Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity
DOI10.1090/tran/8098zbMath1454.60120arXiv1905.11868OpenAlexW3038282725WikidataQ115545719 ScholiaQ115545719MaRDI QIDQ5125075
Publication date: 1 October 2020
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.11868
gravitationviscositylocal timeregenerative processreflected Brownian motiontotal variation distanceexponential ergodicityHarris recurrenceinert driftrenewal timepetite sets
Diffusion processes (60J60) Local time and additive functionals (60J55) Stochastic integral equations (60H20)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Brownian motion martingales and stochastic calculus
- Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity
- Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
- Stationary distributions for diffusions with inert drift
- Markov processes with product-form stationary distribution
- Processes with inert drift
- Geometric ergodicity of two-dimensional Hamiltonian systems with a Lennard-Jones-like repulsive potential
- Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema
- Exponential and uniform ergodicity of Markov processes
- Join-the-shortest queue diffusion limit in Halfin-Whitt regime: sensitivity on the heavy-traffic parameter
- Gravitation versus Brownian motion
- Long time asymptotics for constrained diffusions in polyhedral domains
- Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Markov Chains and Stochastic Stability
- Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics
- Probability
- On the path of an inert object impinged on one side by a Brownian particle
This page was built for publication: Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity