Related papers: Ergodic Properties of Max-Infinitely Divisible Pro…
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…
Max-stable processes are central models for spatial extremes. In this paper, we focus on some space-time max-stable models introduced in Embrechts et al. (2016). The processes considered induce discrete-time Markov chains taking values in…
Given a probability space $(X,\mu)$, a square integrable function $f$ on such space and a (unilateral or bilateral) shift operator $T$, we prove under suitable assumptions that the ergodic means $N^{-1}\sum_{n=0}^{N-1} T^nf$ converge…
The entangled ergodic theorem concerns the study of the convergence in the strong, or merely weak operator topology, of the multiple Cesaro mean $$\frac{1}{N^{k}}\sum_{n_{1},...,n_{k}=0}^{N-1} U^{n_{\a(1)}}A_{1}U^{n_{\a(2)}}...…
Consider a Markov process $\{\Phi(t) : t\geq 0\}$ evolving on a Polish space ${\sf X}$. A version of the $f$-Norm Ergodic Theorem is obtained: Suppose that the process is $\psi$-irreducible and aperiodic. For a given function $f\colon{\sf…
Ergodic optimization aims to describe dynamically invariant probability measures that maximize the integral of a given function. For a wide class of intrinsically ergodic subshifts over a finite alphabet, we show that the space of…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We study the notions of weak rational ergodicity and rational weak mixing as defined by Jon Aaronson. We prove that various families of infinite measure-preserving rank-one transformations possess (or do not posses) these properties, and…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…
This paper deals with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: \[\mathrm{d}X_t=\mathrm{d}B_t-g(t)\nabla…
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…
A classical fact in ergodic theory is that ergodicity is equivalent to almost everywhere divergence of ergodic sums of all nonnegative integrable functions which are not identically zero. We show two methods, one in the measure preserving…
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…
For a strictly stationary sequence of $\mathbb{R}_{+}^{d}$--valued random vectors we derive functional convergence of partial maxima stochastic processes under joint regular variation and weak dependence conditions. The limit process is an…
The mechanism of irreversible dynamics in the systems with mixing is analyzed. The procedure of splitting of system on equilibrium subsystems and studying of dynamics of one of them under condition of its interaction with other subsystems…
Any discrete quantum process is represented by a sequence of quantum channels. We consider ergodic quantum processes obtained by a map that takes the points along the trajectory of a discrete ergodic dynamical system to the space of quantum…
Multivariate max-stable processes are important for both theoretical investigations and various statistical applications motivated by the fact that these are limiting processes, for instance of stationary multivariate regularly varying time…
For $M \geq 2$ we construct a strictly stationary, $M$-tuplewise independent sequence that is mixing (in the ergodic-theoretic sense) and yet still fails to satisfy the Central Limit Theorem.
We introduce the notion of common conditional expectation to investigate Birkhoff's ergodic theorem and subadditive ergodic theorem for invariant upper probabilities. If in addition, the upper probability is ergodic, we construct an…
We construct multiperiodic processes -- a simple example of stationary ergodic (but not mixing) processes over natural numbers that enjoy the vanishing entropy rate under a mild condition. Multiperiodic processes are supported on randomly…