Ergodic behavior of graph entropy.
Ergodic behaviour of “signed voter models”
We answer some questions raised by Gantert, Löwe and Steif (Ann. Inst. Henri Poincaré Probab. Stat.41(2005) 767–780) concerning “signed” voter models on locally finite graphs. These are voter model like processes with the difference that the edges are considered to be either positive or negative. If an edge between a site and a site is negative (respectively positive) the site will contribute towards the flip rate of if and only if the two current spin values are equal (respectively opposed)....
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
A linear-quadratic control problem with an infinite time horizon for some infinite dimensional controlled stochastic differential equations driven by a fractional Brownian motion is formulated and solved. The feedback form of the optimal control and the optimal cost are given explicitly. The optimal control is the sum of the well known linear feedback control for the associated infinite dimensional deterministic linear-quadratic control problem and a suitable prediction of the adjoint optimal system...
Ergodic properties of locally stationary processes
Ergodic properties of marked point processes in
Ergodic theorems for superadditive processes.
Ergodic theory and connections with analysis and probability.
Ergodicity and asymptotically almost periodic solutions of some differential equations.
Ergodicity of hypoelliptic SDEs driven by fractional brownian motion
We demonstrate that stochastic differential equations (SDEs) driven by fractional brownian motion with Hurst parameter H>½ have similar ergodic properties as SDEs driven by standard brownian motion. The focus in this article is on hypoelliptic systems satisfying Hörmander’s condition. We show that such systems enjoy a suitable version of the strong Feller property and we conclude that under a standard controllability condition they admit a unique stationary solution that is physical in the...
Ergodicity of increments of the Rosenblatt process and some consequences
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...
Ergodicity of PCA: equivalence between spatial and temporal mixing conditions.
Errata: A Matrix with an application to the motion of an absorbing Markov chain. I.
Errata : « Les semi-martingales formelles »
Erratum / Correction to : “A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement”
Erratum / Correction to : “Minimization of the Kullback information of diffusion processes”
Erratum : “Pathwise approximations of process based on the fine structure of their filtrations”
Erratum to “Eigenvalues of GUE minors" [Electron. J. Probab. 11, 1342–1371 (2006; Zbl 1127.60047)].
Erratum to : “Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel–Leader graphs”
Erratum to “Number variance from a probabilistic perspective, infinite systems of independent Brownian motions and symmetric -stable processes".
Erratum to the paper "On the Kaczmarz algorithm of approximation in infinite-dimensional spaces" (Studia Math. 148 (2001), 75-86)