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We adapt the metric approach to the study of stationary ergodic Hamilton-Jacobi equations, for which a notion of admissible random (sub)solution is defined. For any level of the Hamiltonian greater than or equal to a distinguished critical…

Analysis of PDEs · Mathematics 2016-02-10 Andrea Davini , Antonio Siconolfi

We proposed a learning algorithm for nonparametric estimation and on-line prediction for general stationary ergodic sources. We prepare histograms each of which estimates the probability as a finite distribution, and mixture them with…

Information Theory · Computer Science 2010-06-29 Joe Suzuki

Given an m-dimensional compact submanifold $\mathbf{M}$ of Euclidean space $\mathbf{R}^s$, the concept of mean location of a distribution, related to mean or expected vector, is generalized to more general $\mathbf{R}^s$-valued functionals…

Statistics Theory · Mathematics 2007-08-07 Harrie Hendriks , Zinoviy Landsman

We establish a connection between the structure of a stationary symmetric alpha-stable random field (0 < alpha < 2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosinski (2000). With the help of this…

Probability · Mathematics 2008-10-04 Parthanil Roy , Gennady Samorodnitsky

In this document, we make a round up of the theory of asymptotic normality of sums of associated random variables, in a coherent approach in view of further contributions for new researchers in the field. (Version 01)

Methodology · Statistics 2018-11-20 Gane Samb Lo , Harouna Sangaré , Cheikhna Hamallah Ndiaye

The paper concerns the asymptotic distribution of the mixture density estimator, proposed by Oppenheim et al 2006, in the aggregation/disaggregation problem of random parameter AR(1) process. We prove that, under mild conditions on the…

Statistics Theory · Mathematics 2008-02-07 Dmitrij Celov , Remigijus Leipus , Anne Philippe

A new equivalence notion between non-stationary subdivision schemes, termed asymptotical similarity, which is weaker than asymptotical equivalence, is introduced and studied. It is known that asymptotical equivalence between a…

Numerical Analysis · Mathematics 2014-10-13 Costanza Conti , Nira Dyn , Carla Manni , Marie-Laurence Mazure

We prove that, for a general class of random operators, the family of the unfolded eigenvalues in the localization region is asymptotically ergodic in the sense of N. Minami (see [Mi:11]). N. Minami conjectured this to be the case for…

Spectral Theory · Mathematics 2011-05-25 Frédéric Klopp

We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…

Machine Learning · Computer Science 2020-03-03 Junfeng Wen , Bo Dai , Lihong Li , Dale Schuurmans

Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…

Probability · Mathematics 2025-05-27 Robert E. Gaunt , Zixin Ye

We provide a generalization of the normal mode decomposition for non-symmetric or locality constrained situations. This allows for instance to locally decouple a bipartitioned collection of arbitrarily correlated oscillators up to…

Quantum Physics · Physics 2009-11-13 Michael M. Wolf

The rate-distortion saddle-point problem considered by Lapidoth (1997) consists in finding the minimum rate to compress an arbitrary ergodic source when one is constrained to use a random Gaussian codebook and minimum (Euclidean) distance…

Information Theory · Computer Science 2018-09-03 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

The pseudo-marginal algorithm is a variant of the Metropolis--Hastings algorithm which samples asymptotically from a probability distribution when it is only possible to estimate unbiasedly an unnormalized version of its density.…

Computation · Statistics 2019-12-04 Sebastian M. Schmon , George Deligiannidis , Arnaud Doucet , Michael K. Pitt

We present a new method of analysis of measure-preserving dynamical systems, based on frequency analysis and ergodic theory, which extends our earlier work [1]. Our method employs the novel concept of harmonic time average [2], and is…

Chaotic Dynamics · Physics 2014-07-29 Zoran Levnajić , Igor Mezić

The development of high-resolution imaging methods such as electron and scanning probe microscopy and atomic probe tomography have provided a wealth of information on structure and functionalities of solids. The availability of this data in…

Materials Science · Physics 2022-11-08 Sergei V. Kalinin , Ayana Ghosh , Rama Vasudevan , Maxim Ziatdinov

We consider a denoiser that reconstructs a stationary ergodic source by lossily compressing samples of the source observed through a memoryless noisy channel. Prior work on compression-based denoising has been limited to additive noise…

Information Theory · Computer Science 2025-12-17 Dan Song , Ayfer Özgür , Tsachy Weissman

The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…

Statistics Theory · Mathematics 2015-03-19 Han Xiao , Wei Biao Wu

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…

Statistics Theory · Mathematics 2013-12-18 Liudas Giraitis , Hira L. Koul

We introduce asymptotic-M\"obius (AM) maps, a large-scale analogue of quasi-M\"obius maps tailored to geometric group theory. AM-maps capture coarse cross-ratio behavior for configurations of points that lie far apart, providing a notion of…

Metric Geometry · Mathematics 2026-01-13 Georg Grützner

Computing the embedding distribution of a given graph is a fundamental question in topological graph theory. In this article, we extend our viewpoint to a sequence of graphs and consider their asymptotic embedding distributions, which are…

Combinatorics · Mathematics 2025-07-22 Yichao Chen , Wenjie Fang , Zhicheng Gao , Jinlian Zhang