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Related papers: On moving averages

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A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established that the model is strictly stationary and ergodic. In the…

Methodology · Statistics 2022-03-31 Cesar Ojeda , Wilfredo Palma , Susana Eyheramendy , Felipe Elorrieta

The well-known Jewett-Krieger's Theorem states that each ergodic system has a strictly ergodic model. Strengthening the model by requiring that it is strictly ergodic under some group actions, and building the connection of the new model…

Dynamical Systems · Mathematics 2013-12-30 Wen Huang , Song Shao , Xiangdong Ye

We study the convergence of the so-called entangled ergodic averages $\frac{1}{N^k}\sum_{n_1,...,n_k=1}^{N}T_m^{n_{\alpha(m)}}A_{m-1}T_{m-1}^{n_{\alpha(m-1)}}A_{m-2}...A_1T_1^{n_{\alpha(1)}},$ where $k\leq m$ and…

Functional Analysis · Mathematics 2014-05-01 Tanja Eisner , David Kunszenti-Kovacs

In this article, we report on an exact closed-form solution for the displacement in an elastic homogeneous half-space elicited by a downward vertical point source moving with constant velocity over the surface of the medium. The problem…

Geophysics · Physics 2025-05-14 Xi Feng , Haiming Zhang

We study double ergodic averages with respect to two general commuting transformations and establish a sharp quantitative result on their convergence in the norm. We approach the problem via real harmonic analysis, using recently developed…

Dynamical Systems · Mathematics 2019-02-01 Polona Durcik , Vjekoslav Kovač , Kristina Ana Škreb , Christoph Thiele

Kohlenbach and the author have extracted a rate of metastability for approximate curves associated to continuous pseudocontractive self-mappings in Banach spaces which are uniformly convex and uniformly smooth, whose convergence is due to…

Functional Analysis · Mathematics 2023-11-14 Andrei Sipos

We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for…

Optimization and Control · Mathematics 2022-04-21 Mario Bravo , Thierry Champion , Roberto Cominetti

A joint measure-preserving system is $(X, \mathcal{B}, \mu_{1}, \dots, \mu_{k}, T_{1}, \dots, T_{k})$, where each $(X, \mathcal{B}, \mu_{i}, T_{i})$ is a measure-preserving system and any $\mu_{i}$ and $\mu_{j}$ are mutually absolutely…

Dynamical Systems · Mathematics 2024-10-08 Michihiro Hirayama , Younghwan Son

After the work of Bordell\`{e}s, Dai, Heyman, Pan and Shparlinki (2018) and Heyman (2019), several authors studied the averages of arithmetic functions over the sequence $[x/n]$ and the integers of the form $[x/n]$. In this paper, we give…

Number Theory · Mathematics 2025-06-30 Kota Saito , Yuta Suzuki , Wataru Takeda , Yuuya Yoshida

We consider random fields indexed by finite subsets of an amenable discrete group, taking values in the Banach-space of bounded right-continuous functions. The field is assumed to be equivariant, local, coordinate-wise monotone, and almost…

Mathematical Physics · Physics 2018-09-28 Christoph Schumacher , Fabian Schwarzenberger , Ivan Veselic

Inspired by the Optimistic Gradient Ascent-Proximal Point Algorithm (OGAProx) proposed by Bo{\c{t}}, Csetnek, and Sedlmayer for solving a saddle-point problem associated with a convex-concave function with a nonsmooth coupling function and…

Optimization and Control · Mathematics 2023-11-01 Hui Ouyang

We examine the behavior of accelerated gradient methods in smooth nonconvex unconstrained optimization, focusing in particular on their behavior near strict saddle points. Accelerated methods are iterative methods that typically step along…

Optimization and Control · Mathematics 2018-10-09 Michael O'Neill , Stephen J. Wright

By employing an accelerated weighting method, we establish arbitrary polynomial and exponential pointwise convergence for multiple ergodic averages under general balancing conditions in both discrete and continuous settings, including…

Dynamical Systems · Mathematics 2025-12-30 Zhicheng Tong , Yong Li

We derive quantitative bounds on the rate of convergence in $L^1$ Wasserstein distance of general M-estimators, with an almost sharp (up to a logarithmic term) behavior in the number of observations. We focus on situations where the…

Statistics Theory · Mathematics 2021-11-19 François Bachoc , Max Fathi

For a jointly measurable probability-preserving action $\tau:\mathbb{R}^D\curvearrowright (X,\mu)$ and a tuple of polynomial maps $p_i:\mathbb{R}\to \mathbb{R}^D$, $i=1,2,...,k$, the multiple ergodic averages \[ \frac{1}{T}\int_0^T…

Dynamical Systems · Mathematics 2016-07-04 Tim Austin

An integer-valued moving average (INMA) model for count random fields is proposed and investigated. Closed-form expressions are derived for both its marginal distribution and spatial dependence structure, for arbitrary model order and also…

Statistics Theory · Mathematics 2026-05-25 Angelika Silbernagel , Christian H. Weiß

We present a distributed proximal-gradient method for optimizing the average of convex functions, each of which is the private local objective of an agent in a network with time-varying topology. The local objectives have distinct…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-10-09 Annie I. Chen , Asuman Ozdaglar

The paper is concerned with b-metric and generalized b-metric spaces. One proves the existence of the completion of a generalized b-metric space and some fixed point results. The behavior of Lipschitz functions on b-metric spaces of…

Functional Analysis · Mathematics 2019-03-26 S. Cobzaş

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…

Dynamical Systems · Mathematics 2007-05-23 Bernard Host

We investigate the asymptotic behavior of sequences generated by the proximal point algorithm for convex functions in complete geodesic spaces with curvature bounded above. Using the notion of resolvents of such functions, which was…

Functional Analysis · Mathematics 2017-04-25 Yasunori Kimura , Fumiaki Kohsaka