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We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the…

偏微分方程分析 · 数学 2019-02-04 Sergei Kuksin , Vahagn Nersesyan , Armen Shirikyan

This article investigates the question of disorder relevance for the continuous-time Random Walk Pinning Model (RWPM) and completes the results of our companion paper. The RWPM considers a continuous time random walk $X=(X_t)_{t\geq 0}$,…

概率论 · 数学 2025-09-11 Quentin Berger , Hubert Lacoin

We consider a non-linear vertex-reinforced jump process (VRJP($w$)) on $\mathbb{Z}$ with an increasing measurable weight function $w:[1,\infty)\to [1,\infty)$ and initial weights equal to one. Our main goal is to study the asymptotic…

概率论 · 数学 2022-08-19 Andrea Collevecchio , Tuan-Minh Nguyen , Stanislav Volkov

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

概率论 · 数学 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

软凝聚态物质 · 物理学 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…

概率论 · 数学 2016-05-02 A. D. Barbour , A. Collevecchio

The vertex-reinforced jump process (VRJP) is a form of self-interacting random walk in which the walker is biased towards returning to previously visited vertices with the bias depending linearly on the local time at these vertices. We…

概率论 · 数学 2021-05-17 Gady Kozma , Ron Peled

For a symmetric random walk in $Z^2$ with $2+\delta$ moments, we represent $|\mathcal{R}(n)|$, the cardinality of the range, in terms of an expansion involving the renormalized intersection local times of a Brownian motion. We show that for…

概率论 · 数学 2007-05-23 Richard F. Bass , Jay Rosen

For piecewise $C^1$ interval maps possibly containing critical points and discontinuities with negative Schwarzian derivative, under two summability conditions on the growth of the derivative and recurrence along critical orbits, we prove…

动力系统 · 数学 2009-12-09 Hongfei Cui , Yiming Ding

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

动力系统 · 数学 2014-11-18 Vitor Araujo , Javier Solano

We consider suitable weak solutions of 2-dimensional Euler equations on bounded domains, and show that the class of completely random measures is infinitesimally invariant for the dynamics. Space regularity of samples of these random fields…

概率论 · 数学 2021-10-12 Francesco Grotto , Giovanni Peccati

Analogous to Kolmogorov's theorem for the existence of stochastic processes describing random functions, we consider theorems for the existence of stochastic processes describing random measures, as limits of inverse measure systems.…

概率论 · 数学 2025-05-16 B. J. K. Kleijn

We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…

概率论 · 数学 2016-11-08 Andrey Pilipenko , Vladislav Khomenko

In this work, we are interested in characterizing typical (generic) dimensional properties of invariant measures associated with the full-shift system, $T$, in a product space whose alphabet is a perfect and separable metric space (thus,…

动力系统 · 数学 2021-01-26 Silas Luiz Carvalho , Alexander Condori

In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given…

概率论 · 数学 2007-05-23 Franz Merkl , Silke W. W. Rolles

Edge-reinforced random walk (ERRW), introduced by Coppersmith and Diaconis in 1986, is a random process, which takes values in the vertex set of a graph $G$, and is more likely to cross edges it has visited before. We show that it can be…

概率论 · 数学 2013-10-21 Christophe Sabot , Pierre Tarres

Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…

概率论 · 数学 2017-10-26 Jinghai Shao

Let $(X_t)_{t \geq 0}$ be a diffusion process defined on a compact Riemannian manifold, and for $\alpha > 0$, let $$ \mu_t^{(\alpha)} = \frac{\alpha}{t^\alpha} \int_{0}^{t} \delta_{X_s} \, s^{\alpha - 1} \mathrm{d} s $$ be the associated…

概率论 · 数学 2023-10-04 Jie-Xiang Zhu

This paper concerns the Vertex reinforced jump process (VRJP), the Edge reinforced random walk (ERRW) and their link with a random Schr\"odinger operator. On infinite graphs, we define a 1-dependent random potential $\beta$ extending that…

概率论 · 数学 2018-07-20 Christophe Sabot , Xiaolin Zeng

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

概率论 · 数学 2007-05-23 Yueyun Hu , Zhan Shi