scientific article; zbMATH DE number 53531

Publication date 18 September 1992

coupling ideas Equilibrium particle systems hydrodynamical limits large deviations Markov chains particle systems spectral gap theory of jump processes Yang-Mills lattice field

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of probability theory (60Axx) Distribution theory (60Exx) Limit theorems in probability theory (60Fxx) Markov processes (60Jxx) Yang-Mills and other gauge theories in quantum field theory (81T13) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Interacting particle systems in time-dependent statistical mechanics (82C22)

Cited in

(only showing first 100 items - show all)

General collision branching processes with two parameters
Critical phenomenon of a two component nonlinear stochastic system
Existence of the optimal measurable coupling and ergodicity for Markov processes
Stochastic comparability and dual \(Q\)-functions
Application of coupling methods to the Neumann eigenvalue problem
On order-preservation and positive correlations for multidimensional diffusion processes
The 1996 Wald memorial lectures. Stochastic models of interacting systems
On self-attracting \(d\)-dimensional random walks
Ising models on the lattice Sierpiński gasket.
Coupling, spectral gap and related topics. III
Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
Eigenvalues, inequalities and ergodic theory
Sufficient and necessary conditions for stochastic comparability of jump processes
Hydrodynamic limits for a two-species reaction-diffusion process.
The principal eigenvalue for jump processes
Subcritical asymptotic behavior in the thermodynamic limit of reversible random polymerization processes.
Nash inequalities for Markov processes in dimension one
Explicit bounds of the first eigenvalue.
Exponential convergence rate in Boltzmann-Shannon entropy
Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation
Nonlinear fluctuation behavior of financial time series model by statistical physics system
Hermitizable, isospectral complex matrices or differential operators
Hypercontractivity for space-time white noise driven SPDEs with reflection
Ergodicity of one-dimensional resource sharing systems.
Stability of a random diffusion with nonlinear drift
Ergodic degrees for continuous-time Markov chains
Variational principles of hitting times for non-reversible Markov chains
Nash inequalities for general symmetric forms
Singular limit for stochastic reaction-diffusion equation and generation of random interfaces
Stability for a random evolution equation with Gaussian perturbation
Saturation in a Markovian parking process
Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap.
Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
Efficient Markovian couplings: Examples and counterexamples.
Nonlinear master equation of multitype particle systems
Poincaré inequality on the path space of Poisson point processes
Analytic proof of dual variational formula for the first eigenvalue in dimension one
The decay function of nonhomogeneous birth-death processes, with application to mean-field models
Functional inequalities for empty essential spectrum
Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump
Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump
Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
Exponential convergence in the Wasserstein metric W₁ for one dimensional diffusions
Resolvent decomposition theorems and their application in denumerable Markov processes with instantaneous states
Exponential and strong ergodicity for Markov processes with an application to queues
Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal
Recurrence and decay properties of a star-typed queueing model with refusal
Algebraic convergence of diffusion processes on \(\mathbb R^n\) with radial diffusion and drift coefficients
Asymptotic properties of jump-diffusion processes with state-dependent switching
Convergence bound in total variation for an image restoration model
Reversibility and potentiality of exclusion processes on countable discrete groups
On the stability of jump-diffusions with Markovian switching
(Quasi-)regular Dirichlet forms for particle systems on Polish spaces
Non Markovian behavior of the Boltzmann-Grad limit of linear stochastic particle systems
Functional inequalities for particle systems on Polish spaces
On the empty essential spectrum for Markov processes in dimension one
Invariant measure for the Markov process corresponding to a PDE system
Transport-information inequalities for Markov chains
Decay property of stopped Markovian bulk-arriving queues with c-servers
Extinction probability of interacting branching collision processes
Estimation of spectral gap for elliptic operators
Subgeometric rates of convergence for a class of continuous-time Markov process
Reflection couplings and contraction rates for diffusions
Uniqueness, recurrence and decay properties of collision branching processes with immigration
Isospectral operators
Optimal markovian couplings and applications
Estimation of spectral gap for Markov chains
Estimate of exponential convergence rate in total variation by spectral gap
Birth-death processes with disaster and instantaneous resurrection
Sobolev type inequalities for general symmetric forms
Right order spectral gap estimates for generating sets of ℤ₄
scientific article; zbMATH DE number 2133327 (Why is no real title available?)
Exponential ergodicity for single-birth processes
The collision branching process
The eigentime identity for continuous-time ergodic Markov chains
Local conditions for the stochastic comparison of particle systems
Explicit criteria for several types of ergodicity of the embedded M/G/1 and GI/M/n queues
Hypercontractivity for functional stochastic differential equations
Nonequilibrium Markov processes conditioned on large deviations
Symmetric measures, continuous networks, and dynamics
Lattice-oriented percolation system applied to volatility behavior of stock market
Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system
Hypercontractivity and applications for stochastic Hamiltonian systems
Poincaré inequality for Dirichlet distributions and infinite-dimensional generalizations
Countable state Markov processes: non-explosiveness and moment function
Markov branching processes with immigration-migration and resurrection
Uniqueness criteria for continuous-time Markov chains with general transition structures
Applications of Feller-Reuter-Riley transition functions
Strong ergodicity of monotone transition functions
Reaction-diffusion processes
Invariant measures for a random evolution equation with small perturbations
Algebraic convergence rate for reflecting diffusion processes on manifolds with boundary
Recent Results on Recurrent Solutions and Limit Distributions of SDEs
Extinction behavior and recurrence of n-type Markov branching-immigration processes
Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
Coupling for Ornstein-Uhlenbeck processes with jumps
Exponential ergodicity under Wasserstein distance for regime-switching stochastic functional differential equations with infinite delay
The tail behavior of Cox-Ingersoll-Ross processes with state-dependent switching

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