相关论文: Infinite ergodic theory for three heterogeneous st…
We analyze the large time behavior of a stochastic model for the lay-down of fibers on a conveyor belt in the production process of nonwovens. It is shown, that under weak conditions this degenerate diffusion process is strong mixing,…
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…
The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…
We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…
The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…
The inhomogeneous cooling state describing the hydrodynamic behavior of a freely evolving granular gas strongly confined between two parallel plates is studied, using a Boltzmann kinetic equation derived recently. By extending the idea of…
Motivated by Sarnak's conjecture on M\"obius orthogonality, we investigate the general problem of orthogonality for a bounded sequence to topological models of characteristic classes of measure-preserving automorphisms. Our main observation…
We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…
A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85 (2000) 341-361]. Many applications, including Bayesian…
It is well known that ergodic theory can be used to formally prove a weak form of relaxation to equilibrium for finite, mixing, Hamiltonian systems. In this Letter we extend this proof to any dynamics that preserves a mixing equilibrium…
Advantages of inhomogeneous cosmological models that are exact solutions of Einstein's equations over linearised perturbations of homogeneous models are presented. Examples of effects that can be described in the inhomogeneous ones are…
We continue the investigation of kinetic models of a system in contact via stochastic interactions with several spatially homogeneous thermal reservoirs at different temperatures. Considering models different from those investigated in…
The ding-a-ling model is a kind of half lattice and half hard-point-gas (HPG) model. The original ding-a-ling model proposed by Casati {\it et.al} does not conserve total momentum and has been found to exhibit normal heat conduction…
We have studied the high-frequency dynamics of salol by inelastic x-ray scattering over a wide temperature range between 50 and 450 K, across the glass transition. We find that salol efficiently realizes the mechanism of dynamical arrest…
We study universal spatial features of certain non-equilibrium steady states corresponding to flows of strongly correlated fluids over obstacles. This allows us to predict universal spatial features of far-from-equilibrium systems, which in…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
The Enskog kinetic theory for moderately dense gas-solid suspensions under simple shear flow is considered as a model to analyze the rheological properties of the system. The influence of the environmental fluid on solid particles is…
We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…
When a chaotic, ergodic Hamiltonian system with $N$ degrees of freedom is subject to sufficiently rapid periodic driving, its energy evolves diffusively. We derive a Fokker-Planck equation that governs the evolution of the system's…