scholarly journals On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching

2021 ◽  
Vol 286 ◽  
pp. 856-891
Author(s):  
Fubao Xi ◽  
Chao Zhu ◽  
Fuke Wu
2018 ◽  
Vol 50 (3) ◽  
pp. 983-1004 ◽  
Author(s):  
Tanguy Cabana ◽  
Jonathan D. Touboul

Abstract We continue the analysis of large deviations for randomly connected neural networks used as models of the brain. The originality of the model relies on the fact that the directed impact of one particle onto another depends on the state of both particles, and they have random Gaussian amplitude with mean and variance scaling as the inverse of the network size. Similarly to the spatially extended case (see Cabana and Touboul (2018)), we show that under sufficient regularity assumptions, the empirical measure satisfies a large deviations principle with a good rate function achieving its minimum at a unique probability measure, implying, in particular, its convergence in both averaged and quenched cases, as well as a propagation of a chaos property (in the averaged case only). The class of model we consider notably includes a stochastic version of the Kuramoto model with random connections.


Fractals ◽  
2019 ◽  
Vol 27 (06) ◽  
pp. 1950104
Author(s):  
KAMIL KALETA ◽  
MARIUSZ OLSZEWSKI ◽  
KATARZYNA PIETRUSKA-PAŁUBA

For a large class of planar simple nested fractals, we prove the existence of the reflected diffusion on a complex of an arbitrary size. Such a process is obtained as a folding projection of the free Brownian motion from the unbounded fractal. We give sharp necessary geometric conditions for the fractal under which this projection can be well defined, and illustrate them by numerous examples. We then construct a proper version of the transition probability densities for the reflected process and we prove that it is a continuous, bounded and symmetric function which satisfies the Chapman–Kolmogorov equations. These provide us with further regularity properties of the reflected process such us Markov, Feller and strong Feller property.


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