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We prove bounded rational ergodicity for some discrepancy skew products whose rotation number has bad rational approximation. This is done by considering the asymptotics of associated affine random walks.

Dynamical Systems · Mathematics 2017-10-18 Jon. Aaronson , Michael Bromberg , Hitoshi Nakada

We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…

Probability · Mathematics 2015-03-11 Lorenz A. Gilch

We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we study statistically steady states of the system and find that…

Probability · Mathematics 2022-07-07 Hung D. Nguyen

We study the dynamics of piecewise affine surface homeomorphisms from the point of view of their entropy. Under the assumption of positive topological entropy, we establish the existence of finitely many ergodic and invariant probability…

Dynamical Systems · Mathematics 2009-09-29 Jerome Buzzi

There are many fields where the transition from diffusive to ballistic motion is important. Here we deal with relaxation processes in nmr in gases. Correlation functions for trajectory variables (position and velocity) valid across this…

Statistical Mechanics · Physics 2010-12-21 R. Golub , C. M. Swank

Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a smooth random function, and measurement error. Supposing…

Statistics Theory · Mathematics 2018-12-21 Jinyuan Chang , Aurore Delaigle , Peter Hall , Cheng Yong Tang

It is shown that a well-known theory of random stationary processes contain contradictions. Integral representations of correlation functions and random stationary processes are investigated further. The new method of struggle with…

Statistics Theory · Mathematics 2011-03-09 V. N. Tibabishev

Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…

Data Analysis, Statistics and Probability · Physics 2023-06-28 Jacob D. Baxley , David R. Lambert , Mauro Bologna , Bruce J. West , Paolo Grigolini

This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…

Statistical Mechanics · Physics 2023-09-26 Josselin Garnier , Laurent Mertz

The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the…

Machine Learning · Computer Science 2025-08-19 Freddie Bickford Smith , Jannik Kossen , Eleanor Trollope , Mark van der Wilk , Adam Foster , Tom Rainforth

A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85 (2000) 341-361]. Many applications, including Bayesian…

Statistics Theory · Mathematics 2013-12-12 Leif T. Johnson , Charles J. Geyer

In this work we obtain a new criterion to establish ergodicity and non-uniform hyperbolicity of smooth measures of diffeomorphisms. This method allows us to give a more accurate description of certain ergodic components. The use of this…

Dynamical Systems · Mathematics 2019-12-19 F. Rodriguez Hertz , Jana Rodriguez Hertz , A. Tahzibi , R. Ures

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…

Statistical Mechanics · Physics 2019-11-05 Denis S. Grebenkov

We present a study of morphological irregularity. Following recent work, we define an information-theoretic measure of irregularity based on the predictability of forms in a language. Using a neural transduction model, we estimate this…

Computation and Language · Computer Science 2019-06-28 Shijie Wu , Ryan Cotterell , Timothy J. O'Donnell

This paper considers the problem of appearance indication of useful acoustic signal in the signal/noise mixture. Various information characteristics (information entropy, Jensen-Shannon divergence, spectral information divergence and…

Methodology · Statistics 2023-04-14 Leonid Berlin , Andrey Galyaev , Pavel Lysenko

This is a survey article with focus on the following problem. Given $f:X \to X$ a meromorphic endomorphism of some compact K\"ahler manifold $X$, construct and study - under natural numerical conditions - a canonical invariant probability…

Complex Variables · Mathematics 2007-05-23 Vincent Guedj

Kolmogorov complexity of a finite binary word reflects both algorithmic structure and the empirical distribution of symbols appearing in the word. Words with symbol frequencies far from one half have smaller combinatorial richness and…

Computation · Statistics 2025-12-25 Brani Vidakovic

A subthreshold signal is transmitted through a channel and may be detected when some noise -- with known structure and proportional to some level -- is added to the data. There is an optimal noise level, called stochastic resonance, that…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus

The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not…

Numerical Analysis · Mathematics 2022-12-28 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

This paper is the companion article of [Gloria, M3AS, 21 (2011), No. 3, pp 1601-1630]. One common drawback among numerical homogenization methods is the presence of the so-called resonance error, which roughly speaking is a function of the…

Numerical Analysis · Mathematics 2014-09-04 Antoine Gloria , Zakaria Habibi