Related papers: Joint ergodicity along generalized linear function…
We provide sufficient conditions for the uniqueness of an invariant measure of a Markov process as well as for the weak convergence of transition probabilities to the invariant measure. Our conditions are formulated in terms of generalized…
We consider a time inhomogeneous strong Markov process $(\xi_t)_{t\ge 0}$ taking values in a Polish state space whose semigroup has a $T$-periodic structure. We give simple conditions which imply ergodicity of the grid chain…
In this paper, we provide relations among the following properties: (a) the tail triviality of a probability measure $\mu$ on the configuration space ${\boldsymbol\Upsilon}$; (b) the finiteness of the $L^2$-transportation-type distance…
Let $\pi_1$ be a standard representation of $\mathrm{GL}_{n+1}(F)$ and let $\pi_2$ be the smooth dual of a standard representation of $\mathrm{GL}_n(F)$. When $F$ is non-Archimedean, we prove that $\mathrm{Ext}^i_{\mathrm{GL}_n(F)}(\pi_1,…
The paper describes ergodic (with respect to the Haar measure) functions in the class of all functions, which are defined on (and take values in) the ring of p-adic integers, and which satisfy (at least, locally) Lipschitz condition with…
A permutation $\sigma$ describing the relative orders of the first $n$ iterates of a point $x$ under a self-map $f$ of the interval $I=[0,1]$ is called an \emph{order pattern}. For fixed $f$ and $n$, measuring the points $x\in I$ (according…
A generalized matrix function is a generalization of determinant and permanent function. In this paper, we introduced the formula for the value of a generalized matrix function of a linear sum of permutation matrices. We show that a linear…
If uncertainty is modelled by a probability measure, decisions are typically made by choosing the option with the highest expected utility. If an imprecise probability model is used instead, this decision rule can be generalised in several…
Linear regression and classification methods with repeated functional data are considered. For each statistical unit in the sample, a real-valued parameter is observed over time under different conditions related by some neighborhood…
A criterion for unique ergodicity for points of a curve in the space of interval exchange transformation is given.
Given a finite-to-one factor code $\pi: X \to Y$ between irreducible sofic shifts and an ergodic $\nu$ on $Y$ with full support, it is known that the fiber $\pi^{-1}_*(\nu)$ has at most $d_\pi$ ergodic measures in it where $d_\pi$ is the…
In [3], we have introduced a probability measure to study the power and exponential sums for a certain coding system. The distribution function of the probability measure gives explicit formulas for the power and exponential sums.…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
We study two properties of nonsingular and infinite measure-preserving ergodic systems: weak double ergodicity, and ergodicity with isometric coefficients. We show that there exist infinite measure-preserving transformations that are…
The principle of complementarity is quantified in two ways: by a universal uncertainty relation valid for arbitrary joint estimates of any two observables from a given measurement setup, and by a general uncertainty relation valid for…
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…
Given $T\subset\mathbb{R}$ and a metric space $M$, we introduce a nondecreasing sequence of pseudometrics $\{\nu_n\}$ on $M^T$ (the set of all functions from $T$ into $M$), called the \emph{joint modulus of variation}. We prove that if two…
This paper introduces Fourier duality for a class of affine iterated function systems (IFS) T_i. These systems are determined by a finite family of contractive affine maps in R^d. Our Fourier duality applies to the resulting probability…
A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…
We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…