7 papers
A Route to Harris ergodicity for Non-Feller Markov Kernels
Jean-Gabriel Attali
For non-Feller Markov kernels satisfying a quasi-Feller factorization, the compact-petite-set criterion gives petite compact sets under \(ψ\)-irreducibility when the support of \(ψ…
Equilibrium Biphasicity and Non-Binary Pathwise Confinement in Stochastic Ising Models
Jean-Gabriel Attali
For the low-temperature two-dimensional Ising model, the two pure Gibbs phases exhaust the extremal equilibrium states, but not the pathwise absorbing structure of the Glauber dyna…
Existence and uniqueness of invariant measures for non-Feller Markov semigroups
Jean-Gabriel Attali
We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time avera…
Asymptotic Stability and Equilibrium Selection in Quasi-Feller Systems with Minimal Moment Conditions
Jean-Gabriel Attali
We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general q…
Analytic Regularity and Approximation Limits of Coefficient-Constrained Shallow Networks
Jean-Gabriel Attali
We study approximation limits of single-hidden-layer neural networks with analytic activation functions under global coefficient constraints. Under uniform bounds, or more…
Visible absorbing decompositions and uniqueness of invariant probabilities
Jean-Gabriel Attali
We identify the measurable absorbing obstruction to uniqueness of invariant probability measures for a Markov kernel. Ordinary absorbing decompositions obstruct global irreducibili…
A kinetic theory approach to consensus formation in financial markets
Jean-Gabriel Attali, Francesco Salvarani
It is sometimes acknowledged that (sell-side) equity analysts' recommendations influence investors and therefore market prices. In particular, the S&P 500 is expected to decline (r…