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Ergodicity of increments of the Rosenblatt process and some consequences

Petr Čoupek, Pavel Křížek, Bohdan Maslowski (2025)

Czechoslovak Mathematical Journal

A new proof of the mixing property of the increments of Rosenblatt processes is given. The proof relies on infinite divisibility of the Rosenblatt law that allows to prove only the pointwise convergence of characteristic functions. Subsequently, the result is used to prove weak consistency of an estimator for the self-similarity parameter of a Rosenblatt process, and to prove the existence of a random attractor for a random dynamical system induced by a stochastic reaction-diffusion equation driven...

Exponential convergence to the stationary measure and hyperbolicity of the minimisers for random Lagrangian Systems

Boritchev, Alexandre (2017)

Proceedings of Equadiff 14

We consider a class of 1d Lagrangian systems with random forcing in the spaceperiodic setting: φ t + φ x 2 / 2 = F ω , x S 1 = / . These systems have been studied since the 1990s by Khanin, Sinai and their collaborators [7, 9, 11, 12, 15]. Here we give an overview of their results and then we expose our recent proof of the exponential convergence to the stationary measure [6]. This is the first such result in a classical setting, i.e. in the dual-Lipschitz metric with respect to the Lebesgue space L p for finite p , partially answering...

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