Related papers: Correlation of sequences and of measures, generic …
We consider the invariant measure of homogeneous random walks in the quarter-plane. In particular, we consider measures that can be expressed as a finite linear combination of geometric terms and present conditions on the structure of these…
We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…
We describe recent achievements in the theory of weight systems, which are functions on chord diagrams satisfying so-called $4$-term relations. Our main attention is devoted to constructions of weight systems. The two main sources of these…
Given pseudo-random binary sequence of length $L$, assuming it consists of $k$ sub-sequences of length $N$. We estimate how $k$ scales with growing $N$ to obtain a {\it limiting} ergodic behaviour, to fulfill the basic definition of…
Time series similarity measures are highly relevant in a wide range of emerging applications including training machine learning models, classification, and predictive modeling. Standard similarity measures for time series most often…
We provide examples of transitive partially hyperbolic dynamics (specific but paradigmatic examples of homoclinic classes) which blend different types of hyperbolicity in the one-dimensional center direction. These homoclinic classes have…
Since Pearson's correlation was introduced at the end of the 19th century many dependence measures have appeared in the literature. Recently we have suggested four simple axioms for dependence measures of random variables that take values…
As the second part of a series on linear cocycles over chaotic systems, this paper establishes a "multiple covering principle" that robustly yields positive-entropy ergodic measures supported on fiberwise uniformly bounded orbits. Using…
We study the auto-correlation measures of invariant random point processes in the hyperbolic plane which arise from various classes of aperiodic Delone sets. More generally, we study auto-correlation measures for large classes of Delone…
A concept of emergence was recently introduced in the paper [Berger] in order to quantify the richness of possible statistical behaviors of orbits of a given dynamical system. In this paper, we develop this concept and provide several new…
The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…
Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…
We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…
Measuring the correlation (association) between two random variables is one of the important goals in statistical applications. In the literature, the covariance between two random variables is a widely used criterion in measuring the…
The article presents a new perspective on the isomorphism problem for non-ergodic measure-preserving dynamical systems with discrete spectrum which is based on the connection between ergodic theory and topological dynamics constituted by…
We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in [2,3]. Based on these results, we first develop…
A criterion of joint ergodicity of several sequences of transformations of a probability measure space $X$ of the form $T_{i}^{\phi_{i}(n)}$ is given for the case where $T_{i}$ are commuting measure preserving transformations of $X$ and…
A classical fact in ergodic theory is that ergodicity is equivalent to almost everywhere divergence of ergodic sums of all nonnegative integrable functions which are not identically zero. We show two methods, one in the measure preserving…
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…
In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains…