Related papers: Ergodic properties of Poissonian ID processes
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
We show how to characterize the indistinguishability of up to four identical, bosonic or fermionic particles, which are rendered partially distinguishable through their internal degrees of freedom prepared in mixed states. This is…
We provide conditions which guarantee that ergodic measures are dense in the simplex of invariant probability measures of a dynamical system given by a continuous map acting on a Polish space. Using them we study generic properties of…
We study ergodic properties of compositions of holomorphic endomorphisms of the complex projective space chosen independently at random according to some probability distribution. Along the way, we construct positive closed currents which…
An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of…
This paper deals with measurable stationary symmetric stable random fields indexed by R^d and their relationship with the ergodic theory of nonsingular R^d-actions. Based on the phenomenal work of Rosinski(2000), we establish extensions of…
We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…
We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…
We consider densities $D_\Sigma(A)$, $\overline{D}_\Sigma(A)$ and $\underline{D}_\Sigma(A)$ for a subset $A$ of $\mathbb{N}$ with respect to a sequence $\Sigma$ of finite subsets of $\mathbb{N}$ and study Fourier coefficients of ergodic,…
We extend Dye's reconstruction theorem, which classifies isomorphisms between full groups, to a classification of homomorphisms between full groups. For full groups of ergodic p.m.p. equivalence relations, our result roughly says that such…
We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…
We study a generic but simple non-integrable quantum {\em many-body} system of {\em locally} interacting particles, namely a kicked $t-V$ model of spinless fermions on 1-dim lattice (equivalent to a kicked Heisenberg XX-Z chain of 1/2…
We describe the statistical properties of the dynamics of the quadratic polynomials P_a(z):=e^{2\pi a i} z+z^2 on the complex plane, with a of high return times. In particular, we show that these maps are uniquely ergodic on their measure…
We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…
The double Heston model is one of the most popular option pricing models in financial theory. It is applied to several issues such that risk management and volatility surface calibration. This paper deals with the problem of global…
By benefit of Pesin's method to prove ergodicity with respect to Lebesgue measure for ordinary dynamical systems, we conclude ergodicity (resp. term-ergodicity) for some action semigroups with respect to volume measure (resp. quasi…
We consider dynamics of scalar semilinear parabolic equations on bounded intervals with periodic boundary conditions, and on the entire real line, with a general nonlinearity $g(t,x,u,u_x)$ either not depending on $t$, or periodic in $t$.…
For the multivariate COGARCH(1,1) volatility process we show sufficient conditions for the existence of a unique stationary distribution, for the geometric ergodicity and for the finiteness of moments of the stationary distribution by a…
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…
We establish the existence and uniqueness of an ergodic invariant measure for 2D fractionally dissipated stochastic Euler equations on the periodic box, for any power of the dissipation term.