Related papers: Ergodic Properties of Max-Infinitely Divisible Pro…
For nonstationary, strongly mixing sequences of random variables taking their values in a finite-dimensional Euclidean space, with the partial sums being normalized via matrix multiplication, with certain standard conditions being met, the…
We study two properties of nonsingular and infinite measure-preserving ergodic systems: weak double ergodicity, and ergodicity with isometric coefficients. We show that there exist infinite measure-preserving transformations that are…
Consider a stochastic process $\{X(t)\}$ on a finite state space $ {\sf X}=\{1,\dots, d\}$. It is conditionally Markov, given a real-valued `input process' $\{\zeta(t)\}$. This is assumed to be small, which is modeled through the scaling,…
Max-infinitely divisible (max-id) processes play a central role in extreme-value theory and include the subclass of all max-stable processes. They allow for a constructive representation based on the pointwise maximum of random functions…
We establish characterization results for the ergodicity of stationary symmetric $\alpha$-stable (S$\alpha$S) and $\alpha$-Frechet random fields. We show that the result of Samorodnitsky [Ann. Probab. 33 (2005) 1782-1803] remains valid in…
A measure preserving action of a countably infinite group \Gamma is called totally ergodic if every infinite subgroup of \Gamma acts ergodically. For example, all mixing and mildly mixing actions are totally ergodic. This note shows that if…
Ergodic Functions are bounded uniformly continuous $(\text{BUC})$ functions that are typical realizations of continuous stationary ergodic process. A natural question is whether such functions are always the sum of an almost periodic with…
We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…
Whereas classical invariance principles for ergodic Markov chains address the situation in which the time horizon of observations is much larger than the mixing time, the quality of approximation is questionable when this is not the case…
We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…
We prove the existence of a successful coupling for $n$ particles in the symmetric inclusion process. As a consequence we characterize the ergodic measures with finite moments, and obtain sufficient conditions for a measure to converge in…
{\abstract{\textwidth=4,5 in} A discrete time process, with law $\mu$, is quasi-exchangeable if for any finite permutation $\sigma$ of time indices, the law $\mu_\sigma$ of the resulting process is equivalent to $\mu$. For a…
We study ergodic and mixing properties of non-autonomous dynamics on the unit circle generated by inner functions fixing the origin.
We study mixing properties of epimorphisms of a compact connected finite-dimensional abelian group $X$. In particular, we show that a set $F$, $|F|>\dim X$, of epimorphisms of $X$ is mixing iff every subset of $F$ of cardinality $(\dim…
We introduce the ergodic condition which assures the existence of an invariant measure for Feller processes defined on an arbitrary complete and separable metric space.
For a class of irrational numbers, depending on their Diophantine properties, we construct explicit rank-one transformations that are totally ergodic and not weakly mixing. We classify when the measure is finite or infinite. In the finite…
We consider steady states for a class of mechanical systems with particle-disk interactions coupled to two, possibly unequal, heat baths. We show that any steady state that satisfies some natural assumptions is ergodic and absolutely…
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…
For many environmental processes, recent studies have shown that the dependence strength is decreasing when quantile levels increase. This implies that the popular max-stable models are inadequate to capture the rate of joint tail decay,…
We introduce high staircase infinite measure preserving transformations and prove that they are mixing under a restricted growth condition. This is used to (i) realize each subset $E\subset\Bbb N\cup\{\infty\}$ as the set of essential…