相关论文: Four moments theorems on Markov chaos

We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permanent classes, that are the minimal sets capable of containing…

We consider Markov processes in continuous time with state space $\posint^N$ and provide two sufficient conditions and one necessary condition for the existence of moments $E(\|X(t)\|^r)$ of all orders $r \in \nat$ for all $t \geq 0$. The…

This article examines the subtle relationship between chaos and randomness, two concepts that, although they refer to seemingly unpredictable phenomenon, are based on fundamentally different principles. Chaos manifests in deterministic…

We derive two-sided bounds for moments and tails of random quadratic forms (random chaoses of order $2$), generated by independent symmetric random variables such that $\lVert X \rVert_{2p} \leq \alpha \lVert X \rVert_p$ for any $p\geq 1$…

Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of…

Chaos is widely understood as being a consequence of sensitive dependence upon initial conditions. This is the result of an instability in phase space, which separates trajectories exponentially. Here, we demonstrate that this criterion…

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Spatially-distributed, nonequilibrium chemical systems described by a Markov chain model are considered. The evolution of such systems arises from a combination of local birth-death reactive events and random walks executed by the particles…

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

The goal of this article is to study the limit of the empirical distribution induced by a mutation-selection multi-allelic Moran model, whose dynamic is given by a continuous-time irreducible Markov chain. The rate matrix driving the…

The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…

We prove two results on arithmetic quantum chaos for dihedral Maass forms, both of which are manifestations of Berry's random wave conjecture: Planck scale mass equidistribution and an asymptotic formula for the fourth moment. For level $1$…

We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…

Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…

We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…

We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.

The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…

We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.

The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the…