Related papers: A note on the limiting entry and return times dist…
Intermittent maps of the interval are simple and widely-studied models for chaos with slow mixing rates, but have been notoriously resistant to numerical study. In this paper we present an effective framework to compute many ergodic…
We prove the existence of a successful coupling for $n$ particles in the symmetric inclusion process. As a consequence we characterize the ergodic measures with finite moments, and obtain sufficient conditions for a measure to converge in…
In this article, we pay attention to transitive dynamical systems having the shadowing property and the entropy functions are upper semicontinuous. As for these dynamical systems, when we consider ergodic optimization restricted on the…
In this expository note, we study several families of periodic graphs which satisfy a sufficient condition for the ergodicity of the associated continuous-time quantum walk. For these graphs, we compute the limiting distribution of the walk…
The classical Birkhoff ergodic theorem in its most popular version says that the time average along a single typical trajectory of a dynamical system is equal to the space average with respect to the ergodic invariant distribution. This…
We obtain a Poisson Limit for return times to small sets for product systems. Only one factor is required to be hyperbolic while the second factor is only required to satisfy polynomial deviation bounds for ergodic sums. In particular, the…
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…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
We prove distributional limit theorems (conditional and integrated) for the occupation times of certain weakly mixing, pointwise dual ergodic transformations at "tied-down" times immediately after "excursions". The limiting random variables…
We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…
We present a unified approach to extensions of Bourgain's Double Recurrence Theorem and Bourgain's Return Times Theorem to integer parts of the Kronecker sequence, emphasizing stopping times and metric entropy. Specifically, we prove the…
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…
We construct ergodic probability measures with infinite metric entropy for typical continuous maps and homeomorphisms on compact manifolds. We also construct sequences of such measures that converge to a zero-entropy measure.
We propose an extension of ergodic theory which focuses on the identification of ergodicity in terms of the uniqueness of the invariant measure. We first explain the concept for the doubling maps, which can be analyzed using Fourier…
For a Markov chain $Y$ with values in a Polish space, consider the entrance chain, obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit chain, obtained by sampling…
We show that any ergodic measure for a piecewise monotonic map with positive metric entropy is approximated by periodic measures in the weak-* sense. This partially answers Hofbauer-Raith's conjecture.
We give a survey of the entropy theory of interval maps as it can be analyzed using ergodic theory, especially measures of maximum entropy and periodic points. The main tools are (i) a version of Hofbauer's Markov diagram, (ii) the…
An invariant measure for a flow is, of course, an invariant measure for any of its time-t maps. But the converse is far from being true. Hence, one may naturally ask: What is the obstruction for an invariant measure for the time-one map to…
We consider the time dependent probability distribution of a coarse grained observable Y whose evolution is governed by a discrete time map. If the map is mixing, the time dependent one-step transition probabilities converge in the long…
We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…