scholarly journals Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices

2020 ◽  
Vol 52 (3) ◽  
pp. 825-854
Author(s):  
Martin Friesen ◽  
Peng Jin ◽  
Jonas Kremer ◽  
Barbara Rüdiger

AbstractThis article investigates the long-time behavior of conservative affine processes on the cone of symmetric positive semidefinite $d\times d$ matrices. In particular, for conservative and subcritical affine processes we show that a finite $\log$ -moment of the state-independent jump measure is sufficient for the existence of a unique limit distribution. Moreover, we study the convergence rate of the underlying transition kernel to the limit distribution: first, in a specific metric induced by the Laplace transform, and second, in the Wasserstein distance under a first moment assumption imposed on the state-independent jump measure and an additional condition on the diffusion parameter.

2021 ◽  
pp. 2150051
Author(s):  
Grzegorz Guzik ◽  
Rafał Kapica

Main goal of this paper is to formulate possibly simple and easy to verify criteria on existence of the unique attracting probability measure for stochastic process induced by generalized iterated function systems with probabilities (GIFSPs). To do this, we study the long-time behavior of trajectories of Markov-type operators acting on product of spaces of Borel measures on arbitrary Polish space. Precisely, we get the desired geometric rate of convergence of sequences of measures under the action of such operator to the unique distribution in the Hutchinson–Wasserstein distance. We apply the obtained results to study limiting behavior of random trajectories of GIFSPs as well as stochastic difference equations with multiple delays.


2011 ◽  
Vol 21 (2) ◽  
pp. 397-463 ◽  
Author(s):  
Christa Cuchiero ◽  
Damir Filipović ◽  
Eberhard Mayerhofer ◽  
Josef Teichmann

2021 ◽  
Author(s):  
Satish Ramakrishna

Abstract The act of measurement on a quantum state is supposed to “decohere” and “collapse” the state into one of several eigenstates of the operator corresponding to the observable being measured. This measurement process is sometimes described as outside standard quantum-mechanical evolution and not calculable from Schr¨odinger’s equation [2]. Progress has, however, been made in studying this problem with two main calculation tools - one uses a time-independent Hamiltonian [18], while a rather more general approach proving that decoherence occurs under some generic conditions [21]. The two general approaches to the study of wave-function collapse are as follows. The first approach, called the “consistent” or “decoherent”’ histories approach [11], studies microscopic histories that diverge probabilistically and explains collapse as an event in our particular history. The other, referred to as the “environmental decoherence” approach[8, 21] studies the effect of the environment upon the quantum system, to explain wave-function decoherence. Then collapse is produced by irreversible effects of various sorts. In the “environmental decoherence” approach, one writes down a Markovian-approximated Master equation to study the time-evolution of the reduced density matrix and obtains the long-time dependence of the off-diagonal elements of this matrix. The calculation in this paper studies the evolution of a quantum system under the “environmental” approach, with a rather important analytic difference. We start from the Schr¨odinger equation for the state of the system, with a time-dependent Hamiltonian that reflects the actual microscopic interactions that are occurring. Then we systematically solve for the time-evolved state, without invoking a Markovian approximation when writing out the effective time-evolution equation, i.e., keeping the evolution unitary until the end. This approach is useful and it allows the system wave-function to explicitly “un-collapse” if the measurement apparatus is sufficiently small. However, in the limit of a macroscopic system, collapse is a temporary state that will simply take extremely long (of the order of multiple universe lifetimes) to reverse. While this has been attempted previously [12], we study a particularly simple and calculable example. We make some connections to the work by Linden et al [21] while doing so. The calculation in this paper has interesting implications for the interpretation of the Wigner’s friend experiment, as well as the Mott experiment, which is explored in Sections V and VI (especially the enumerated points in Section VI). The upshot is that as long as Wigner’s friend is macroscopically large (or uses a macroscopically large measuring instrument), no one needs to worry that Wigner would see something different from his friend. Indeed, Wigner’s friend does not even need to be conscious during the measurement that she conducts. In particular, as a result of the mathematical analysis, the short-time behavior of a collapsing system, at least the one considered in this paper, is not exponential. Instead, it is the usual Fermigolden rule result. The long-term behavior is, of course, still exponential. This is a second novel feature of the paper - we connect the short-term Fermi-golden rule (quadratic-in-time behavior) transition probability to the exponential long-time behavior of a collapsing wave-function in one continuous mathematical formulation.


2010 ◽  
Vol 42 (2) ◽  
pp. 371-391 ◽  
Author(s):  
Anna Rusinek

We examine the long-time behavior of forward rates in the framework of Heath-Jarrow-Morton-Musiela models with infinite-dimensional Lévy noise. We give an explicit condition under which the rates have a mean reversion property. In a special case we show that this condition is fulfilled for any Lévy process with variance smaller than a given constant, depending only on the state space and the volatility.


2010 ◽  
Vol 42 (02) ◽  
pp. 371-391 ◽  
Author(s):  
Anna Rusinek

We examine the long-time behavior of forward rates in the framework of Heath-Jarrow-Morton-Musiela models with infinite-dimensional Lévy noise. We give an explicit condition under which the rates have a mean reversion property. In a special case we show that this condition is fulfilled for any Lévy process with variance smaller than a given constant, depending only on the state space and the volatility.


Author(s):  
Christa Cuchiero ◽  
Damir Filipovic ◽  
Eberhard Mayerhofer ◽  
Josef Teichmann

2020 ◽  
Vol 13 (3) ◽  
pp. 93
Author(s):  
Shijun Wang ◽  
Baocheng Zhu ◽  
Chen Li ◽  
Mingzhe Wu ◽  
James Zhang ◽  
...  

In this paper, we propose a general Riemannian proximal optimization algorithm with guaranteed convergence to solve Markov decision process (MDP) problems. To model policy functions in MDP, we employ Gaussian mixture model (GMM) and formulate it as a non-convex optimization problem in the Riemannian space of positive semidefinite matrices. For two given policy functions, we also provide its lower bound on policy improvement by using bounds derived from the Wasserstein distance of GMMs. Preliminary experiments show the efficacy of our proposed Riemannian proximal policy optimization algorithm.


Author(s):  
Akil Ibrahim Al-Zuhari

The article defines the features of the process of forming the research tradition of studying the institute of parliamentarism as a mechanism for the formation of democracy. It is established that parliamentarism acts as one of the varieties of the regime of functioning of the state, to which the independence of the representative body from the people is inherent, its actual primacy in the state mechanism, the division of functions between the legislative and executive branches of government, the responsibility and accountability of the government to the parliament. It is justified that, in addition to the regime that fully meets the stated requirements of classical parliamentarism, there are regimes that can be characterized as limited parliamentary regimes. The conclusions point out that parliamentarism does not necessarily lead to a democracy regime. At the first stage of development of statehood, it functions for a long time in the absence of many attributes of democracy, but at the present stage, without parliamentarism, democracy will be substantially limited. Modern researchers of parliamentarism recognize that this institution is undergoing changes with the development of the processes of democracy and democratization. This is what produces different approaches to its definition. However, most scientists under classical parliamentarianism understand such a system, which is based on the balance of power. This approach seeks to justify limiting the rights of parliament and strengthening executive power. Keywords: Parliamentarism, research strategy, theory of parliamentarism, types of parliamentarism


2021 ◽  
Vol 8 (1) ◽  
pp. 27-45
Author(s):  
M. M. Freitas ◽  
M. J. Dos Santos ◽  
A. J. A. Ramos ◽  
M. S. Vinhote ◽  
M. L. Santos

Abstract In this paper, we study the long-time behavior of a nonlinear coupled system of wave equations with damping terms and subjected to small perturbations of autonomous external forces. Using the recent approach by Chueshov and Lasiecka in [21], we prove that this dynamical system is quasi-stable by establishing a quasistability estimate, as consequence, the existence of global and exponential attractors is proved. Finally, we investigate the upper and lower semicontinuity of global attractors under autonomous perturbations.


Sign in / Sign up

Export Citation Format

Share Document