The reversibility and an SPDE for the generalized Fleming–Viot processes with mutation

The (Ξ,A)$(\Xi ,A)$-Fleming–Viot process with mutation is a probability-measure-valued process whose moment dual is similar to that of the classical Fleming–Viot process except that Kingman’s coalescent is replaced by the Ξ$\Xi$-coalescent, the coalescent with simultaneous multiple collisions. We first prove the existence of such a process for general mutation generator A$A$. We then investigate its reversibility. We also study both the weak and strong uniqueness of the solution to the associated stochastic partial differential equation.     

Quasi-invariance and reversibility in the Fleming–Viot process

 Fleming–Viot processes with mutation, selection and recombination are studied. Their reversible distributions are shown to be characterized as quasi-invariant measures with a cocycle given in terms of the mutation operator, the selection intensity, and the recombination kernel. By using this, we derive not only a necessary and sufficient condition for the Fleming–Viot process to be reversible, but also identify the reversible distributions in the reversible case. Received: 18 January 2001 / Revised version: 21 June 2001 / Published online: 22 February 2002     

Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes

By using the existing sharp estimates of the density function for rotationally invariant symmetric α-stable Lévy processes and rotationally invariant symmetric truncated α-stable Lévy processes, we obtain that the Harnack inequalities hold for rotationally invariant symmetric α-stable Lévy processes with α∈(0,2) and Ornstein-Uhlenbeck processes driven by rotationally invariant symmetric α-stable Lévy process, while the logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated α-stable Lévy processes.     

Ergodicity for time-changed symmetric stable processes

In this paper we study ergodicity and related semigroup property for a class of symmetric Markov jump processes associated with time-changed symmetric α$\alpha$-stable processes. For this purpose, explicit and sharp criteria for Poincaré type inequalities (including Poincaré, super Poincaré and weak Poincaré inequalities) of the corresponding non-local Dirichlet forms are derived. Moreover, our main results, when applied to a class of one-dimensional stochastic differential equations driven by symmetric α$\alpha$-stable processes, yield sharp criteria for their various ergodic properties and corresponding functional inequalities.     

Criteria for ergodicity of Lévy type operators in dimension one

Some sufficient conditions for the recurrence, the positive recurrence and the exponential ergodicity of one-dimensional Lévy type operators are presented. The conditions are classified according to different conditions on the ranges and integrability of the Lévy measure, based on the drift inequalities for the extended generator, and on a comparison with diffusion operators. A number of examples are illustrated, including the fractional Laplacian operator and the Ornstein–Uhlenbeck type operator.     

Eigenvalue problems for nonlinear elliptic equations with unilateral constraints

In this paper we study eigenvalue problems for hemivariational and variational inequalities driven by the p$p$-Laplacian differential operator. Using topological methods (based on multivalued versions of the Leray–Schauder alternative principle) and variational methods (based on the nonsmooth critical point theory), we prove existence and multiplicity results for the eigenvalue problems that we examine.     

Semistable and numerically effective principal (Higgs) bundles

We study Miyaoka-type semistability criteria for principal Higgs G-bundles E on complex projective manifolds of any dimension. We prove that E has the property of being semistable after pullback to any projective curve if and only if certain line bundles, obtained from some characters of the parabolic subgroups of G, are numerically effective. One also proves that these conditions are met for semistable principal Higgs bundles whose adjoint bundle has vanishing second Chern class.In a second part of the paper, we introduce notions of numerical effectiveness and numerical flatness for principal (Higgs) bundles, discussing their main properties. For (non-Higgs) principal bundles, we show that a numerically flat principal bundle admits a reduction to a Levi factor which has a flat Hermitian–Yang–Mills connection, and, as a consequence, that the cohomology ring of a numerically flat principal bundle with coefficients in R is trivial. To our knowledge this notion of numerical effectiveness is new even in the case of (non-Higgs) principal bundles.     

Asymptotic properties of jump-diffusion processes with state-dependent switching

This work is concerned with a class of jump-diffusion processes with state-dependent switching. First, the existence and uniqueness of the solution of a system of stochastic integro-differential equations are obtained with the aid of successive construction methods. Next, the non-explosiveness is proved by truncation arguments. Then, the Feller continuity is established by means of introducing some auxiliary processes and by making use of the Radon–Nikodym derivatives. Furthermore, the strong Feller continuity is proved by virtue of the relation between the transition probabilities of jump-diffusion processes and the corresponding diffusion processes. Finally, on the basis of the above results, the exponential ergodicity is obtained under the Foster–Lyapunov drift conditions. Some examples are provided for illustration.     

Multifractal spectra and precise rates of decay in homogeneous fragmentations

We consider a mass-conservative fragmentation of the unit interval. Motivated by a result of Berestycki [J. Berestycki, Multifractal spectra of fragmentation processes, J. Statist. Phys. 113 (3–4) (2003) 411–430], the main purpose of this work is to specify the Hausdorff dimension of the set of locations having exactly an exponential decay. The study relies on an additive martingale which arises naturally in this setting, and a class of Lévy processes constrained to stay in a finite interval.     

Hitting times of Brownian motion and the Matsumoto–Yor property on trees

The Matsumoto–Yor property in the bivariate case was originally defined through properties of functionals of the geometric Brownian motion. A multivariate version of this property was described in the language of directed trees and outside of the framework of stochastic processes in Massam and Weso?owski [H. Massam, J. Weso?owski, The Matsumoto–Yor property on trees, Bernoulli 10 (2004) 685–700]. Here we propose its interpretation through properties of hitting times of Brownian motion, extending the interpretation given in the bivariate case in Matsumoto and Yor [H. Matsumoto, M. Yor, Interpretation via Brownian motion of some independence properties between GIG and gamma variables, Statist. Probab. Lett. 61 (2003) 253–259].     

Regularity of semigroups generated by Lévy type operators via coupling

By adopting the coupling method, we obtain new verifiable sufficient conditions about the _Cb(R^d)$C_b\left({\mathbb{R}}^d\right)$-Feller continuity, the Lipschitz continuity and the strong Feller continuity of the semigroups associated with Lévy type operators. These results easily apply to jump–diffusion processes and stochastic differential equations driven by Lévy processes. Our results also yield the criterion for the e$e$-property (namely the characterization about the equi-continuity of semigroups acting on bounded Lipschitz functions) of Lévy type operators, and show that both genuine Lévy processes and the Ornstein–Uhlenbeck type processes are e$e$-processes.     

Convergence rates in strong ergodicity for Markov processes

A coupling method is used to obtain the explicit upper and lower bounds for convergence rates in strong ergodicity for Markov processes. For one-dimensional diffusion processes and birth–death processes, these bounds are sharp in the sense that the upper one and the lower one only differ in a constant.     

Poisson point processes,excursions and stable processes in two-dimensional structures

Itô’s contributions lie at the root of stochastic calculus and of the theory of excursions. These ideas are also very useful in the study of conformally invariant two-dimensional structures, via conformal loop ensembles, excursions of Schramm–Loewner evolutions and Poisson point processes of Brownian loops.     

Weak atomic convergence of finite voter models toward Fleming–Viot processes

We consider the empirical measures of multi-type voter models with mutation on large finite sets, and prove their weak atomic convergence in the sense of Ethier and Kurtz (1994) toward a Fleming–Viot process. Convergence in the weak atomic topology is strong enough to answer a line of inquiry raised by Aldous (2013) concerning the distributions of the corresponding entropy processes and diversity processes for types.     

Exit times for a class of piecewise exponential Markov processes with two-sided jumps

We consider first passage times for piecewise exponential Markov processes that may be viewed as Ornstein–Uhlenbeck processes driven by compound Poisson processes. We allow for two-sided jumps and as a main result we derive the joint Laplace transform of the first passage time of a lower level and the resulting undershoot when passage happens as a consequence of a downward (negative) jump. The Laplace transform is determined using complex contour integrals and we illustrate how the choice of contours depends in a crucial manner on the particular form of the negative jump part, which is allowed to belong to a dense class of probabilities. We give extensions of the main result to two-sided exit problems where the negative jumps are as before but now it is also required that the positive jumps have a distribution of the same type. Further, extensions are given for the case where the driving Lévy process is the sum of a compound Poisson process and an independent Brownian motion. Examples are used to illustrate the theoretical results and include the numerical evaluation of some concrete exit probabilities. Also, some of the examples show that for specific values of the model parameters it is possible to obtain closed form expressions for the Laplace transform, as is the case when residue calculus may be used for evaluating the relevant contour integrals.     

An optimal stopping problem for fragmentation processes

In this article we consider a toy example of an optimal stopping problem driven by fragmentation processes. We show that one can work with the concept of stopping lines to formulate the notion of an optimal stopping problem and moreover, to reduce it to a classical optimal stopping problem for a generalized Ornstein–Uhlenbeck process associated with Bertoin’s tagged fragment. We go on to solve the latter using a classical verification technique thanks to the application of aspects of the modern theory of integrated exponential Lévy processes.     

Monotonicity theorems for Laplace Beltrami operator on Riemannian manifolds

For free boundary problems on Euclidean spaces, the monotonicity formulas of Alt–Caffarelli–Friedman and Caffarelli–Jerison–Kenig are cornerstones for the regularity theory as well as the existence theory. In this article we establish the analogs of these results for the Laplace–Beltrami operator on Riemannian manifolds. As an application we show that our monotonicity theorems can be employed to prove the Lipschitz continuity for the solutions of a general class of two-phase free boundary problems on Riemannian manifolds.     

Probability and moment inequalities for sums of weakly dependent random variables,with applications

Doukhan and Louhichi [P. Doukhan, S. Louhichi, A new weak dependence condition and application to moment inequalities, Stochastic Process. Appl. 84 (1999) 313–342] introduced a new concept of weak dependence which is more general than mixing. Such conditions are particularly well suited for deriving estimates for the cumulants of sums of random variables. We employ such cumulant estimates to derive inequalities of Bernstein and Rosenthal type which both improve on previous results. Furthermore, we consider several classes of processes and show that they fulfill appropriate weak dependence conditions. We also sketch applications of our inequalities in probability and statistics.     

Gradient estimates for positive harmonic functions by stochastic analysis

We prove Cheng–Yau type inequalities for positive harmonic functions on Riemannian manifolds by using methods of Stochastic Analysis. Rather than evaluating an exact Bismut formula for the differential of a harmonic function, our method relies on a Bismut type inequality which is derived by an elementary integration by parts argument from an underlying submartingale. It is the monotonicity inherited in this submartingale which allows us to establish the pointwise estimates.