Related papers: Correlation of sequences and of measures, generic …
While the postulate of covariance of Maxwell's equations for all inertial observers led Einstein to special relativity, it was the further demand of general covariance -- form invariance under general coordinate transformations, including…
If $\mathcal{A}$ is a finite set (alphabet), the shift dynamical system consists of the space $\mathcal{A}^{\mathbb{N}}$ of sequences with entries in $\mathcal{A}$, along with the left shift operator $S$. Closed $S$-invariant subsets are…
We consider dynamics of scalar semilinear parabolic equations on bounded intervals with periodic boundary conditions, and on the entire real line, with a general nonlinearity $g(t,x,u,u_x)$ either not depending on $t$, or periodic in $t$.…
The principle of microscopic reversibility says that, in equilibrium, two-time cross-correlations are symmetric under the exchange of observables. Thus, the asymmetry of cross-correlations is a fundamental, measurable, and often-used…
Measures of rank correlation are commonly used in statistics to capture the degree of concordance between two orderings of the same set of items. Standard measures like Kendall's tau and Spearman's rho coefficient put equal emphasis on each…
A deep analysis of the Lyapunov exponents, for stationary sequence of matrices going back to Furstenberg, for more general linear cocycles by Ledrappier and generalized to the context of non-linear cocycles by Avila and Viana, gives an…
We study a hierarchical model of non-overlapping cubes of sidelengths $2^j$, $j \in \mathbb{Z}$. The model allows for cubes of arbitrarily small size and the activities need not be translationally invariant. It can also be recast as a spin…
We study invariant ergodic measures for quasiperiodically forced circle homeomorphisms and derive that either the system is uniquely ergodic or any such measure is associated to some invariant multigraph.
We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…
In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…
Quantum measurements are crucial for quantum technologies and give rise to some of the most classically counter-intuitive quantum phenomena. As such, the ability to certify the presence of genuinely non-classical joint measurements in a…
In this paper, we propose a novel Euclidean-distance-based coefficient, named differential distance correlation, to measure the strength of dependence between a random variable $ Y \in \mathbb{R} $ and a random vector $ \boldsymbol{X} \in…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
We construct symbolic dynamics for three dimensional flows with positive speed. More precisely, for each $\chi>0$, we code a set of full measure for every invariant probability measure which is $\chi$-hyperbolic. These include all ergodic…
High-order phenomena play crucial roles in many systems of interest, but their analysis is often highly nontrivial. There is a rich literature providing a number of alternative information-theoretic quantities capturing high-order…
In 1989 Kusuoka started the study of probability measures on the shift space that are defined with the help of products of matrices. In particular, he derived a sufficient condition for the ergodicity of such measures, which have since been…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
We investigate testing of the hypothesis of independence between a covariate and the marks in a marked point process. It would be rather straightforward if the (unmarked) point process were independent of the covariate and the marks. In…
We show that the $\mathscr{B}$-free subshift $(S,X_{\mathscr{B}})$ associated to a $\mathscr{B}$-free system is intrinsically ergodic, i.e.\ it has exactly one measure of maximal entropy. Moreover, we study invariant measures for such…
We define a class of dynamical maps on the quasi-local algebra of a quantum spin system, which are quantum analogues of probabilistic cellular automata. We develop criteria for such a system to be ergodic, i.e., to possess a unique…