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We analyse the convergence of the ergodic formula for Toeplitz matrix-sequences generated by a symbol and we produce explicit bounds depending on the size of the matrix, the regularity of the symbol and the regularity of the test function.

Numerical Analysis · Mathematics 2025-03-20 Giovanni Barbarino

We study various ergodic properties of C*-dynamical systems inspired by unique ergodicity. In particular we work in a framework allowing for ergodic properties defined relative to various subspaces, and in terms of weighted means. Our main…

Operator Algebras · Mathematics 2015-03-30 Rocco Duvenhage , Farrukh Mukhamedov

We study N interacting random walks on the positive integers. Each particle has drift {\delta} towards infinity, a reflection at the origin, and a drift towards particles with lower positions. This inhomogeneous mean field system is shown…

Probability · Mathematics 2017-02-10 Luisa Andreis , Amine Asselah , Paolo Dai Pra

Any reliable biomarker has to be specific, generalizable, and reproducible across individuals and contexts. The exact values of such a biomarker must represent similar health states in different individuals and at different times within the…

Quantitative Methods · Quantitative Biology 2023-05-12 Madhur Mangalam , Arash Sadri , Junichiro Hayano , Eiichi Watanabe , Ken Kiyono , Damian G. Kelty-Stephen

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…

Methodology · Statistics 2014-06-18 Johan Segers

Ergodicity economics is a new branch of economic theory that notes the conceptual difference between time averages and expectation values, which coincide only for ergodic observables. It postulates that individual agents maximise the time…

Economics · Quantitative Finance 2021-03-02 Ole Peters , Alexander Adamou

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…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

Based on T.Tao's result of norm convergence of multiple ergodic averages for commut-ing transformation, we obtain there is a subsequence which converges almost everywhere. Meanwhile, the ergodic behaviour, which the time average is equal to…

Dynamical Systems · Mathematics 2021-12-07 Xia Pan , Zuohuan Zheng , Zhe Zhou

A simple argument shows that eigenstates of a classically ergodic system are individually ergodic on coarse-grained scales. This has implications for the quantization ambiguity in ergodic systems: the difference between alternative…

Quantum Physics · Physics 2009-08-14 L. Kaplan

One challenge in the estimation of financial market agent-based models (FABMs) is to infer reliable insights using numerical simulations validated by only a single observed time series. Ergodicity (besides stationarity) is a strong…

Econometrics · Economics 2022-08-18 Ivonne Schwartz , Mark Kirstein

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates a class of random dynamical systems, arising from perturbing a one-dimensional piecewise…

Dynamical Systems · Mathematics 2025-10-27 Cecilia González-Tokman , Joshua Peters

We prove ergodicity in a class of skew-product extensions of interval exchange transformations given by cocycles with logarithmic singularities. This, in particular, gives explicit examples of ergodic $\mathbb{R}$-extensions of minimal…

Dynamical Systems · Mathematics 2023-08-07 Przemysław Berk , Frank Trujillo , Corinna Ulcigrai

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

We study the optimization of ergodic averages for multi-valued dynamical systems, i.e. where points may have multiple different forward orbits. Under upper semi-continuity assumptions, we show that the maximum space average with respect to…

Dynamical Systems · Mathematics 2025-06-03 Oliver Jenkinson , Xiaoran Li , Yuexin Liao , Yiwei Zhang

Nonstandard ergodic averages can be defined for a measure-preserving action of a group on a probability space, as a natural extension of classical (nonstandard) ergodic averages. We extend the one-dimensional theory, obtaining L^1 pointwise…

Dynamical Systems · Mathematics 2012-06-21 Patrick LaVictoire , Andrew Parrish , Joseph Rosenblatt

In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only assumption that the process generating the data is stationary…

Information Theory · Computer Science 2012-04-05 Daniil Ryabko , Boris Ryabko

Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…

Statistical Mechanics · Physics 2015-06-04 Jae-Hyung Jeon , Ralf Metzler

From a dynamical viewpoint, basic phase transitions of statistical mechanics can be regarded as a breaking of ergodicity. While many random models exhibiting such transitions at the thermodynamics limit exist, finite-dimensional examples…

Mathematical Physics · Physics 2019-09-25 Bastien Fernandez

This paper is a physicist's review of the major conceptual issues concerning the problem of spectral universality in quantum systems. Here we present a unified, graph-based view of all archetypical models of such universality (billiards,…

Quantum Physics · Physics 2018-02-19 Wen Wei Ho , Djordje Radicevic

We establish results with an arithmetic flavor that generalize the polynomial multidimensional Szemeredi theorem and related multiple recurrence and convergence results in ergodic theory. For instance, we show that in all these statements…

Dynamical Systems · Mathematics 2015-11-19 Nikos Frantzikinakis , Bernard Host
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