相关论文: Exponential ergodicity of a degenerate age-size pi…
We study ergodicity breaking in the clean Bose-Hubbard chain for small hopping strength. We see the existence of a non-ergodic regime by means of indicators as the half-chain entanglement entropy of the eigenstates, the average level…
We study conditional generation in diffusion models under hard constraints, where generated samples must satisfy prescribed events with probability one. Such constraints arise naturally in safety-critical applications and in rare-event…
A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk…
Aims. The random walk of energetic charged particles in turbulent magnetic fields is investigated. Special focus is placed on transport across the mean magnetic field, which had been found to be subdiffusive on many occasions. Therefore, a…
Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a loss l(u_n,X_n) is incurred. In this setting, it is known that…
We provide deterministic controllability conditions that imply exponential mixing properties for randomly forced constrained dynamical systems with possibly unbounded state space. As an application, new ergodicity results are obtained for…
In this paper we show irreducibility and the strong Feller property for transition probabilities of stochastic differential equations with jumps and monotone coefficients. Thus, exponential ergodicity and the spectral gap for the…
Boshernitzan found a decay condition on the measure of cylinder sets that implies unique ergodicity for minimal subshifts. Interest in the properties of subshifts satisfying this condition has grown recently, due to a connection with the…
We characterize the points that satisfy Birkhoff's ergodic theorem under certain computability conditions in terms of algorithmic randomness. First, we use the method of cutting and stacking to show that if an element x of the Cantor space…
A probabilistic approach of computing geometric rate of convergence of stochastic processes is introduced in this paper. The goal is to quantitatively compute both upper and lower bounds of the exponential rate of convergence to the…
In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…
We extend the work on optimal investment and consumption of a population considered in [2] to a general stochastic setting over a finite time horizon. We incorporate the Cobb-Douglas production function in the capital dynamics while the…
Exchange-driven growth (EDG) is a process in which pairs of clusters interact by exchanging single unit with a rate given by a kernel $K(j,k)$. Despite EDG model's common use in the applied sciences, its rigorous mathematical treatment is…
It is well-known under the name of `periodic homogenization' that, under a centering condition of the drift, a periodic diffusion process on R^d converges, under diffusive rescaling, to a d-dimensional Brownian motion. Existing proofs of…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…
We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…