相关论文: Rate of Converrgence for ergodic continuous Markov…

We derive uniform concentration inequalities for continuous-time analogues of empirical processes and related stochastic integrals of scalar ergodic diffusion processes. Thereby, we lay the foundation typically required for the study of…

For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…

We establish the existence, uniqueness and attraction properties of an ergodic invariant measure for the Boussinesq Equations in the presence of a degenerate stochastic forcing acting only in the temperature equation and only at the largest…

We study the convergence analysis of continuous-time dynamical systems associated with optimization methods for strongly convex functions. Recent works have proposed systematic constructions of Lyapunov functions for such analysis, while…

In recent work, Chow, Huang, Li and Zhou introduced the study of Fokker-Planck equations for a free energy function defined on a finite graph. When $N\ge 2$ is the number of vertices of the graph, they show that the corresponding…

We study the behaviour of various Lyapunov functionals (relative entropies) along the solutions of a family of nonlinear drift-diffusion-reaction equations coming from statistical mechanics and population dynamics. These equations can be…

Answering a question of A. Vershik we construct two non-weakly isomorphic ergodic automorphisms for which the associated unitary (Koopman) representations are Markov quasi-similar. We also discuss metric invariants of Markov…

For a differential equation with interaction, we investigate its ergodic properties. We apply the obtained results to study the limiting behavior of braid invariants associated with the flow of solutions.

First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…

This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…

We introduce a new class of sparse sequences that are ergodic and pointwise universally $L^2$-good for ergodic averages. That is, sequences along which the ergodic averages converge almost surely to the projection to invariant functions.…

We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…

We investigate the Bilinear Hilbert Transform in the plane and the pointwise convergence of bilinear averages in Ergodic theory, arising from $\Z^2$ actions. Our techniques combine novel one and a half dimensional phase-space analysis with…

We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…

We study the ergodic properties of two classes of random dynamical systems: a type of Markov chain which we call the \textit{alternating random walk} and a certain stochastic billiard system which describes the motion of a free-moving rough…

We prove a.e. convergence of continuous-time quadratic averages with respect to two commuting $\mathbb{R}$-actions, coming from a single jointly measurable measure-preserving $\mathbb{R}^2$-action on a probability space. The key ingredient…

Given a convergence theorem in analysis, under very general conditions a model-theoretic compactness argument implies that there is a uniform bound on the rate of metastability. We illustrate with three examples from ergodic theory.

The paper is devoted to the estimation of the rate of of exponential convergence of nonhomogeneous queues exhibiting different types of ergodicity. The main tool of our study is the method, which was proposed by the second author in the…

We obtain a description of the Poincar\'e recurrences of chaotic systems in terms of the ergodic theory of transient chaos. It is based on the equivalence between the recurrence time distribution and an escape time distribution obtained by…

This paper investigates the weighted-averaging dynamic for unconstrained and constrained consensus problems. Through the use of a suitably defined adjoint dynamic, quadratic Lyapunov comparison functions are constructed to analyze the…