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Register a new userContinuity of Zero-Hitting Times of Bessel Processes and Welding Homeomorphisms of SLE$_kappa$
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We consider a family of Bessel Processes that depend on the starting point $x$ and dimension $delta$, but are driven by the same Brownian motion. Our main result is that almost surely the first time a process hits $0$ is jointly continuous in $x$ and $delta$, provided $deltale 0$. As an application, we show that the SLE($kappa$) welding homeomorphism is continuous in $kappa$ for $kappain [0,4]$. Our motivation behind this is to study the well known problem of the continuity of SLE$_kappa$ in $kappa$. The main tool in our proofs is random walks with increments distributed as infinite mean Inverse-Gamma laws.
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The Ray--Knight theorems show that the local time processes of various path fragments derived from a one-dimensional Brownian motion $B$ are squared Bessel processes of dimensions $0$, $2$, and $4$. It is also known that for various singular perturbations $X= |B| + mu ell$ of a reflecting Brownian motion $|B|$ by a multiple $mu$ of its local time process $ell$ at $0$, corresponding local time processes of $X$ are squared Bessel with other real dimension parameters, both positive and negative. Here, we embed squared Bessel processes of all real dimensions directly in the local time process of $B$. This is done by decomposing the path of $B$ into its excursions above and below a family of continuous random levels determined by the Harrison--Shepp construction of skew Brownian motion as the strong solution of an SDE driven by $B$. This embedding connects to Brownian local times a framework of point processes of squared Bessel excursions of negative dimension and associated stable processes, recently introduced by Forman, Pal, Rizzolo and Winkel to set up interval partition evolutions that arise in their approach to the Aldous diffusion on a space of continuum trees.
We generalize the notion of strong stationary time and we give a representation formula for the hitting time to a target set in the general case of non-reversible Markov processes.
In the setting of non-reversible Markov chains on finite or countable state space, exact results on the distribution of the first hitting time to a given set $G$ are obtained. A new notion of strong metastability time is introduced to describe the local relaxation time. This time is defined via a generalization of the strong stationary time to a conditionally strong quasi-stationary time(CSQST). Rarity of the target set $G$ is not required and the initial distribution can be completely general. The results clarify the the role played by the initial distribution on the exponential law; they are used to give a general notion of metastability and to discuss the relation between the exponential distribution of the first hitting time and metastability.
For the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use and its powerful result: drift theory allows the user to derive bounds on the expected first-hitting time of a random process by bounding expected local changes of the process -- the drift. This is usually far easier than bounding the expected first-hitting time directly. Due to the widespread use of drift theory, it is of utmost importance to have the best drift theorems possible. We improve the fundamental additive, multiplicative, and variable drift theorems by stating them in a form as general as possible and providing examples of why the restrictions we keep are still necessary. Our additive drift theorem for upper bounds only requires the process to be nonnegative, that is, we remove unnecessary restrictions like a finite, discrete, or bounded search space. As corollaries, the same is true for our upper bounds in the case of variable and multiplicative drift.
Let 0<alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least alpha of the state space. Suitably modified results hold in discrete time and/or without the reversibility assumption. The key technical tool is a construction of a random set A such that the hitting time of A is both light-tailed and a stationary time for the chain. We note that essentially the same results were obtained independently by Peres and Sousi [arXiv:1108.0133].
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