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We consider a nonlinear filtering problem of multiscale non-Gaussian signal processes and observation processes with jumps. Firstly, we prove that the dimension for the signal system can be reduced by a homogenized approach. Secondly,…

Probability · Mathematics 2019-10-21 Huijie Qiao

In this paper, we establish the multiplicative ergodic theorem for McKean-Vlasov stochastic differential equations, in which the Lyapunov exponent is defined using the upper limit. The reasonability of this definition is illustrated through…

Dynamical Systems · Mathematics 2024-01-19 Xianjin Cheng , Zhenxin Liu , Lixin Zhang

We strengthen the maximal ergodic theorem for actions of groups of polynomial growth to a form involving jump quantity, which is the sharpest result among the family of variational or maximal ergodic theorems. As a consequence, we deduce in…

Dynamical Systems · Mathematics 2026-01-14 Guixiang Hong , Wei Liu

In the first part of the paper the natural scheme for proving noncommutative individual ergodic theorems for multiple sequences is described and applied to obtain results on unrestricted convergence of multiaverages. In the second part…

Operator Algebras · Mathematics 2007-05-23 Adam Skalski

We consider a class of multi-layer interacting particle systems and characterize the set of ergodic measures with finite moments. The main technical tool is duality combined with successful coupling.

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

The article presents a new perspective on the isomorphism problem for non-ergodic measure-preserving dynamical systems with discrete spectrum which is based on the connection between ergodic theory and topological dynamics constituted by…

Dynamical Systems · Mathematics 2018-01-08 Nikolai Edeko

We survey distributional properties of $\mathbb{R}^d$-valued cocycles of finite measure preserving ergodic transformations (or, equivalently, of stationary random walks in $\mathbb{R}^d$) which determine recurrence or transience.

Dynamical Systems · Mathematics 2007-05-23 Klaus Schmidt

We prove an ergodic theorem for the rotation number of the composition of a sequence os stationary random homeomorphisms in $S^{1}$. In particular, the concept of rotation number of a matrix $g\in Gl^{+}(2,{\R})$ can be generalized to a…

Dynamical Systems · Mathematics 2014-04-24 Paulo R. C. Ruffino

We show that for every ergodic and aperiodic probability preserving system $(X,\mathcal{B},m,T)$, there exists $f:X\to \mathbb{Z}^d$, whose corresponding cocycle satisfies the $d$-dimensional local central limit theorem. We use the…

Dynamical Systems · Mathematics 2024-09-23 Zemer Kosloff , Shrey Sanadhya

We characterize synchronization phenomenon in discrete-time, discrete-state random dynamical systems, with random and probabilistic Boolean networks as particular examples. In terms of multiplicative ergodic properties of the induced linear…

Dynamical Systems · Mathematics 2020-09-09 Wen Huang , Hong Qian , Shirou Wang , Felix X. -F. Ye , Yingfei Yi

The ergodic decomposition theorem is a cornerstone result of dynamical systems and ergodic theory. It states that every invariant measure on a dynamical system is a mixture of ergodic ones. Here we formulate and prove the theorem in terms…

Dynamical Systems · Mathematics 2023-02-16 Sean Moss , Paolo Perrone

We prove almost sure ergodic theorems for a class of systems called quasistatic dynamical systems. These results are needed, because the usual theorem due to Birkhoff does not apply in the absence of invariant measures. We also introduce…

Dynamical Systems · Mathematics 2016-06-29 Mikko Stenlund

This note discusses dynamical systems-systems that evolve through time. We start with two contemporary examples illustrating the qualitative and the quantitative behavior of dynamical systems. These are two broad categories, usually called…

Dynamical Systems · Mathematics 2023-08-25 Matthew Foreman

We study the ergodic properties of a class of controlled stochastic differential equations (SDEs) driven by $\alpha$-stable processes which arise as the limiting equations of multiclass queueing models in the Halfin-Whitt regime that have…

Probability · Mathematics 2019-07-22 Ari Arapostathis , Hassan Hmedi , Guodong Pang , Nikola Sandrić

In this paper, we study the complicated dynamics of Anosov systems driven by an external force in the context of geometric theory (an abundance of random periodic points and random horseshoes) and smooth ergodic theory (random periodic…

Dynamical Systems · Mathematics 2019-12-10 Wen Huang , Zeng Lian , Kening Lu

We study ergodic properties of some Markov chains models in random environments when the random Markov kernels that define the dynamic satisfy some usual drift and small set conditions but with random coefficients. In particular, we adapt a…

Probability · Mathematics 2021-08-16 Lionel Truquet

We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…

Dynamical Systems · Mathematics 2015-06-11 Michael Blank

We consider linear dynamical systems with a structure of a multigraph. The vertices are associated to linear spaces and the edges correspond to linear maps between those spaces. We analyse the asymptotic growth of trajectories (associated…

Dynamical Systems · Mathematics 2016-07-05 Antonio Cicone , Nicola Guglielmi , Vladimir Protasov

We use techniques of proof mining to obtain a computable and uniform rate of metastability (in the sense of Tao) for the mean ergodic theorem for a finite number of commuting linear contractive operators on a uniformly convex Banach space.

Dynamical Systems · Mathematics 2021-10-27 Andrei Sipos

We provide a framework for studying randomly coloured point sets in a locally compact, second-countable space on which a metrisable unimodular group acts continuously and properly. We first construct and describe an appropriate dynamical…

Dynamical Systems · Mathematics 2019-08-15 Peter Müller , Christoph Richard