相关论文: Almost Sure Uniform Convergence of Stochastic Proc…

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 investigate convergence properties of discrete-time semigroup quantum dynamics, including asymptotic stability, probability and speed of convergence to pure states and subspaces. These properties are of interest in both the analysis of…

Let $X_n$ be independent random elements in the Skorohod space $D([0,1];E)$ of c\`{a}dl\`{a}g functions taking values in a separable Banach space $E$. Let $S_n=\sum_{j=1}^nX_j$. We show that if $S_n$ converges in finite dimensional…

We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls…

A multiplicative identity in law connecting the hitting times of completely asymmetric $\alpha-$stable L\'evy processes in duality is established. In the spectrally positive case, this identity allows with an elementary argument to compute…

In this paper, we propose a stochastic forward-backward-forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces. Applications to composite monotone inclusion and minimization problems are…

The paper deals with the fast-slow motions setups in the continuous time $\frac {dX^\ve(t)}{dt}=\frac 1\ve\sig(X^\ve(t))\xi(t/\ve^2)+b(X^\ve(t)),\, t\in [0,T]$ and the discrete time…

It $d-$pends. Wigner's symmetry theorem implies that transformations that preserve transition probabilities of pure quantum states are linear maps on the level of density operators. We investigate the stability of this implication. On the…

Suppose $(f,\mathcal{X},\nu)$ is a measure preserving dynamical system and $\phi:\mathcal{X}\to\mathbb{R}$ is an observable with some degree of regularity. We investigate the maximum process $M_n:=\max\{X_1,\ldots,X_n\}$, where…

Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…

Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying…

We consider a generic one-dimensional stochastic process $x(t)$, or a random walk $X_n$, which describes the position of a particle evolving inside an interval $[a,b]$, with absorbing walls located at $a$ and $b$. In continuous time, $x(t)$…

We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first…

We consider almost sure convergence of the SDE $dX_t=\alpha_t d t + \beta_t d W_t$ under the existence of a $C^2$-Lyapunov function $F:\mathbb R^d \to \mathbb R$. More explicitly, we show that on the event that the process stays local we…

We give a survey of the known connections between regularity conditions and amenability conditions in the setting of uniform algebras. For a uniform algebra $A$ we consider the set, $A_{lc}$, of functions in $A$ which are locally constant…

Let $(\xi,\eta)$ be a bivariate L\'evy process such that the integral $\int\_0^\infty e^{-\xi\_{t-}} d\eta\_t$ converges almost surely. We characterise, in terms of their \LL measures, those L\'evy processes for which (the distribution of)…

Any two infinite-dimensional (separable) Hilbert spaces are unitarily isomorphic. The sets of all their self-adjoint operators are also therefore unitarily equivalent. Thus if all self-adjoint operators can be observed, and if there is no…

For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the…

We show, for a class of discrete Fleming-Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wassertein coupling distance. The approach provides an explicit quantitative estimate on…

We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…