Related papers: Deviation of ergodic averages for substitution dyn…

In this paper we examine the deviations from Gaussianity for two types of random variable converging to a normal distribution, namely sums of random variables generated by a deterministic discrete time map and a linearly damped variable…

From a dynamical viewpoint, basic phase transitions of statistical mechanics can be regarded as a breaking of ergodicity. While many random models exhibiting such transitions at the thermodynamics limit exist, finite-dimensional examples…

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}…

We introduce methods that allow to derive continuous-time versions of various discrete-time ergodic theorems. We then illustrate these methods by giving simple proofs and refinements of some known results as well as establishing new results…

We show that the power-law decay exponents in von Neumann's Ergodic Theorem (for discrete systems) are the pointwise scaling exponents of a spectral measure at the spectral value~$1$. In this work we also prove that, under an assumption of…

We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…

This article shortly provides related proofs of the ergodic theorems of von Neumann, Birkhoff, Wiener, and Rokhlin's lemma for $Z^d$-actions with an invariant measure. It is shown how some deviations of ergodic averages can be structured.…

We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2020) proposed adaptive tests for detecting changes in the diffusion and drift parameters in ergodic diffusion models. When any…

We prove that ergodic measures on one-sided shift spaces are uniformly scaling in the sense of Gavish. That is, given a shift ergodic measure we prove that at almost every point the scenery distributions weakly converge to a common…

Ergodic properties of a renormalization procedure for studying the 1/2-discrepancy sums driven by rotations are studied, with corresponding implications for almost-sure bounds on the growth rates for these discrepancy sums.

Given a finite set ${S_1...,S_k}$ of substitution maps acting on a certain finite number (up to translations) of tiles in $\rd$, we consider the multi-substitution tiling space associated to each sequence $\bar a\in {1,...,k}^{\mathbb{N}}$.…

We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…

Let B be a p-uniformly convex Banach space, with p >= 2. Let T be a linear operator on B, and let A_n x denote the ergodic average (1 / n) sum_{i< n} T^n x. We prove the following variational inequality in the case where T is power bounded…

We prove that the ergodic deviation of a degenerate $\mathbb{Z}^2$-action on the torus $\mathbb{T}^2$ relative to a symmetric, strictly convex body can be decomposed into two parts, and that each part admits a limit distribution after…

In this work we introduce the notion of an angular spectrum for a linear discrete time nonautonomous dynamical system. The angular spectrum comprises all accumulation points of longtime averages formed by maximal principal angles between…

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Based on T.Tao's result of norm convergence of multiple ergodic averages for commut-ing transformation, we obtain there is a subsequence which converges almost everywhere. Meanwhile, the ergodic behaviour, which the time average is equal to…

Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary…

We consider infinite measure-preserving non-primitive self-similar tiling systems in Euclidean space $\mathbb R^d$. We establish the second-order ergodic theorem for such systems, with exponent equal to the Hausdorff dimension of a…