Related papers: Averaging of Hamiltonian flows with an ergodic com…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

Motivated by the well-known phase-space portrait of the nonlinear pendulum, the purpose of this paper is to obtain convergence rates in the ergodic theorem for flows in the plane that have arbitrarily slow trajectories. Considering bounded…

We consider coupled slow-fast stochastic processes, where the averaged slow motion is given by a two-dimensional Hamiltonian system with multiple critical points. On a proper time scale, the evolution of the first integral converges to a…

In this paper, we study the pointwise convergence of centain continuous-time polynomial ergodic averages. Our approach is based on the topological models of measurable flows. One of the main results of this paper is as follows: Let $a\in…

The ergodic properties of two uncoupled oscillators, a horizontal and vertical one, residing in a class of non rectangular star-shaped polygons with only vertical and horizontal boundaries and impacting elastically from its boundaries are…

We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…

We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…

We introduce a novel type of random perturbation for the classical Lorenz flow in order to better model phenomena slowly varying in time such as anthropogenic forcing in climatology and prove stochastic stability for the unperturbed flow.…

We consider the horocyclic flow corresponding to a (topologically mixing) Anosov flow or diffeomorphism, and establish the uniqueness of transverse quasi-invariant measures with H\"older Jacobians. In the same setting, we give a precise…

This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

For an ergodic flow, a range of rates of convergence of Birkhoff averages from the maximum rate to an arbitrarily slow rate is realized by choosing the averaging function. For torus windings, the continuity of the averaging functions is…

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

In the present work we consider the behavior of the geodesic flow on the unit tangent bundle of the 2-torus $T^2$ for an arbitrary Riemannian metric. A natural non-negative quantity which measures the complexity of the geodesic flow is the…

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 consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…

This paper elucidates the connection between stationary symmetric alpha-stable processes with 0<alpha<2 and nonsingular flows on measure spaces by describing a new and unique decomposition of stationary stable processes into those…

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…