Related papers: Note sur la continuit\'e de la projection dans les…
Several fundamental and closely interconnected issues related to factor models are reviewed and discussed: dynamic versus static loadings, rate-strong versus rate-weak factors, the concept of weakly common component recently introduced by…
We investigate the dynamics of continued fractions and explore the ergodic behaviour of the products of mixed partial quotients in continued fractions of real numbers. For any function $\Phi:\mathbb N\to [2,+\infty)$ and any integer $d\geq…
We give necessary and sufficient conditions for joint ergodicity results of collections of sequences with respect to systems of commuting measure preserving transformations. Combining these results with a new technique that we call…
We define local indices for projective umbilics and godrons (also called cusps of Gauss) on generic smooth surfaces in projective 3-space. By means of these indices, we provide formulas that relate the algebraic numbers of those…
For an affine two factor model, we study the asymptotic properties of the maximum likelihood and least squares estimators of some appearing parameters in the so-called subcritical (ergodic) case based on continuous time observations. We…
Convergence properties of random ergodic averages have been extensively studied in the literature. In these notes, we exploit a uniform estimate by Cohen \& Cuny who showed convergence of a series along randomly perturbed times for…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
We establish a sufficient condition for a continuous map, acting on a compact metric space, to have a Baire residual set of points exhibiting historic behavior (also known as irregular points). This criterion applies, for instance, to a…
We explore relations between various variational problems for graphs like Euler characteristic chi(G), characteristic length mu(G), mean clustering nu(G), inductive dimension iota(G), edge density epsilon(G), scale measure sigma(G), Hilbert…
The concept of ergodicity---the convergence of the temporal averages of observables to their ensemble averages---is the cornerstone of thermodynamics. The transition from a predictable, integrable behavior to ergodicity is one of the most…
The culmination of the papers (arXiv:0905.0518, arXiv:0910.0909) was a proof of the norm convergence in $L^2(\mu)$ of the quadratic nonconventional ergodic averages \frac{1}{N}\sum_{n=1}^N(f_1\circ T_1^{n^2})(f_2\circ…
A generalization of the regular continued fractions was given by Chakraborty and Rao \cite{CR-2003}. For the transformation which generates this expansion and its invariant measure, the Perron-Frobenius operator is given and studied. For…
An old theorem, due to Graustein, asserts that the average curvature of a plane oval is attained at least at four points. We present a proof by way of wave propagation and extend this result to the spherical and hyperbolic geometries - in…
In this paper we combine the general tools developed in (arXiv:0905.0518) with several ideas taken from earlier work on one-dimensional nonconventional ergodic averages by Furstenberg and Weiss, Host and Kra and Ziegler to study the…
We prove a quantitative result on norm convergence of cubic ergodic averages with respect to $d\geq 1$ commuting measure-preserving transformations. We use harmonic analysis techniques, a key tool being estimates for singular Brascamp-Lieb…
We examine multiple ergodic averages of commuting transformations with polynomial iterates in which the polynomials may be pairwise dependent. In particular, we show that such averages are controlled by the Gowers-Host-Kra seminorms…
A pseudorandom point in an ergodic dynamical system over a computable metric space is a point which is computable but its dynamics has the same statistical behavior as a typical point of the system. It was proved in [Avigad et al. 2010,…
Given a dynamical system, we say that a performance function has property P if its time averages along orbits are maximized at a periodic orbit. It is conjectured by several authors that for sufficiently hyperbolic dynamical systems,…
This article aims to make explicit the characteristic projection introduced by Panchishkin in "A new method of constructing p-adic L-functions associated with modular forms" (Moscow Mathematical Journal, 2002) and gives various results on…
J. Hurwitz introduced an algorithm that generates a continued fraction expansion for complex numbers $\alpha \in \mathbb{C}$, where the partial quotients belong to $(1+i)\mathbb{Z}[i]$. J. Hurwitz's work also provides a result analogous to…