Stochastic Processes and their Applications最新文献_第5页

Conditional independence in stationary distributions of diffusions 扩散静态分布中的条件独立性

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-21 DOI: 10.1016/j.spa.2025.104604

Tobias Boege , Mathias Drton , Benjamin Hollering , Sarah Lumpp , Pratik Misra , Daniela Schkoda

引用次数: 0

Global well-posedness and enhanced dissipation for the 2D stochastic Nernst–Planck–Navier–Stokes equations with transport noise 带输运噪声的二维随机Nernst-Planck-Navier-Stokes方程的全局适定性和增强耗散

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-14 DOI: 10.1016/j.spa.2025.104603

Quyuan Lin , Rongchang Liu , Weinan Wang

引用次数: 0

The geometry of controlled rough paths 控制粗糙路径的几何形状

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-12 DOI: 10.1016/j.spa.2025.104594

Mazyar Ghani Varzaneh , Sebastian Riedel , Alexander Schmeding , Nikolas Tapia

引用次数: 0

Gradual convergence for Langevin dynamics on a degenerate potential 简并势上Langevin动力学的逐渐收敛

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-12 DOI: 10.1016/j.spa.2025.104601

Gerardo Barrera , Conrado da-Costa , Milton Jara

{"title":"Gradual convergence for Langevin dynamics on a degenerate potential","authors":"Gerardo Barrera , Conrado da-Costa , Milton Jara","doi":"10.1016/j.spa.2025.104601","DOIUrl":"10.1016/j.spa.2025.104601","url":null,"abstract":"<div><div>In this paper, we study an ordinary differential equation with a degenerate global attractor at the origin, to which we add a white noise with a small parameter that regulates its intensity. Under general conditions, for any fixed intensity, as time tends to infinity, the solution of this stochastic dynamics converges exponentially fast in total variation distance to a unique equilibrium distribution. We suitably accelerate the random dynamics and show that the preceding convergence is gradual, that is, the function that associates to each fixed <span><math><mrow><mi>t</mi><mo>≥</mo><mn>0</mn></mrow></math></span> the total variation distance between the accelerated random dynamics at time <span><math><mi>t</mi></math></span> and its equilibrium distribution converges, as the noise intensity tends to zero, to a decreasing function with values in <span><math><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></math></span>. Moreover, we prove that this limit function for each fixed <span><math><mrow><mi>t</mi><mo>≥</mo><mn>0</mn></mrow></math></span> corresponds to the total variation distance between the marginal, at time <span><math><mi>t</mi></math></span>, of a stochastic differential equation that comes down from infinity and its corresponding equilibrium distribution. This completes the classification of all possible behaviors of the total variation distance between the time marginal of the aforementioned stochastic dynamics and its invariant measure for one dimensional well-behaved convex potentials. In addition, there is no cut-off phenomenon for this one-parameter family of random processes and asymptotics of the mixing times are derived.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"184 ","pages":"Article 104601"},"PeriodicalIF":1.1,"publicationDate":"2025-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143419923","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Stochastic parallel translations and diffusions on the Wasserstein space over T T上Wasserstein空间上的随机平行平移和扩散

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-11 DOI: 10.1016/j.spa.2025.104602

Hao Ding , Shizan Fang , Xiang-Dong Li

引用次数: 0

Fast exact simulation of the first-passage event of a subordinator 快速精确模拟一个下属的第一通道事件

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-10 DOI: 10.1016/j.spa.2025.104599

Jorge Ignacio González Cázares , Feng Lin , Aleksandar Mijatović

引用次数: 0

Symmetry and functional inequalities for stable Lévy-type operators 稳定l<s:1>型算子的对称不等式和泛函不等式

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-10 DOI: 10.1016/j.spa.2025.104600

Lu-Jing Huang , Tao Wang

引用次数: 0

Laws of the iterated and single logarithm for sums of independent indicators, with applications to the Ginibre point process and Karlin’s occupancy scheme 独立指标和的迭代和单对数规律，及其在Ginibre点过程和Karlin占用方案中的应用

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-10 DOI: 10.1016/j.spa.2025.104597

Dariusz Buraczewski , Alexander Iksanov , Valeriya Kotelnikova

{"title":"Laws of the iterated and single logarithm for sums of independent indicators, with applications to the Ginibre point process and Karlin’s occupancy scheme","authors":"Dariusz Buraczewski , Alexander Iksanov , Valeriya Kotelnikova","doi":"10.1016/j.spa.2025.104597","DOIUrl":"10.1016/j.spa.2025.104597","url":null,"abstract":"<div><div>We prove a law of the iterated logarithm (LIL) for an infinite sum of independent indicators parameterized by <span><math><mi>t</mi></math></span> and monotone in <span><math><mi>t</mi></math></span> as <span><math><mrow><mi>t</mi><mo>→</mo><mi>∞</mi></mrow></math></span>. It is shown that if the expectation <span><math><mi>b</mi></math></span> and the variance <span><math><mi>a</mi></math></span> of the sum are comparable, then the normalization in the LIL includes the iterated logarithm of <span><math><mi>a</mi></math></span>. If the expectation grows faster than the variance, while the ratio <span><math><mrow><mo>log</mo><mi>b</mi><mo>/</mo><mo>log</mo><mi>a</mi></mrow></math></span> remains bounded, then the normalization in the LIL includes the single logarithm of <span><math><mi>a</mi></math></span> (so that the LIL becomes a law of the single logarithm). Applications of our result are given to the number of points of the infinite Ginibre point process in a disk and the number of occupied boxes and related quantities in Karlin’s occupancy scheme.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"183 ","pages":"Article 104597"},"PeriodicalIF":1.1,"publicationDate":"2025-02-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143395379","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Effective growth rates in a periodically changing environment: From mutation to invasion 周期性变化环境中的有效增长率：从突变到入侵

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-08 DOI: 10.1016/j.spa.2025.104598

Manuel Esser , Anna Kraut

引用次数: 0

Wasserstein asymptotics for Brownian motion on the flat torus and Brownian interlacements 平环上布朗运动和布朗交织的Wasserstein渐近性

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-02-08 DOI: 10.1016/j.spa.2025.104595

Mauro Mariani , Dario Trevisan

引用次数: 0