Mixing and average mixing times for general Markov processes

Yuval Peres and Perla Sousi showed that the mixing times and average mixing times of reversible Markov chains on finite state spaces are equal up to some universal multiplicative constant. We use tools from nonstandard analysis to extend this result to reversible Markov chains on compact state spaces that satisfy the strong Feller property.

Unique Ergodicity for a Class of Stochastic Hyperbolic Equations with Additive Space-Time White Noise

In this paper, we consider a certain class of second order nonlinear PDEs with damping and space-time white noise forcing, posed on the d-dimensional torus. This class includes the wave equation for $$d=1$$ d = 1 and the beam equation for $$d\le 3$$ d ≤ 3 . We show that the Gibbs measure is the unique invariant measure for this system. Since the flow does not satisfy the strong Feller property, we introduce a new technique for showing unique ergodicity. This approach may be also useful in situations in which finite-time blowup is possible.

REFLECTED BROWNIAN MOTION ON SIMPLE NESTED FRACTALS

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.