In this short paper, we consider a quadruple $(Ω, Å, θ, μ)$,where $Å$ is a $σ$-algebra of subsets of $Ω$, and $θ$ is a measurable bijection from $Ω$ into itself that preserves the measure $μ$. For each $B \in Å$, we consider the measure $μ_B$ obtained by taking cycles (excursions) of iterates of $θ$ from $B$. We then derive a relation for $μ_B$ that involves the forward and backward hitting times of $B$ by the trajectory $(θ^n ω, n \in \Z)$ at a point $ω\in Ω$. Although classical in appearance, its use in obtaining uniqueness of invariant measures of various stochastic models seems to be new. We apply the concept to countable Markov chains and Harris processes.
Let $X$ be an irreducible symmetric Markov process with the strong Feller property. We assume, in addition, that $X$ is explosive and has a tightness property. We then prove the existence and uniqueness of quasi-stationary distributions of $X$.
In this paper, we shall prove that the irreducibility in the sense of fine topology implies the uniqueness of invariant probability measures. It is also proven that this irreducibility is strictly weaker than the strong Feller property plus irreducibility in the sense of original topology, which is the usual uniqueness condition.
The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's transformation, we also establish the existence result for equations with singular coefficients. Instead of the uniqueness, the non-uniqueness of stationary distributions are considered for equations with regular coefficients. Concrete examples including McKean-Vlasov stochastic equations with the quadratic interaction and the non-quadratic interaction, and equ…
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This specific self-interaction leads to nonlinear stochastic differential equations and permits to point out singular phenomenons like non uniqueness of associated stationary measures. The existence of several invariant measures is essentially based on the non convex environment and requires generalized Laplace's method approximations.
On the uniqueness of quasi-stationary distributions for population models with spatial structure
University of Buenos Aires（布宜诺斯艾利斯大学）；Instituto de Investigaciones Matemáticas Luis A. Santaló（路易斯·A·桑塔洛数学研究所）；University of São Paulo（圣保罗大学）；Federal University of Minas Gerais（米纳斯吉拉斯联邦大学）
We present a proof of the almost sure existence, uniqueness and coalescence of directed semi-infinite geodesics in planar growth models that is based on properties of an increment-stationary version of the growth process. The argument is developed in the context of the exponential corner growth model. It uses coupling, planar monotonicity, and properties of the stationary growth process to derive the existence of Busemann functions, which in turn control geodesics. This soft approach is in some situations an alternative to the much-applied 20-year-old arguments of C. Newman and co-authors. Alo…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution (in particular, the distribution of the conditioned process admits a limit when time goes to infinity). Moreover, we prove that the distribution of the process converges exponentially fast in total variation norm to its quasi-stationary distribution and we provide an explicit rate of convergence. As a first application of our result, we bring a new insight o…
We study the ergodic theory of stationary directed nearest-neighbor polymer models on $\mathbb Z^2$, with i.i.d. weights. Such models are equivalent to specifying a stationary distribution on the space of weights and correctors that satisfy certain consistency conditions. We show that for prescribed weight distribution and corrector mean, there is at most one stationary polymer distribution which is ergodic under the $e_1$ or $e_2$ shift. Further, if the weights have more than two moments and the corrector mean vector is an extreme point of the superdifferential of the limiting free energy, th…
We consider a Markov process $ X(t) $ on the nonnegative integers $E= S \cup \{0\}$, where $S=\{1,2,...\}$ is an irreducible class and 0 is an absorbing state. In this paper, we investigate conditions under which the quasi-stationary distribution for $X(t)$ exists and is unique, and any initial distribution supported in $S$ is in the domain of attraction of this quasi-stationary distribution. We further find five conditions which are equivalent to that the extinction time is uniformly bounded. As a consequence, we prove the van Doorn's conjecture in \cite{VD2012}. And we can greatly improve th…
We continue the study of Markov systems started in \cite{Wer1}. In this paper, we prove a generalization of Breiman's strong low of large numbers \cite{Br} which implies a necessary condition for the uniqueness of the stationary state of a Markov system.
A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary solution are given.
We consider an inviscid stochastically forced dyadic model, where the additive noise acts only on the first component. We prove that a strong solution for this problem exists and is unique by means of uniform energy estimates. Moreover, we exploit these results to establish strong existence and uniqueness of the stationary distribution.
The present paper studies existence and distributional uniqueness of subclasses of stationary hard-core particle systems arising as thinnings of stationary particle processes. These subclasses are defined by natural maximality criteria. We investigate two specific criteria, one related to the intensity of the hard-core particle process, the other one being a local optimality criterion on the level of realizations. In fact, the criteria are equivalent under suitable moment conditions. We show that stationary hard-core thinnings satisfying such criteria exist and are frequently distributionally …
We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide an example showing that uniqueness can fail if the state space is separable and metric (but not Polish) even though a coupling defined via a continuous and positive definite function exists.
We consider a locally uniformly strictly elliptic second order partial differential operator in $\mathbb{R}^d$, $d\ge 2$, with low regularity assumptions on its coefficients, as well as an associated Hunt process and semigroup. The Hunt process is known to solve a corresponding stochastic differential equation that is pathwise unique. In this situation, we study the relation of invariance, infinitesimal invariance, recurrence, transience, conservativeness and $L^r$-uniqueness, and present sufficient conditions for non-existence of finite infinitesimally invariant measures as well as finite inv…
We present conservativeness criteria for sub-Markovian semigroups generated by divergence type operators with specified infinitesimally invariant measures. The conservativeness criteria in this article are derived by $L^1$-uniqueness and imply that a given infinitesimally invariant measure becomes an invariant measure. We explore further conditions on the coefficients of the partial differential operators that ensure the uniqueness of the invariant measure beyond the case where the corresponding semigroups are recurrent. A main observation is that for conservativeness and uniqueness of invaria…
A stochastic Navier-Stokes equation with space-time Gaussian white noise is considered, having as infinitesimal invariant measure a Gaussian measure μ_ν whose covariance is given in terms of the enstrophy. Pathwise uniqueness for μ_ν-a.e. initial velocity is proven for solutions having μ_ν as invariant measure.
We consider Jackson Networks on general countable graphs and with arbitrary service times. We find natural sufficient conditions for existence and uniqueness of stationary distributions. They generalise these obtained earlier by Kelbert, Kontsevich and Rybko.
Consider the Langevin process, described by a vector (position,momentum) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. We prove the compactness of the semigroup of the Langevin process absorbed at the boundary of the domain $D:=\mathcal{O}\times\mathbb{R}^d$. We then obtain the existence of a unique quasi-stationary distribution (QSD) for the Langevin process on $D$. We also provide a spectral interpretation of this QSD and obtain an exponential convergence of the Langevin process conditioned on non-absorption tow…
This paper introduces stochastic processes that describe the evolution of systems of particles in which particles immigrate according to a Poisson measure and split according to a self-similar fragmentation. Criteria for existence and absence of stationary distributions are established and uniqueness is proved. Also, convergence rates to the stationary distribution are given. Linear equations which are the deterministic counterparts of fragmentation with immigration processes are next considered. As in the stochastic case, existence and uniqueness of solutions, as well as existence and uniquen…
In this note we consider a chain of $N$ oscillators, whose ends are in contact with two heat baths at different temperatures. Our main result is the exponential convergence to the unique invariant probability measure (the stationary state). We use the Lyapunov's function technique of Rey-Bellet and coauthors with different model of heat baths, and adapt these techniques to two new case recently considered in the literature by respectively Bernardin and Olla, Lefevere and Schenkel
We consider random walks on the group of orientation-preserving homeomorphisms of the real line ${\mathbb R}$. In particular, the fundamental question of uniqueness of an invariant measure of the generated process is raised. This problem was already studied by Choquet and Deny (1960) in the context of random walks generated by translations of the line. Nowadays the answer is quite well understood in general settings of strongly contractive systems. Here we focus on broader class of systems satisfying the conditions: recurrence, contraction and unbounded action. We prove that under these condit…
We show that Zhang's sandpile model (N,[a,b]) on N sites and with uniform additions on [a,b] has a unique stationary measure for all 0 <= a < b <= 1. This generalizes earlier results where this was shown in some special cases. We define the infinite volume Zhang's sandpile model in dimension d >= 1, in which topplings occur according to a Markov toppling process, and we study the stabilizability of initial configurations chosen according to some measure μ. We show that for a stationary ergodic measure μwith density ρ, for all ρ< 1/2, μis stabilizable; for all ρ>= 1, μis not stabilizable; for 1…
In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. The strong Feller property is also obtained.
In this paper, we prove a general result concerning finite-range, attractive interacting particle systems on $\{-1, 1\}^{\mathbb{Z}^d}$. If the particle system has a unique stationary measure and, in a precise sense, relaxes to this stationary measure at an exponential rate then any small perturbation of the dynamics also has a unique stationary measure to which it relaxes at an exponential rate. To augment this result, we study the particular case of Glauber dynamics for the Ising model. We show that for any non-zero external field the dynamics converges to its unique invariant measure at an …
In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups. Moreover, the existence of invariant measures and the convergence rate of corresponding transition semigroup to the invariant measure are also investigated. As applications, the main results are applied to singular stochastic $p$-Laplace equations and stochastic fast diffusion equations, which solves an open problem raised by Barbu and Da Prato in [Stoc. Proc. App…
We study the tamed magnetohydrodynamics equations, introduced recently in a paper by the author, perturbed by multiplicative Wiener noise of transport type on the whole space $\mathbb{R}^{3}$ and on the torus $\mathbb{T}^{3}$. In a first step, existence of a unique strong solution are established by constructing a weak solution, proving that pathwise uniqueness holds and using the Yamada-Watanabe theorem. We then study the associated Markov semigroup and prove that it has the Feller property. Finally, existence of an invariant measure of the equation is shown for the case of the torus.
We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear (cubic) term of the Ginzburg-Landau equation. Under these assumptions, we show that the stochastic PDE has a unique invariant measure. The techniques of proof combine a controllability argument for the low-lying frequencies with an infinite dimensional version of the Malliavin calculus to show positivity and regularity of the invariant measure. This then implies t…
Röckner and Zhang in [27] proved the existence of a unique strong solution to a stochastic tamed 3D Navier-Stokes equation in the whole space and for the periodic boundary case using a result from [31]. In the latter case, they also proved the existence of an invariant measure. In this paper, we improve their results (but for a slightly simplified system) using a self-contained approach. In particular, we generalise their result about an estimate on the $L^4-$norm of the solution from the torus to $\mathbb{R}^3$, see Lemma 5.1 and thus establish the existence of an invariant measure on $\mathb…
For the 1-dimensional Kuramoto-Sivashinsky equation with random forcing term, existence and uniqueness of solutions is proved. Then, the Markovian semigroup is well defined; its properties are analyzed, in order to provide sufficient conditions for existence and uniqueness of invariant measures for this stochastic equation. Finally, regularity results are presented.
Let Λbe a finite subset of Z^d. We study the following sandpile model on Λ. The height at any given vertex x of Λis a positive real number, and additions are uniformly distributed on some interval [a,b], which is a subset of [0,1]. The threshold value is 1; when the height at a given vertex exceeds 1, it topples, that is, its height is reduced by 1, and the heights of all its neighbours in Λincrease by 1/2d. We first establish that the uniform measure μon the so called "allowed configurations" is invariant under the dynamics. When a < b, we show with coupling ideas that starting from any initi…
