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We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…

Probability · Mathematics 2009-06-25 Kenneth Falconer , Ronan Le Guével , Jacques Lévy-Véhel

With the aid of simple analytical computations for the Ehrenfest model, we clarify some basic features of macroscopic irreversibility. The stochastic character of the model allows us to give a non-ambiguous interpretation of the general…

Statistical Mechanics · Physics 2019-05-07 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

An important family of structural constants in the theory of symmetric functions and in the representation theory of symmetric groups and general linear groups are the plethysm coefficients. In 1950, Foulkes observed that they have some…

Combinatorics · Mathematics 2015-05-15 Laura Colmenarejo

Recently, there has been an increasing interest on nonautonomous composition of perturbed hyperbolic systems: composing perturbations of a given hyperbolic map $F$ results in statistical behaviour close to that of $F$. We show this fact in…

Dynamical Systems · Mathematics 2017-06-02 Matteo Tanzi , Tiago Pereira , Sebastian van Strien

We study a generalized notion of a homogeneous skew-product extension of a probability-preserving system in which the homogeneous space fibres are allowed to vary over the ergodic decomposition of the base. The construction of such…

Dynamical Systems · Mathematics 2009-11-11 Tim Austin

We introduce the notion of consistent error bound functions which provides a unifying framework for error bounds for multiple convex sets. This framework goes beyond the classical Lipschitzian and H\"olderian error bounds and includes…

Optimization and Control · Mathematics 2023-10-20 Tianxiang Liu , Bruno F. Lourenço

We consider the problem of asymptotically efficient estimation of drift parameters of the ergodic fractional Ornstein-Uhlenbeck process under continuous observations when the Hurst parameter $H<1/2$ and the mean of its stationary…

Statistics Theory · Mathematics 2022-04-12 Kohei Chiba , Tetsuya Takabatake

In this paper we study multiple ergodic averages for "good" variable polynomials. In particular, under an additional assumption, we show that these averages converge to the expected limit, making progress related to an open problem posted…

Dynamical Systems · Mathematics 2022-07-19 Andreas Koutsogiannis

The existence of the {\em typical set} is key for data compression strategies and for the emergence of robust statistical observables in macroscopic physical systems. Standard approaches derive its existence from a restricted set of…

Statistical Mechanics · Physics 2022-02-10 Rudolf Hanel , Bernat Corominas-Murtra

A statistical algorithm for estimating the characteristic parameter $\alpha$ of the stable law is presented and the estimate of its quadratic deviation is obtained in the paper. This algorithm is applied in the description of the…

Statistics Theory · Mathematics 2020-04-03 Olga Yanushkevichiene , Viacheslav Saenko

We investigate some ergodic and spectral properties of general (discrete) $C^*$-dynamical systems $({\mathfrak A},\Phi)$ made of a unital $C^*$-algebra and a multiplicative, identity-preserving $*$-map $\Phi:{\mathfrak A}\to{\mathfrak A}$,…

Operator Algebras · Mathematics 2020-03-10 Francesco Fidaleo

Enhancing a recent result of Bayart and Ruzsa we obtain a Birkhoff-type characterization of upper frequently hypercyclic operators and a corresponding Upper Frequent Hypercyclicity Criterion. As an application we characterize upper…

Functional Analysis · Mathematics 2016-01-28 Antonio Bonilla , Karl-G. Grosse-Erdmann

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

We prove that almost every non-regular real quadratic map is Collet-Eckmann and has polynomial recurrence of the critical orbit (proving a conjecture by Sinai). It follows that typical quadratic maps have excellent ergodic properties, as…

Dynamical Systems · Mathematics 2007-05-23 Artur Avila , Carlos Gustavo Moreira

In a recent paper (Asci \textit{et al.}, 2008) it has been shown that certain random continued fractions have a density which is a product of a beta density and a hypergeometric function $_{2}F_{1}$. In the present paper we fully exploit a…

Probability · Mathematics 2010-04-09 Gérard Letac , Mauro Piccioni

We develop a model-theoretic framework for the study of distal factors of strongly ergodic, measure-preserving dynamical systems of countable groups. Our main result is that all such factors are contained in the (existential) algebraic…

Dynamical Systems · Mathematics 2019-12-16 Tomás Ibarlucía , Todor Tsankov

Furstenberg, Katznelson and Weiss proved in the early 1980s that every measurable subset of the plane with positive density at infinity has the property that all sufficiently large real numbers are realised as the Euclidean distance between…

Combinatorics · Mathematics 2013-01-18 Ian D. Morris

In this paper, we show that interventionally robust optimization problems in causal models are continuous under the $G$-causal Wasserstein distance, but may be discontinuous under the standard Wasserstein distance. This highlights the…

Machine Learning · Statistics 2025-10-20 Gabriele Visentin , Patrick Cheridito

Periodic orbit theory allows calculations of long time properties of chaotic systems from traces, dynamical zeta functions and spectral determinants of deterministic evolution operators, which are in turn evaluated in terms of periodic…

chao-dyn · Physics 2009-10-31 C. P. Dettmann

We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…

Statistical Mechanics · Physics 2026-04-20 Vicenç Méndez , Carlos Hervás , Rosa Flaquer-Galmés