跳过程μ正则性和不变测度存在性

本文给出了一般状态跳过程μ正则的充分条件,作为其推论得到跳跃链常返的跳过程是μ正则的,证明了跳跃链常返的跳过程,其q对的不变测度是跳过程的不变测度.还证明了跳跃链常返的跳过程存在唯一的不变测度.     

Ergodic Theorems and Ergodic Decomposition for Markov Chains

This paper considers Markov chains on a locally compact separable metricspace, which have an invariant probability measure but with no otherassumption on the transition kernel. Within this context, the limit providedby several ergodic theorems is explicitly identified in terms of the limitof the expected occupation measures. We also extend Yosidasergodic decomposition for Feller-like kernels to arbitrarykernels, and present ergodic results for empirical occupation measures, aswell as for additive-noise systems.     

Occupation measure for random walk on the circle

We give bounds on the probability of deviation of the occupation measure of an interval on the circle for random walk.     

Variational solutions of dissipative jump-type stochastic evolution equations

We deal with existence and uniqueness of variational solutions to a class of dissipative stochastic evolution equations driven by general Lévy processes. Furthermore, we prove existence and uniqueness of the invariant measure and the existence of an invariant set associated with the solutions under mild conditions, respectively.     

Wasserstein convergence of invariant measures for fractional stochastic reaction–diffusion equations on unbounded domains

This paper is concerned with the convergence of invariant measures in the Wasserstein sense for fractional stochastic reaction–diffusion equations defined on unbounded domains as the noise intensity approaches zero. Based on uniform estimates of solutions, we prove the family of invariant measures of the stochastic equations converges to the invariant measure of the corresponding deterministic equations in terms of the Wasserstein metric. We also provide the rate of such convergence.     

On a Class of Stochastic Semilinear PDEs

Abstract

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the space L ²(H;ν), where ν is the invariant measure. We also prove the closability of the derivative operator and an integration by parts formula. Finally, under boundness conditions on the nonlinear term, we prove a Poincaré inequality, a logarithmic Sobolev inequality, and the ipercontractivity of the transition semigroup.     

Invariant measures for interval maps with critical points and singularities

We prove that, under a mild summability condition on the growth of the derivative on critical orbits any piecewise monotone interval map possibly containing discontinuities and singularities with infinite derivative (cusp map) admits an ergodic invariant probability measures which is absolutely continuous with respect to Lebesgue measure.     

Measure of noninvertibility of minimal maps

Minimal maps in compact metric spaces are known to be almost one-to-one. Thus, the set of points with more than one preimage is of first category. In the present paper we study the measure of this set with respect to the invariant measures of the considered minimal map. Among others, we give an example of a minimal self-mapping of a continuum such that the set of points with more than one preimage has positive measure for every invariant measure.     

Qualitative behaviour of stochastic delay equations with a bounded memory

A dichotomy is proved concerning recurrence properties of the solution of certain stochastic delay equations. If the solution process is recurrent, there exists an invariant measure π on the state space C which is unique (up to a multiplicative constant) and the tail-field is trivial. If π happens to be a probability measure, then for every initial condition, the distribution of the process converges to it as t→∞. We will formulate a sufficient condition for the existence of an invariant probability measure (ipm) in icrnia of Lyapunov junctionals and give two examples, one Heing the stochastic-delay version of the famous logistic equation of population growth. Finally we study approximations of delay equations by Markov chains.     

Intermittency generated by attracting and weakly repelling fixed points

Recently for a class of critically intermittent random systems a phase transition was found for the finiteness of the absolutely continuous invariant measure. The systems for which this result holds are characterized by the interplay between a superexponentially attracting fixed point and an exponentially repelling fixed point. In this article we consider a closely related family of random systems with exponentially fast attraction to and polynomially fast repulsion from two fixed points, and show that such a phase transition still exists. The method of the proof however is different and relies on the construction of a suitable invariant set for the transfer operator.     

Large-time asymptotics for an uncorrelated stochastic volatility model

We derive a large-time large deviation principle for the log stock price under an uncorrelated stochastic volatility model. For this we use a Donsker-Varadhan-type large deviation principle for the occupation measure of the Ornstein-Uhlenbeck process, combined with a simple application of the contraction principle and exponential tightness.     

Riemannian geometry on contact Lie groups

We investigate contact Lie groups having a left invariant Riemannian or pseudo-Riemannian metric with specific properties such as being bi-invariant, flat, negatively curved, Einstein, etc. We classify some of such contact Lie groups and derive some obstruction results to the existence of left invariant contact structures on Lie groups.      

Concentration of symmetric eigenfunctions

In this article we examine the concentration and oscillation effects developed by high-frequency eigenfunctions of the Laplace operator in a compact Riemannian manifold. More precisely, we are interested in the structure of the possible invariant semiclassical measures obtained as limits of Wigner measures corresponding to eigenfunctions. These measures describe simultaneously the concentration and oscillation effects developed by a sequence of eigenfunctions. We present some results showing how to obtain invariant semiclassical measures from eigenfunctions with prescribed symmetries. As an application of these results, we give a simple proof of the fact that in a manifold of constant positive sectional curvature, every measure which is invariant by the geodesic flow is an invariant semiclassical measure.     

On the Stochastic Wave Equation with Nonlinear Damping

We discuss an initial boundary value problem for the stochastic wave equation with nonlinear damping. We establish the existence and uniqueness of a solution. Our method for the existence of pathwise solutions consists of regularization of the equation and data, the Galerkin approximation and an elementary measure-theoretic argument. We also prove the existence of an invariant measure when the equation has pure nonlinear damping.     

Random dynamical systems arising from iterated function systems with place-dependent probabilities

We show that if an iterated function system with place-dependent probabilities admits an invariant and attractive measure, then it has the structure of a random dynamical system (in the sense of Ludwig Arnold).     

Density of periodic points, invariant measures and almost equicontinuous points of cellular automata

Revisiting the notion of μ-almost equicontinuous cellular automata introduced by R. Gilman, we show that the sequence of image measures of a shift ergodic measure μ by iterations of such automata converges in Cesàro mean to an invariant measure μ_c. Moreover the dynamical system (cellular automaton F, invariant measure μ_c) has still the μ_c-almost equicontinuity property and the set of periodic points is dense in the topological support of the measure μ_c. We also show that the density of periodic points in the topological support of a measure μ occurs for each μ-almost equicontinuous cellular automaton when μ is an invariant and shift ergodic measure. Finally using most of these results we give a non-trivial example of a couple (μ-equicontinuous cellular automaton F, shift and F-invariant measure μ) such that the restriction of F to the topological support of μ has no equicontinuous points.     

A Functional LIL and Some Weighted Occupation Measure Results for Fractional Brownian Motion

Weighted occupation measure results are obtained for fractional Brownian motion. Proofs depend on small ball probability estimates of the sup-norm for these processes, which are then used to obtain a functional law of the iterated logarithm. The occupation measure results are consequences of the law of the iterated logarithm.     

M(O)BIUS INVARIANT GRADIENT AND LITTLE α-BLOCH FUNCTIONS

In this paper, the authors get the characterizations of the integral and Carleson type measure both associated with the invariant gradient for little α-Bloch functions in the unit ball of Cn. As a consequence, some results of Ouyang C H, Yang W S and Zhao R H in [4] and a result of Yang W S in [10] are extended.     

The occurrence of sequence patterns in ergodic Markov chains

The occupation measure identity is used to derive the expected waiting time for the first occurrence of a fixed finite pattern in a sequence of observations generated by an ergodic Markov chain.