Related papers: The Failure of the Ergodic Assumption
For stationary signals in time the weak law of large numbers (WLLN) states that ensemble and realization averages are within e of each other with a probability of order O(1/Ne^2) when considering N signal components. The graph WLLN…
We study statistical inference of the drift parameters for the Volterra Ornstein-Uhlenbeck process on R in the ergodic regime. For continuous-time observations, we derive the corresponding maximum likelihood estimators and show that they…
This paper analyzes the ergodic hypothesis in the context of Boltzmann's late work in statistical mechanics, where Boltzmann lays the foundations for what is today known as the typicality account. I argue that, based on the concepts of…
Given a discrete-valued sample $X_1,...,X_n$ we wish to decide whether it was generated by a distribution belonging to a family $H_0$, or it was generated by a distribution belonging to a family $H_1$. In this work we assume that all…
We derive a simple formula for the fluctuations of the time average around the thermal mean for overdamped Brownian motion in a binding potential U(x). Using a backward Fokker-Planck equation, introduced by Szabo, et al. in the context of…
The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…
The theoretical cornerstone of statistical mechanics is the ergodic assumption that all accessible configurations of a physical system are equally likely. Here we show how such property arises when an open quantum system is continuously…
A collection of integer sequences is jointly ergodic if for every ergodic measure preserving system the multiple ergodic averages, with iterates given by this collection of sequences, converge in the mean to the product of the integrals. We…
The experimental realization of successive non-demolition measurements on single microscopic systems brings up the question of ergodicity in Quantum Mechanics (QM). We investigate whether time averages over one realization of a single…
This paper deals with a general class of observation-driven time series models with a special focus on time series of counts. We provide conditions under which there exist strict-sense stationary and ergodic versions of such processes. The…
This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic measure of the continuous time skew-product dynamical system…
If the time evolution of an open quantum system approaches equilibrium in the time mean, then on any single trajectory of any of its unravelings the time averaged state approaches the same equilibrium state with probability 1. In the case…
Ensemble inequivalence, i.e. the possibility of observing different thermodynamic properties depending on the statistical ensemble which describes the system, is one of the hallmarks of long-range physics, which has been demonstrated in…
We show insurmountable contradictions which arise if statistical ensembles are considered a consequence of the influence of the environment of the physical systems. We regard the multiplicity of states with a definite energy value as a…
This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable `mixing' conditions on random…
We give a short combinatorial proof of the classical pointwise ergodic theorem for probability measure preserving $\mathbb{Z}$-actions. Our approach reduces the theorem to a tiling problem: tightly tile each orbit by intervals with desired…
For an ergodic action of the group $Z^n$ on a probability space and a given arbitrarily slowly decreasing to zero sequence, there exists an integrable function such that the standard ergodic time averages for it converge almost everywhere…
It is hypothesized that the Langevin time of stochastic quantum quantization is a physical time over which quantum fields at all values of space and coordinate time fluctuate. The average over paths becomes a time average as opposed to an…
We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…
The ergodic hypothesis outgrew from the ancient conception of motion as periodic or quasi periodic. It did cause a revision of our views of motion, particularly through Boltzmann and Poincar\'e: we discuss how Boltmann's conception of…