The Northeast Model is a spin system on the two-dimensional integer lattice that evolves according to the following rule: Whenever a site's southerly and westerly nearest neighbors have spin $1$, it may reset its own spin by tossing a $p$-coin; at all other times, its spin remains frozen. It is proved that the northeast model has a phase transition at $p_{c}=1-β_{c}$, where $β_{c}$ is the critical parameter for oriented percolation. For $p<p_{c}$, the trivial measure $δ_{0}$ that puts mass one on the configuration with all spins set at $0$ is the unique ergodic, translation invariant, stationary measure. For $p\geq p_{c}$, the product Bernoulli-$p$ measure on configuration space is the unique nontrivial, ergodic, translation invariant, stationary measure for the system, and it is mixing. For $p>2/3$ it is shown that there is exponential decay of correlations.
In this paper, we establish the existence, uniqueness and attraction properties of an invariant measure for the real Ginzburg-Landau equation in the presence of a degenerate stochastic forcing acting only in four directions. The main challenge is to establish time asymptotic smoothing properties of the Markovian dynamics corresponding to this system. To achieve this, we propose a condition which only requires four noises
Recently, a number of authors have investigated the conditions under which a stochastic perturbation acting on an infinite dimensional dynamical system, e.g. a partial differential equation, makes the system ergodic and mixing. In particular, one is interested in finding minimal and physically natural conditions on the nature of the stochastic perturbation. I shall review recent results on this question; in particular, I shall discuss the Navier-Stokes equation on a two dimensional torus with a random force which is white noise in time, and excites only a finite number of modes. The number of …
It is well known that stationary geometrically ergodic Markov chains are $β$-mixing (absolutely regular) with geometrically decaying mixing coefficients. Furthermore, for initial distributions other than the stationary one, geometric ergodicity implies $β$-mixing under suitable moment assumptions. In this note we show that similar results hold also for subgeometrically ergodic Markov chains. In particular, for both stationary and other initial distributions, subgeometric ergodicity implies $β$-mixing with subgeometrically decaying mixing coefficients. Although this result is simple it should p…
We link conditional weak mixing and ergodicity of the tensor product in Riesz spaces. In particular, we characterise conditional weak mixing of a conditional expectation preserving system by the ergodicity of its tensor product with itself or other ergodic systems. In order to achieve this we characterise the components of the weak order units in the tensor product of two Dedekind complete Riesz spaces with weak order units.
Let $G$ be a semi-direct product $G=A\times_ϕK$ with $A$ Abelian and $K$ compact. We characterize spread-out probability measures on $G$ that are mixing by convolutions by means of their Fourier transforms. A key tool is a spectral radius formula for the Fourier transform of a regular Borel measure on $G$ that we develop, and which is analogous to the well-known Beurling--Gelfand spectral radius formula. For spread-out probability measures on $G$, we also characterize ergodicity by means of the Fourier transform of the measure. Finally, we show that spread-out probability measures on such grou…
For a general attractive Probabilistic Cellular Automata on S Z d , we prove that the (time-) convergence towards equilibrium of this Markovian parallel dynamics, exponentially fast in the uniform norm, is equivalent to a condition (A). This condition means the exponential decay of the inuence from the boundary for the invariant measures of the system restricted to nite boxes. For a class of reversible PCA dynamics on {--1, +1} Z d , with a naturally associated Gibbsian potential $φ$, we prove that a (spatial-) weak mixing condition (WM) for $φ$ implies the validity of the assumption (A); thus…
We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in the setting of kinetic solutions taking values in an L^1-weighted space.
The East process, a well known reversible linear chain of spins, represents the prototype of a general class of interacting particle systems with constraints modeling the dynamics of real glasses. In this paper we consider a generalization of the East process living in the d-dimensional lattice and we establish new progresses on the out- of-equilibrium behavior. In particular we prove a form of (local) exponential ergodicity when the initial distribution is far from the stationary one and we prove that the mixing time in a finite box grows linearly in the side of the box.
Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish space. In the Markovian case, the idea of Poincaré sections is introduced. It is proved that if the periodic measure is PS-ergodic, then it is ergodic. Moreover, if the infinitesimal generator of the Markov semigroup only has equally placed simple eigenvalues including $0$ on the imaginary axis, then the periodic measure is PS-ergodic and has positive minimum period. Conversely if the periodic measure with the positive minimum period is PS-mixing, then the infinitesimal generator only has equally placed simp…
It is well known that for a strictly stationary, reversible, Harris recurrent Markov chain, the $ρ$-mixing condition is equivalent to geometric ergodicity and to a "spectral gap" condition. In this note, it will be shown with an example that for that class of Markov chains, the "interlaced" variant of the $ρ$-mixing condition fails to be equivalent to those conditions.
Suppose that T is a map of the Wiener space into itself, of the following type: T=I+u where u takes its values in the Cameron-Martin space H. Assume also that u is a finite sum of H-valued multiple Ito-Wiener integrals. In this work we prove that if T preserves the Wiener measure, then necessarily u is in the first Wiener chaos and the transformation corresponding to it is a rotation in the sense of [9]. Afterwards the ergodicity and mixing of such transformations, which are second quantizations of the unitary operators on the Cameron-Martin space, are characterized. Finally, the ergocity of t…
We propose a possible way of attacking the question posed originally by Daniel Revuz and Marc Yor in their book published in 1991. They were asking whether the Lévy transformation of the Wiener--space is ergodic. Our main results are formulated in terms of a strongly stationary sequence of random variables obtained by evaluating the iterated paths at time one. Roughly speaking, this sequence has to approach zero "sufficiently fast". For example, one of our results states that if the expected hitting time of small neighbourhoods of the origin do not growth faster then the inverse of the size of…
We study a damped stochastic non-linear Schrödinger (NLS) equation driven by an additive noise. It is white in time and smooth in space. Using a coupling method, we establish convergence of the Markovian transition semi-group toward a unique invariant probability measure. This kind of method was originally developped to prove exponential mixing for strongly dissipative equations such as the Navier-Stokes equations. We consider here a weakly dissipative equation, the damped nonlinear Schrödinger equation in the one dimensional cubic case. We prove that the mixing property holds and that the rat…
In this work we present different results concerning mixing properties of multivariate infinitely divisible (ID) stationary random fields. First, we derive some necessary and sufficient conditions for mixing of stationary ID multivariate random fields in terms of their spectral representation. Second, we prove that (linear combinations of independent) mixed moving average fields are mixing. Further, using a simple modification of the proofs of our results we are able to obtain weak mixing versions of our results. Finally, we prove the equivalence of ergodicity and weak mixing for multivariate …
The ergodic theorems of Hopf, Wiener and Birkhoff were extended to the context of Riesz spaces with a weak order unit and conditional expectation operator by Kuo, Labuschagne and Watson in [Ergodic Theory and the Strong Law of Large Numbers on Riesz Spaces. Journal of Mathematical Analysis and Applications, 325,(2007), 422-437.]. However, the precise concept of what constitutes ergodicity in Riesz spaces was not considered. In this short paper we fill in this omission and give some explanations of the choices made. In addition, we consider the interplay between mixing and ergodicity in the Rie…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker, that is, the environment process. We can transfer the rate of mixing in time of the environment to the rate of mixing of the environment process with a loss of at most polynomial order. Therefore the method is applicable to environments with sufficiently fast polynomial mixing. We obtain unique ergodicity of the environment process. Moreover, the unique invar…
A Theoretical Comparison of No-U-Turn Sampler Variants: Necessary and Sufficient Convergence Conditions and Mixing Time Analysis under Gaussian Targets
Université Paris-Saclay, ENS Paris-Saclay, Centre Borelli（巴黎-萨克雷大学，巴黎-萨克雷高等师范学院，Borelli中心）；University of Pennsylvania（宾夕法尼亚大学）
The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional distributions given one of the components. Such questions play a fundamental role in the ergodic theory of nonlinear filters. In the setting of Harris chains, conditional ergodicity has been established under general nondegeneracy assumptions. Unfortunately, Markov chains in infinite-dimensional state spaces are rarely amenable to the classical theory of Harris cha…
In this paper we study ergodicity and mixing property of some measure preserving transformations on the Wiener space (W,H,μ) which are generated by some random unitary operators defined on the Cameron-Martin space H.
In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability measures converge to the stationary measure at a rate slower than geometric. Specifically, we consider suitably defined higher-order nonlinear autoregressions that behave similarly to a unit root process for large values of the observed series but we place almost no restrictions on their dynamics for moderate values of the observed series. Results on the subg…
We introduce an statistical mechanical formalism for the study of discrete-time stochastic processes with which we prove: (i) General properties of extremal chains, including triviality on the tail $σ$-algebra, short-range correlations, realization via infinite-volume limits and ergodicity. (ii) Two new sufficient conditions for the uniqueness of the consistent chain. The first one is a transcription of a criterion due to Georgii for one-dimensional Gibbs measures, and the second one corresponds to Dobrushin criterion in statistical mechanics. (iii) Results on loss of memory and mixing propert…
Rational weak mixing is a measure theoretic version of Krickeberg's strong ratio mixing property for infinite measure preserving transformations. It requires "{\tt density}" ratio convergence for every pair of measurable sets in a dense hereditary ring. Rational weak mixing implies weak rational ergodicity and (spectral) weak mixing. It is enjoyed for example by Markov shifts with Orey's strong ratio limit property. The power, subsequence version of the property is generic.
The ergodic properties of the randomly forced Navier-Stokes system have been extensively studied in the literature during the last two decades. The problem has always been considered in bounded domains, in order to have, for example, suitable spectral properties for the Stokes operator, to ensure some compactness properties for the resolving operator of the system and the associated functional spaces, etc. In the present paper, we consider the Navier-Stokes system in an unbounded domain satisfying the Poincaré inequality. Assuming that the system is perturbed by a bounded non-degenerate noise,…
We show that any stationary symmteric $α$-stable ($SαS$) random field indexed by a countable amenable group $G$ is weakly mixing if and only if it is generated by a null action, extending works of Samorodnitsky and Wang-Roy-Stoev for abelian groups to all amenable groups. This enables us to improve significantly the domain of a recently discovered connection to von Neumann algebras. We also establish ergodicity of stationary $SαS$ fields associated with boundary and double boundary actions of a hyperbolic group $G$, where the boundary is equipped with either the Patterson-Sullivan or the hitti…
In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a loss l(u_n,X_n) is incurred. In this setting, it is known that one may choose (under a mild integrability assumption) a decision strategy whose pathwise time-average loss is asymptotically smaller than that of any other strategy. The corresponding problem in the case of partial information proves to be much more delicate, however: if the process X is not observable, but decisions must be based on the observation of a di…
This thesis is devoted to the study of ergodicity and large deviations for the stochastic nonlinear wave (NLW) equation with smooth white noise in 3D. Under some standard growth and dissipativity assumptions on the nonlinearity, we show that the Markov process associated with the flow of NLW equation has a unique stationary measure that attracts the law of any solution with exponential rate. This result implies, in particular, the strong law of large numbers as well as the central limit theorem for the trajectories. We next consider the problem of small noise asymptotics for the family of stat…
We give new sufficient ergodicity conditions for two-state probabilistic cellular automata (PCA) of any dimension and any radius. The proof of this result is based on an extended version of the duality concept. Under these assumptions, in the one dimensional case, we study some properties of the unique invariant measure and show that it is shift-mixing. Also, the decay of correlation is studied in detail. In this sense, the extended concept of duality gives exponential decay of correlation and allows to compute explicitily all the constants involved.
We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be used as a basis to sample from certain classes of target measures which are absolutely continuous with respect to a Gaussian measure. Our work addresses an open question posed in [Beskos et al., Stochastic Process. Appl., 2011], and provides an alternative to a recent proof based on exact coupling techniques given in arXiv:1909.07962. The approach here establi…
