English
Related papers

Related papers: Ergodic Description of STIT Tessellations

200 papers

We investigate the general features of the renormalization-group flow at the Berezinskii-Kosterlitz-Thouless (BKT) transition, providing a thorough quantitative description of the asymptotc critical behavior, including the multiplicative…

Statistical Mechanics · Physics 2013-03-19 Andrea Pelissetto , Ettore Vicari

Let $p$ and $q$ be probability vectors with the same entropy $h$. Denote by $B(p)$ the Bernoulli shift indexed by $\Z$ with marginal distribution $p$. Suppose that $\phi$ is a measure preserving homomorphism from $B(p)$ to $B(q)$. We prove…

Probability · Mathematics 2007-07-13 Nate Harvey , Yuval Peres

We study a class of stationary processes indexed by $\Z^d$ that are defined via minors of $d$-dimensional (multilevel) Toeplitz matrices. We obtain necessary and sufficient conditions for phase multiplicity (the existence of a phase…

Probability · Mathematics 2010-04-27 Russell Lyons , Jeffrey E. Steif

The paper is concerned with a class of two-sided stochastic processes of the form $X=W+A$. Here $W$ is a two-sided Brownian motion with random initial data at time zero and $A\equiv A(W)$ is a function of $W$. Elements of the related…

Probability · Mathematics 2013-01-29 Jörg-Uwe Löbus

It is proved that each bounded injective bilateral weighted shift $W$ satisfying the equality $W^{*n}W^{n}=(W^{*}W)^{n}$ for some integer $n\geq 2$ is quasinormal. For any integer $n\geq 2$, an example of a bounded non-quasinormal weighted…

Functional Analysis · Mathematics 2025-05-02 Paweł Pietrzycki

We introduce a novel method for proving ergodicity for skew products of interval exchange transformations (IETs) with piecewise smooth cocycles having singularities at the ends of exchanged intervals. This approach is inspired by…

Dynamical Systems · Mathematics 2026-05-13 Przemysław Berk , Krzysztof Frączek , Frank Trujillo

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…

Dynamical Systems · Mathematics 2026-04-15 Mao Shinoda , Hiroki Takahasi , Kenichiro Yamamoto

Interface-resolved direct numerical simulations are performed to investigate bubble-induced transition from laminar to elasto-inertial turbulent (EIT) state in a pressure-driven viscoelastic square channel flow. The Giesekus model is used…

Fluid Dynamics · Physics 2025-03-07 Hafiz Usman Naseer , Daulet Izbassarov , Marco Edoardo Rosti , Metin Muradoglu

We give a nonstandard analytic proof of de Finetti's theorem for an exchangeable sequence of Bernoulli random variables. The theorem postulates that such a sequence is uniquely representable as a mixture of iid sequences of Bernoulli random…

Probability · Mathematics 2024-10-17 Irfan Alam

In this paper we present electro-osmotic (EO) flow within a more traditional fluid mechanics framework. Specifically, the modified Bernoulli equation (viz. the energy equation, the mechanical energy equation, the pipe flow equation, etc.)…

Fluid Dynamics · Physics 2012-01-06 Thomas M. Adams , Aditya Raghunandan

We demonstrate that the counting statistics of currents in periodically driven ergodic stochastic systems can show sharp changes of some of its properties in response to continuous changes of the driving protocol. To describe this effect,…

Statistical Mechanics · Physics 2015-05-18 V. Y. Chernyak , N. A. Sinitsyn

Given an ergodic flow $T=(T_t)_{t\in\Bbb R}$, let $I(T)$ be the set of reals $s\ne 0$ for which the flows $(T_{st})_{t\in\Bbb R}$ and $T$ are isomorphic. It is proved that $I(T)$ is a Borel subset of $\Bbb R^*$. It carries a natural Polish…

Dynamical Systems · Mathematics 2014-02-26 Alexandre I. Danilenko , Valery V. Ryzhikov

The dynamics of filaments in flow are central to understanding a wide range of biological and soft-matter systems, yet their behavior under time-dependent forcing remains poorly understood. Here, we investigate the long-time dynamics of…

Soft Condensed Matter · Physics 2026-01-05 Francesco Bonacci , Brato Chakrabarti , Olivia du Roure , Anke Lindner , David Saintillan

We study the facilitated totally asymmetric exclusion process on the one dimensional integer lattice. We investigate the invariant measures and the limiting behavior of the process. We mainly derive the limiting distribution of the process…

Probability · Mathematics 2018-09-03 Dayue Chen , Linjie Zhao

We set up a nonperturbative gravitational coarse graining flow and the corresponding functional renormalization group equation on the as to yet unexplored "tetrad only" theory space. It comprises action functionals which depend on the…

High Energy Physics - Theory · Physics 2015-06-04 Ulrich Harst , Martin Reuter

A consequence of Ornstein theory is that the infinite entropy flows associated with Poisson processes and continuous-time irreducible Markov chains on a finite number of states are isomorphic as measure-preserving systems. We give an…

Dynamical Systems · Mathematics 2018-10-09 Terry Soo

We give sufficient conditions for a shift space $(\Sigma,\sigma)$ to be intrinsically ergodic, along with sufficient conditions for every subshift factor of $\Sigma$ to be intrinsically ergodic. As an application, we show that every…

Dynamical Systems · Mathematics 2015-03-17 Vaughn Climenhaga , Daniel J. Thompson

We introduce the so-called weak Pinsker dynamical filtrations, whose existence in any ergodic system follows from the universality of the weak Pinsker property, recently proved by Austin. These dynamical filtrations appear as a potential…

Dynamical Systems · Mathematics 2025-04-02 Séverin Benzoni

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…

Dynamical Systems · Mathematics 2023-02-06 Nikos Frantzikinakis

Let $\eta=\{\eta(t);t\in [0,1]\}$ be a mean zero continuous Gaussian process with covariance $U=\{U(s,t),s,t\in [ 0,1]\},$ with $U(0,0)>0$. Let $\{\eta_{i};i=1,\ldots, k\}$ be independent copies of $\eta$ and set $ Y_{k}(t)=\sum_{i=1}^{k}…

Probability · Mathematics 2021-06-02 Michael B. Marcus , Jay Rosen
‹ Prev 1 3 4 5 6 7 10 Next ›