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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Ergodicity of non-stationary stochastic processes
非平稳 随机过程 遍历性
2023/4/13
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Many-body localization and quantum many-body scars: The strong and weak form of ergodicity breaking
多体定位 量子多体疤痕 遍历性断裂 强弱形式
2023/4/23
On the Geometric Ergodicity of Metropolis-Hastings Algorithms for Lattice Gaussian Sampling
Lattice Gaussian sampling MCMC methods Metropolis-Hastings algorithm
2019/6/10
Sampling from the lattice Gaussian distribution has emerged as an important problem in coding, decoding and cryptography. In this paper, the classic Metropolis-Hastings (MH) algorithm in Markov chain ...
Workshop on Stochastic Dynamical Systems and Ergodicity
Workshop Stochastic Dynamical Systems and Ergodicity
2017/7/5
The objective of the workshop is to bring together researchers in stochastic dynamical systems, ergodic theory, SPDEs, BSDEs, nonlinear expectations and stochastic controls to interact aiming to stimu...
STABLE ERGODICITY FOR PARTIALLY HYPERBOLIC ATTRACTORS WITH NEGATIVE CENTRAL EXPONENTS
PARTIALLY HYPERBOLIC STABLE ERGODICITY
2015/9/29
We establish stable ergodicity of diffeomorphisms with
partially hyperbolic attractors whose Lyapunov exponents along
the central direction are all negative with respect to invariant SRBmeasur...
ERGODICITY OF MAPPING CLASS GROUP ACTIONS ON SU(2)-CHARACTER VAR IET IES
GROUP ACTIONS MAPPING CLASS
2015/9/29
Let be a compact orientable surface with genus g andnboundary components
∂1,..., ∂n. Let b = (b1,...,bn) ∈ [−2,2]
n. Then the mapping class group
Mod() acts on the relative SU(2)-...
Repeat-station surveys: implications from chaos and ergodicity of the recent geomagnetic field
Magnetic repeat stations Chaos Ergodicity
2015/8/18
The present geomagnetic field is chaotic and ergodic: chaotic because it can no longer be predicted beyond around 6 years; and ergodic in the sense that time averages correspond to phase-space average...
Unique Ergodicity for Fractionally Dissipated, Stochastically Forced 2D Euler Equations
Unique Ergodicity Fractionally Dissipated Stochastically Forced 2D Euler Equations
2014/4/3
We establish the existence and uniqueness of an ergodic invariant measure for 2D fractionally dissipated stochastic Euler equations on the periodic box, for any power of the dissipation term.
On Geometric Ergodicity of Skewed - SVCHARME models
Markov switching geometric ergodicity irreducibility mixture models asymmetric stochastic volatility
2012/11/23
Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class o...
Geometric Ergodicity & Scanning Strategies For Two-Component Gibbs Samplers
Geometric Ergodicity Scanning Strategies Two-Component Gibbs Samplers
2012/11/23
In any Markov chain Monte Carlo analysis, rapid convergence of the chain to its target probability distribution is of practical and theoretical importance. A chain that converges at a geometric rate i...
Quantum ergodicity for restrictions to hypersurfaces
Quantum ergodicity restrictions hypersurfaces Analysis of PDEs
2012/4/17
Quantum ergodicity theorem states that for quantum systems with ergodic classical flows, eigenstates are, in average, uniformly distributed on energy surfaces. We show that if N is a hypersurface in t...
Ergodicity of forward times of the renewal process in a block-based inspection model using the delay time concept
Forward time Delay time Inspection Limiting distribution Ergodic Markov chain
2012/4/16
The delay time concept and the techniques developed for modelling and optimising plant inspection practice have been reported in many papers and case studies. For a system subject to a few major failu...
Ergodicity of Poisson products and applications
Ergodicity Poisson products Dynamical Systems
2011/8/24
Abstract: For every $\sigma$-finite measure-preserving transformation $T$ acting on a space $X$ there is an associated probability preserving transformation $T_*$ which acts on discrete countable subs...
Conservative interacting particles system with anomalous rate of ergodicity
H¨ormander type generators conservative interacting particle system ergodicity
2011/1/17
We analyze certain conservative interacting particle system and establish ergodicity of the system for a family of invariant measures. Furthermore,we show that convergence rate to equilibrium is expon...
Ergodicity of Markov Semigroups with Hörmander type generators in Infinite Dimensions
Ergodicity of Markov Semigroups Hö rmander type generators Infinite Dimensions
2011/1/17
We develop an effective strategy for proving strong ergodicity of (nonsymmetric)Markov semigroups associated to H¨ormander type generators when the underlying configuration space is infinite dimension...