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Peter Kuchling

Publications and source records attributed to Peter Kuchling.

8 recordsLinked to original sources

Analysis on the cone of discrete Radon measures

We study analysis on the cone of discrete Radon measures over a locally compact Polish space $X$. We discuss probability measures on the cone and the corresponding correlation measures and correlation functions on the sub-cone of finite discrete Radon measures over $X$. For this, we consider on the cone an analogue of the harmonic analysis on the configuration space developed in [12]. We also study elements of the difference calculus on the cone: we introduce discrete birth-and-death gradients and study the corresponding Dirichlet forms; finally, we discuss a system of polynomial functions on the cone which satisfy the binomial identity.

math-ph

Explosion and non-explosion for the continuous-time frog model

We consider the continuous-time frog model on $\mathbb{Z}$. At time $t = 0$, there are $η(x)$ particles at $x\in \mathbb{Z}$, each of which is represented by a random variable. In particular, $(η(x))_{x \in \mathbb{Z} }$ is a collection of independent random variables with a common distribution $μ$, $μ(\mathbb{Z}_+) = 1$. The particles at the origin are active, all other ones being assumed as dormant, or sleeping. Active particles perform a simple symmetric continuous-time random walk in $\mathbb{Z} $ (that is, a random walk with $\exp(1)$-distributed jump times and jumps $-1$ and $1$, each with probability $1/2$), independently of all other particles. Sleeping particles stay still until the first arrival of an active particle to their location; upon arrival they become active and start their own simple random walks. Different sets of conditions are given ensuring explosion, respectively non-explosion, of the continuous-time frog model. Our results show in particular that if $μ$ is the distribution of $e^{Y \ln Y}$ with a non-negative random variable $Y$ satisfying $\mathbb{E} Y < \infty$, then a.s. no explosion occurs. On the other hand, if $a \in (0,1)$ and $μ$ is the distribution of $e^X$, where $\mathbb{P} \{X \geq t \} = t^{-a}$, $t \geq 1$, then explosion occurs a.s. The proof relies on a certain type of comparison to a percolation model which we call totally asymmetric discrete inhomogeneous Boolean percolation.

math.PR

Interacting particle systems with continuous spins

We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $η(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian dynamics in terms of strong solutions to an infinite coupled system of stochastic differential equations and prove a comparison principle with respect to the initial configuration as well as the drift of the process. Using this comparison principle, we provide sufficient conditions for the existence and uniqueness of an invariant measure in the subcritical regime and prove convergence of the transition probabilities in the Wasserstein-1-distance. Finally, for sublinear drifts, we establish a linear growth theorem showing that the spatial spread is at most linear in time. Our results cover a large class of finite and infinite branching particle systems with interactions among different sites.

math.PR

Wasserstein distance in terms of the Comonotonicity Copula

In this article, we represent the Wasserstein metric of order $p$, where $p\in [1,\infty)$, in terms of the comonotonicity copula, for the case of probability measures on $\R^d$, by revisiting existing results. In 1973, Vallender established the link between the $1$-Wasserstein metric and the corresponding distribution functions for $d=1$. In 1956 Giorgio dall'Aglio showed that the p-Wasserstein metric in $d=1$ could be written in terms of the comonotonicity copula $M$ without being aware of the concept of copulas or Wasserstein metrics. In this article, for the proofs we explicitly combine tools from copula theory and Wasserstein metrics. The extension to general $d\in\N$ has some restriction, as discussed e.g. in \cite{Alfonsi} and \cite{BDS}. Some of the results of \cite{Alfonsi}, \cite{BDS} and \cite{RR} are revisited here in a more explicit form in terms of the comonotonicity copula.

math.PR

Optimal Control of McKean-Vlasov equations with controlled stochasticity

In this article, we analyse the existence of an optimal feedback controller of stochastic optimal control problems governed by SDEs which have the control in the diffusion part. To this end, we consider the underlying Fokker-Planck equation to transform the stochastic optimal control problem into a deterministic problem with open-loop controller.

math.OC

Stability properties of some port-Hamiltonian SPDEs

We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic port-Hamiltonian equations.

math.PR

Limit theorems for time averages of continuous-state branching processes with immigration

In this work we investigate limit theorems for the time-averaged process $\left(\frac{1}{t}\int_0^t X_s^x ds\right)_{t\geq 0}$ where $X^x$ is a subcritical continuous-state branching processes with immigration (CBI processes) starting in $x \geq 0$. Under a second moment condition on the branching and immigration measures we first prove the law of large numbers in $L^2$ and afterward establish the central limit theorem. Assuming additionally that the big jumps of the branching and immigration measures have finite exponential moments of some order, we prove in our main result the large deviation principle and provide a semi-explicit expression for the good rate function in terms of the branching and immigration mechanisms. Our methods are deeply based on a detailed study of the corresponding generalized Riccati equation and related exponential moments of the time-averaged process.

math.PR

Markov dynamics on the cone of discrete Radon measures

We start with a brief overview of the known facts about the spaces of discrete Radon measures those may be considered as generalizations of configuration spaces. Then we study three Markov dynamics on the spaces of discrete Radon measures: analogues of the contact model, of the Bolker--Dieckmann--Law--Pacala model, and of the Glauber-type dynamics. We show how the results obtained previously for the configuration spaces can be modified for the case of the spaces of discrete Radon measures.

math-ph