Related papers: Beardwood-Halton-Hammersley Theorem for Stationary…
We develop a framework for the study of the limiting behavior of multiple ergodic averages with commuting transformations when all iterates are given by the same sparse sequence; this enables us to partially resolve several longstanding…
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…
We study nonequilibrium steady states in the Lorentz gas of periodic scatterers when an external field is applied and the particle kinetic energy is held fixed by a ``thermostat'' constructed according to Gauss' principle of least…
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…
A necessary and sufficient condition is obtained for the existence of strong stationary times for ergodic one-dimensional diffusions, whatever the initial distribution. The strong stationary times are constructed through intertwinings with…
We prove ergodicity for random dynamics satisfying some expansion and irreducibility conditions. As a particular application, we show that if $R_1,R_2\in \mathrm{SO}(d+1)$, $d\ge 2$, generate a dense subgroup, then the random dynamics of…
Let $\{X_n\}_{n=0}^{\infty}$ be a stationary real-valued time series with unknown distribution. Our goal is to estimate the conditional expectation of $X_{n+1}$ based on the observations $X_i$, $0\le i\le n$ in a strongly consistent way.…
In this paper, for a discontinuous skew-product transformation with the integrable observation function, we obtain uniform ergodic theorem and semi-uniform ergodic theorem. The main assumptions are that discontinuity sets of transformation…
We give a generalization of the ergodic theorem for semi-Markov linear-type processes. This generalization is proved for the case when a common support of distributions defining this process is not arithmetic. Also we give an uniform…
For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…
New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…
We study sporadic randomness by means of a non-extensive form of Lyapunov coefficient. We recover from a different perspective the same conclusion as that of an earlier work, namely, that the ordinary Pesin theorem applies (P.Gaspard and…
Consider a stochastic process $\{X(t)\}$ on a finite state space $ {\sf X}=\{1,\dots, d\}$. It is conditionally Markov, given a real-valued `input process' $\{\zeta(t)\}$. This is assumed to be small, which is modeled through the scaling,…
Any discrete quantum process is represented by a sequence of quantum channels. We consider ergodic quantum processes obtained by a map that takes the points along the trajectory of a discrete ergodic dynamical system to the space of quantum…
We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…
We study the asymptotic behavior of the simple random walk on oriented versions of $\mathbb{Z}^2$. The considered lattices are not directed on the vertical axis but unidirectional on the horizontal one, with random orientations whose…
We prove an ergodic theorem for Markov chains indexed by the Ulam-Harris-Neveu tree over large subsets with arbitrary shape under two assumptions: with high probability, two vertices in the large subset are far from each other and have…
We analyze the ergodicity of three one-dimensional Hamiltonian systems, with harmonic, quartic and Mexican-hat potentials, coupled to the logistic thermostat. As criteria for ergodicity we employ: the independence of the Lyapunov spectrum…
In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and obtain weak convergence towards a L\'evy-driven Rosenblatt…
Consider a periodic, mean-reverting Ornstein-Uhlenbeck process $X=\{X_t,t\geq0\}$ of the form $d X_{t}=\left(L(t)+\alpha X_{t}\right) d t+ dB^H_{t}, \quad t \geq 0$, where $L(t)=\sum_{i=1}^{p}\mu_i\phi_i (t)$ is a periodic parametric…