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Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…
In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $\alpha$-stable processes. For this purpose, explicit and sharp criteria for…
It has been shown that in one dimension the environment viewed by the particle process (EVP process) in quasi periodic random environment is uniquely ergodic and mixing under mild additional assumptions. Here we construct an analytic quasi…
Let $G$ be a closed permutation group on a countably infinite set $\Omega$, which acts transitively but not highly transitively. If $G$ is oligomorphic, has no algebraicity and weakly eliminates imaginaries, we prove that any probability…
The main aim of the present set of notes is to give new, short and essentially self-contained proofs of some classical, as well as more recent, results about random walks on groups. For instance, we shall see that the drift characterization…
The main result of this note, Theorem 2, is the following: a Borel measure on the space of infinite Hermitian matrices, that is invariant under the action of the infinite unitary group and that admits well-defined projections onto the…
Urbanik's theorem for a Poisson process on an infinite measure space (X, A, $\mu$) relates integrability of stochastic integrals to a particular Orlicz function space L$\Phi$ ($\mu$) on which the L1-norm of the Poisson process induces a…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
We study random perturbations of multidimensional piecewise expanding maps. We characterize absolutely continuous stationary measures (acsm) of randomly perturbed dynamical systems in terms of pseudo-orbits linking the ergodic components of…
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.…
We establish the existence, uniqueness and attraction properties of an ergodic invariant measure for the Boussinesq Equations in the presence of a degenerate stochastic forcing acting only in the temperature equation and only at the largest…
Let $(X, \cal B, \nu)$ be a probability space and let $\Gamma$ be a countable group of $\nu$-preserving invertible maps of $X$ into itself. To a probability measure $\mu$ on $\Gamma$ corresponds a random walk on $X$ with Markov operator $P$…
It is well known that ergodic invariant measures for order preserving two-sided time random dynamical systems(RDS) on the real line $\mathbb R$ are Dirac. In the present note this is shown to hold also for one-sided time RDS.
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…
We construct a family of ergodic measures on random substitution subshifts (RS-subshifts) associated to a primitive random substitution. In particular, the word frequencies of every finite legal word exist for almost every element of the…
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…
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 present a new proof of an Ergodic theorem for Wide-Sense Stationary Random Processes added with a new canonical sampling theorem of mine for finite time duration signals in the frequency domain (periodograms) which is free from the…
We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized…
The use of higher-order stochastic processes such as nonlinear Markov chains or vertex-reinforced random walks is significantly growing in recent years as they are much better at modeling high dimensional data and nonlinear dynamics in…