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相关论文: Markov intertwining operators, joinings, and asymp…

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Since their introduction by Furstenberg in 1967, joinings have proved a very powerful tool in ergodic theory. We present here some aspects of the use of joinings in the study of measurable dynamical systems, emphasizing on - the links…

动力系统 · 数学 2007-05-23 Thierry De La Rue

We address asymptotic decoupling in the context of Markovian quantum dynamics. Asymptotic decoupling is an asymptotic property on a bipartite quantum system, and asserts that the correlation between two quantum systems is broken after a…

量子物理 · 物理学 2020-10-08 Yuuya Yoshida , Masahito Hayashi

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

数据分析、统计与概率 · 物理学 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

We develop a theory of operator renewal sequences in the context of infinite ergodic theory. For large classes of dynamical systems preserving an infinite measure, we determine the asymptotic behaviour of iterates $L^n$ of the transfer…

动力系统 · 数学 2015-05-19 Ian Melbourne , Dalia Terhesiu

We consider generalized definitions of mixing and exactness for random dynamical systems in terms of Markov operator cocycles. We first give six fundamental definitions of mixing for Markov operator cocycles in view of observations of the…

动力系统 · 数学 2022-03-30 Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

The paper deals with the problem of long-time asymptotic behaviour of solutions for classes of ODEs and PDEs, perturbed by stationary noises. The latter are not assumed to be $\delta$-correlated in time, so that the evolution in question is…

概率论 · 数学 2025-12-29 Sergei Kuksin , Armen Shirikyan

In this work we obtain mixing (and in some cases sharp mixing rates) for a reasonable large class of invertible systems preserving an infinite measure. The examples considered here are the invertible analogue of both Markov and non Markov…

动力系统 · 数学 2014-11-24 Carlangelo Liverani , Dalia Terhesiu

We develop operator renewal theory for flows and apply this to infinite ergodic theory. In particular we obtain results on mixing for a large class of infinite measure semiflows. Examples of systems covered by our results include…

动力系统 · 数学 2014-04-11 Ian Melbourne , Dalia Terhesiu

We present a theorem which elucidates the connection between self-duality of Markov processes and representation theory of Lie algebras. In particular, we identify sufficient conditions such that the intertwining function between two…

概率论 · 数学 2018-10-17 Chiara Franceschini , Cristian Giardinà , Wolter Groenevelt

The past two decades have seen a revolution in statistical physics, generalizing it to apply to systems of arbitrary size, evolving while arbitrarily far from equilibrium. Many of these new results are based on analyzing the dynamics of the…

统计力学 · 物理学 2022-08-08 David H. Wolpert

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

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,…

概率论 · 数学 2022-02-18 Frank Redig , Florian Völlering

This is a straightforward generalization Section 2 of arXiv:1805.11167. It shows that for a residual set of transformations in the space of measure preserving transformations, with the weak topology, any self-joining defines a Markov…

动力系统 · 数学 2019-01-28 Jon Chaika

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

概率论 · 数学 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math. 189 (2012), 61-110] obtained results on mixing and mixing rates for a large class of…

动力系统 · 数学 2016-05-03 Ian Melbourne

The main topic of these notes are Markov loops, studied in the context of continuous time Markov chains on discrete state spaces. We refer to [1] and [2] for the short "history" of the subject. In contrast with these references, symmetry is…

概率论 · 数学 2014-02-06 Yinshan Chang , Yves Le Jan

The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…

概率论 · 数学 2007-05-23 Michael Blank , Sergey Pirogov

Many integrable stochastic particle systems in one space dimension (such as TASEP - Totally Asymmetric Simple Exclusion Process - and its $q$-deformation, the $q$-TASEP) remain integrable if we equip each particle with its own speed…

概率论 · 数学 2023-06-21 Leonid Petrov , Axel Saenz

In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…

概率论 · 数学 2012-06-05 Magda Peligrad

In this paper we derive intertwining relations for a broad class of conservative particle systems both in discrete and continuous setting. Using the language of point process theory, we are able to derive a natural framework in which…

概率论 · 数学 2021-12-23 Simone Floreani , Sabine Jansen , Frank Redig , Stefan Wagner
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