Related papers: The Failure of the Ergodic Assumption

We study fluctuations of ergodic averages generated by actions of amenable groups. In the setting of an abstract ergodic theorem for locally compact second countable amenable groups acting on uniformly convex Banach spaces, we deduce a…

We extend the Nonconventional Ergodic Theorem for generic measures by Furstenberg, to several situations of interest arising from quantum dynamical systems. We deal with the diagonal state canonically associated to the product state (i.e.…

This article concerns the estimation of hitting time statistics for potentially non-stationary processes. The main focus is exceedance times of environmental processes. To this end we consider an empirical estimator based on ergodic theory…

Time series often exhibit non-ergodic behaviour that complicates forecasting and inference. This article proposes a likelihood-based approach for estimating ergodicity transformations that addresses such challenges. The method is broadly…

Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish space. In the Markovian case, the idea of Poincar\'e sections is introduced. It is proved that if the periodic measure is PS-ergodic, then it is ergodic.…

In this paper we study multiple ergodic averages for "good" variable polynomials. In particular, under an additional assumption, we show that these averages converge to the expected limit, making progress related to an open problem posted…

By building some suitable strictly ergodic models, we prove that for an ergodic system $(X,\mathcal{X},\mu, T)$, $d\in{\mathbb N}$, $f_1, \ldots, f_d \in L^{\infty}(\mu)$, the averages $$\frac{1}{N^2} \sum_{(n,m)\in [0,N-1]^2}…

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…

These notes are based on a course for a general audience given at the Centro de Modeliamento Matem\'atico of the University of Chile, in December 2004. We study the mean convergence of multiple ergodic averages, that is, averages of a…

We conjecture that bounded generalised polynomial functions cannot be generated by finite automata, except for the trivial case when they are periodic away from a finite set. Using methods from ergodic theory, we are able to partially…

We show that a $k$-linear pointwise ergodic theorem on an ergodic measure-preserving system implies a uniform $k$-linear nilsequence Wiener-Wintner theorem on that system. The assumption is known to hold for arbitrary systems and $k=2$ (due…

It has been shown that in one dimension the environment viewed by the particle process (EVP process) in quasi periodic random environment is uniquely ergodic and mixing under mild additional assumptions. Here we construct an analytic quasi…

We show the failure of the pointwise convergence of averages along the Omega function in a number field. As a consequence, we show, for instance, that the averages \[ \frac{1}{N^2}\sum_{1\leq m,n \leq N} f(T^{\Omega(m^2+n^2)}x)\] do not…

Motivated by applications to 3D printing, this paper presents two algorithms for calculating an ensemble of solutions to heat conduction problems. The ensemble average is the most likely temperature distribution and its variance gives an…

A rather general ergodic type scheme is presented on arbitrary sets X, as they are generated by arbitrary mappings T : X \longrightarrow X. The structures considered on X are given by suitable subsets of the set of all of its finite…

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

We study a stability property of probability laws with respect to small violations of algorithmic randomness. A sufficient condition of stability is presented in terms of Schnorr tests of algorithmic randomness. Most probability laws, like…

In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…

Aggregate shocks affect most households' and firms' decisions. Using three stylized models we show that inference based on cross-sectional data alone generally fails to correctly account for decision making of rational agents facing…

Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…