundamental groups. Many of these fundamental groups are expected to be…
We consider a time inhomogeneous strong Markov process $(\xi_t)_{t\ge 0}$ taking values in a Polish state space whose semigroup has a $T$-periodic structure. We give simple conditions which imply ergodicity of the grid chain…
We consider the convergence of iterative solvers for problems of nonlinear magnetostatics. Using the equivalence to an underlying minimization problem, we can establish global linear convergence of a large class of methods, including the…
These are notes for a mini-course of 3 lectures given at the St. Petersburg School in Probability and Statistical Physics (June 2012). My aim was to explain, on the example of a particular model, how ideas from the representation theory of…