In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric α-stable processes. For this purpose, explicit and sharp criteria for Poincaré type inequalities (including Poincaré, super Poincaré and weak Poincaré inequalities) of the corresponding non-local Dirichlet forms are derived. Moreover, our...

We study the non-equilibrium relaxation of the spherical spin-glass model with p-spin interactions in the N → ∞ limit. We analytically solve the asymptotics of the magnetization and the correlation and response functions for long but finite times. Even in the thermodynamic limit the system exhibits 'weak' (as well as 'true') ergodicity breaking and aging effects. We determine a functional Paris...

In the thesis, we study ergodicity of adaptive Markov Chain Monte Carlo methods (MCMC) based on two conditions (Diminishing Adaptation and Containment which together imply ergodicity), explain the advantages of adaptive MCMC, and apply the theoretical result for some applications. First we show several facts: 1. Diminishing Adaptation alone may not guarantee ergodicity; 2. Containment is not ne...

One of the most interesting aspects in the theory of cellular automata is the study of different types of nilpotency, that is, different ways in which a cellular automaton can force a particular symbol (usually called 0) to appear frequently in all its spacetime diagrams. The simplest such notion, called simply ‘nilpotency’, is that the cellular automaton c maps every configuration to a uniform...

A mesoscopic model of amorphous plasticity is discussed in the context of depinning models. After embedding in a d+1-dimensional space, where the accumulated plastic strain lives along the additional dimension, the gradual plastic deformation of amorphous media can be regarded as the motion of an elastic manifold in a disordered landscape. While the associated depinning transition leads to scal...

We study the asymptotic behavior of the solution of semi-linear PDEs. Neither periodicity nor ergodicity assumptions are assumed. The coefficients admit only a limit in a C̀esaro sense. In such a case, the limit coefficients may have discontinuity. We use probabilistic approach based on weak convergence techniques for the associated backward stochastic differential equation in the S-topology. We...

This paper considers ergodicity properties of certain adaptive Markov chain Monte Carlo (MCMC) algorithms for multidimensional target distributions, in particular Adaptive Metropolis and Adaptive Metropoliswithin-Gibbs. It was previously shown by Roberts and Rosenthal (2007) that Diminishing Adaptation and Containment imply ergodicity of adaptive MCMC. We derive various sufficient conditions to...

The statistical properties of endomorphisms under the assumption that the associated Perron– Frobenius operator is quasicompact are considered. In particular, the central limit theorem, weak invariance principle and law of the iterated logarithm for sufficiently regular observations are examined. The approach clarifies the role of the usual assumptions of ergodicity, weak mixing, and exactness....

We present counter-examples to demonstrate that when g is unbounded the conditions of Simultaneous Uniform Ergodicity and Diminishing Adaptation are not enough to guarantee that the the weak law of large numbers (WLLN) holds, although from the results of Roberts and Rosenthal [4] we know that WLLN holds under these conditions when g is bounded. Then we show various theoretical results of the WL...