Related papers: Nonsingular Group Actions and Stationary S alpha S…
Following works of Furstenberg and Nevo and Zimmer we present an outline of a theory of stationary (or m-stationary) dynamical systems for a general acting group G equipped with a probability measure m. Our purpose is two-fold: First to…
A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…
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…
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…
Action-dependent field theories are systems where the Lagrangian or Hamiltonian depends on new variables that encode the action. They model a larger class of field theories, including non-conservative behavior, while maintaining a…
We continue the study of Rokhlin entropy, an isomorphism invariant for probability-measure-preserving actions of countable groups introduced in Part I. In this paper we prove a non-ergodic finite generator theorem and use it to establish…
A class of nonlinear ARCH processes is introduced and studied. The existence of a strictly stationary and $\beta$-mixing solution is established under a mild assumption on the density of the underlying independent process. We give…
With motivation from K. D\c{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\alpha(t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance…
The title refers to the area of research which studies infinite groups using measure-theoretic tools, and studies the restrictions that group structure imposes on ergodic theory of their actions. The paper is a survey of recent developments…
Every affine isometric action $\alpha$ of a group $G$ on a real Hilbert space gives rise to a nonsingular action $\hat{\alpha}$ of $G$ on the associated Gaussian probability space. In the recent paper [AIM19], several results on the…
We prove pointwise and maximal ergodic theorems for probability measure preserving (p.m.p.) actions of any countable group, provided it admits an essentially free, weakly mixing amenable action of stable type $III_1$. We show that this…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
Let $G$ be a connected simple Lie group of real rank one and finite center, and let $K$ be a maximal compact subgroup. We study the families of spherical, ball, and uniform averages $(\sigma_t)_{t>0}$, $(\beta_t)_{t>0}$, and $(\mu_t)_{t>0}$…
We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized…
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability…
We study random perturbations of multidimensional piecewise expanding maps. We characterize absolutely continuous stationary measures (acsm) of randomly perturbed dynamical systems in terms of pseudo-orbits linking the ergodic components of…
In this article, we consider actions of \mathcal{Z}_+^d, \mathcal{R}_+^d and finitely generated free groups on a von Neumann algebras $M$ and prove a version of maximal ergodic inequality. Additionally, we establish non-commutative…
Algorithms and dynamics over networks often involve randomization, and randomization may result in oscillating dynamics which fail to converge in a deterministic sense. In this paper, we observe this undesired feature in three applications,…
We prove Central Limit Theorems and Stein-like bounds for the asymptotic behaviour of nonlinear functionals of spherical Gaussian eigenfunctions. Our investigation combine asymptotic analysis of higher order moments for Legendre polynomials…
We give a systematic local description of invariant metrics and other invariant fields on a spacetime under the action of a (non-abelian) group. This includes the invariant fields in a neighbourhood of a principal and a special orbit. The…