Related papers: Weighted and vector-valued variational estimates f…
In this paper, we investigate the ergodicity in total variation of the process $X_t$ related to some integro-differential operator with unbounded coefficients and describe the speed of convergence to the respective invariant measure. Some…
The purpose of this paper is to study ergodic averages with deterministic weights. More precisely we study the convergence of the ergodic averages of the type $\frac{1}{N} \sum_{k=0}^{N-1} \theta (k) f \circ T^{u_k}$ where $\theta = (\theta…
An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…
We prove an estimate for weighted $p$-th moments of the pathwise $r$-variation of a martingale in terms of the $A_{p}$ characteristic of the weight. The novelty of the proof is that we avoid real interpolation techniques.
Let $M$ be a semifinite von Neumann algebra and $T$ a positive contraction on both $L^1(M)$ and $L^\infty(M)$. We consider ergodic averages along a random sparse subsequence determined by independent Bernoulli variables $(X_n)_{n\geq 1}$…
This study investigates component wise estimation of ordered variances of scale mixture of two normal distributions. For this study two special loss functions are considered namely squared error loss function and entropy loss function. We…
We study the least squares estimator in the residual variance estimation context. We show that the mean squared differences of paired observations are asymptotically normally distributed. We further establish that, by regressing the mean…
We consider properties of semi-classical orthogonal polynomials with respect to the generalised Airy weight \[\omega(x;t,\lambda)=x^{\lambda}\exp\left(-\tfrac13x^3+tx\right),\qquad x\in \mathbb{R}^+,\] with parameters $\lambda>-1$ and $t\in…
The aim of this survey is to present some aspects of multifractal analysis around the recently developed subject of multiple ergodic averages. Related topics include dimensions of measures, oriented walks, Riesz products etc.
We introduce the notion of a weighted $\delta$-vector of a lattice polytope. Although the definition is motivated by motivic integration, we study weighted $\delta$-vectors from a combinatorial perspective. We present a version of Ehrhart…
A joint measure-preserving system is $(X, \mathcal{B}, \mu_{1}, \dots, \mu_{k}, T_{1}, \dots, T_{k})$, where each $(X, \mathcal{B}, \mu_{i}, T_{i})$ is a measure-preserving system and any $\mu_{i}$ and $\mu_{j}$ are mutually absolutely…
In this article, we obtain a version of the noncommutative Banach Principle suitable to prove Wiener-Wintner type results for weights in W1-space. This is used to obtain noncommutative Wiener-Wintner type ergodic theorems for various types…
In the first part of the paper the natural scheme for proving noncommutative individual ergodic theorems for multiple sequences is described and applied to obtain results on unrestricted convergence of multiaverages. In the second part…
Let $(X,\mu)$ be a probability space equipped with an invertible, measure-preserving transformation $T\colon X \to X$. We exhibit a wide class of weights $w$ so that whenever $f,g \in L^{\infty}(X)$, the bilinear ergodic averages \[…
This paper studies the identification and estimation of weighted average derivatives of conditional location functionals including conditional mean and conditional quantiles in settings where either the outcome variable or a regressor is…
We investigate functions with the property that for every interval, the slope at the midpoint of the interval is the same as the average slope. More generally, we find functions whose average slopes over intervals are given by the slope at…
We show that $ { \omega }(n)$ and $ { \Omega }(n)$, the number of distinct prime factors of $n$ and the number of distinct prime factors of $n$ counted according to multiplicity are good weighting functions for the pointwise ergodic theorem…
In this paper, we explore the relations between different kinds of Strichartz estimates and give new estimates in Euclidean space $\mathbb{R}^n$. In particular, we prove the generalized and weighted Strichartz estimates for a large class of…
In this paper, we study the Edgeworth expansion for a pre-averaging estimator of quadratic variation in the framework of continuous diffusion models observed with noise. More specifically, we obtain a second order expansion for the joint…
We first extend Calder\'on's transfer principle to weighted spaces, and then we apply our results to obtain some new weighted inequalities in ergodic theory and ergodic $H^1$ spaces.