相关论文: Convergence Rates in Uniform Ergodicity by Hitting…

We study the BMO-type functional $\kappa_{\varepsilon}(f,\mathbb R^n)$, which can be used to characterize BV functions $f\in BV(\mathbb R^n)$. The $\Gamma$-limit of this functional, taken with respect to $L^1_{\mathrm{loc}}$-convergence, is…

We construct a new Markov chain Monte Carlo method on finite states with optimal choices of acceptance-rejection ratio functions. We prove that the constructed continuous time Markov jumping process has a global in-time convergence rate in…

We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…

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…

Consider a Markov process $\{\Phi(t) : t\geq 0\}$ evolving on a Polish space ${\sf X}$. A version of the $f$-Norm Ergodic Theorem is obtained: Suppose that the process is $\psi$-irreducible and aperiodic. For a given function $f\colon{\sf…

We show that the contact process on the rank-one inhomogeneous random graphs and Erdos-R{\'e}nyi graphs with mean degree large enough survives a time exponential in the size of these graphs for any positive infection rate. In addition, a…

We investigate here the asymptotic behaviour of a large typical meandric system. More precisely, we show the quenched local convergence of a random uniform meandric system $M_n$ on $2n$ points, as $n \rightarrow \infty$, towards the…

For a connected graph $G$, the average hitting time $\alpha(G)$ and the Kemeny's constant $\kappa(G)$ are two similar quantities, both measuring the time for the random walk on $G$ to travel between two randomly chosen vertices. We prove…

This work studies the averaging principle for a fully coupled two time-scale system, whose slow process is a diffusion process and fast process is a purely jumping process on an infinitely countable state space. The ergodicity of the fast…

In this paper, we first prove the optimal lower bound for Alexandrov angle rigidity of torsion elliptic isometries on any complete CAT($\kappa$) space, which, when attained, leads to an embedded 2-flat in the tangent cone invariant under…

We develop a new framework for deriving time-uniform concentration bounds for the output of stochastic sequential algorithms satisfying certain recursive inequalities akin to those defining the almost-supermartingale processes introduced by…

The first aim of the present note is to quantify the speed of convergence of a conditioned process toward its Q-process under suitable assumptions on the quasi-stationary distribution of the process. Conversely, we prove that, if a…

Extending the approach of the paper [Mathieu, P. (1997) Hitting times and spectral gap inequalities, Ann. Inst. Henri Poincare 33, 4, 437 -- 465], we prove that the Poincare inequality for a (possibly non-symmetric) Markov process yields…

We establish a large deviation principle for chordal SLE$_\kappa$ parametrized by capacity, as the parameter $\kappa \to 0+$, in the topology generated by uniform convergence on compact intervals of the positive real line. The rate function…

Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…

In the present paper deals with asymptotical stability of Markov operators acting on abstract state spaces (i.e. an ordered Banach space, where the norm has an additivity property on the cone of positive elements). Basically, we are…

Assuming the dynamical convergence $P_t^\varepsilon\to\bar P_t$ for singular limits of time-homogeneous Markov diffusion semigroups, we develop a semigroup-level framework that upgrades this convergence into four levels of thermodynamic…

The past few decades have seen robust research on questions regarding the existence, form, and properties of stationary distributions of stochastically modeled reaction networks. When a stochastic model admits a stationary distribution an…

The convergence rate in Wasserstein distance is estimated for empirical measures of ergodic Markov processes, and the estimate can be sharp in some specific situations. The main result is applied to subordinations of typical models excluded…

One-shot coupling is a method of bounding the convergence rate between two copies of a Markov chain in total variation distance, which was first introduced by Roberts and Rosenthal and generalized by Madras and Sezer. The method is divided…