Related papers: Discrete Time Harness Processes
This paper is the first in a series of three. The main result, Theorem 1.11, gives an explicit description of the ergodic decomposition for infinite Pickrell measures on spaces of infinite complex matrices. The main construction is that of…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…
In this paper we extend analysis of the WaveHoltz iteration -- a time-domain iterative method for the solution of the Helmholtz equation. We expand the previous analysis of energy conserving problems and prove convergence of the WaveHoltz…
We show that the set of ergodic invariant measures of a shift space with a safe symbol (this includes all hereditary shifts) is arcwise connected when endowed with the $d$-bar metric. As a consequence the set of ergodic measures of such a…
We study the depinning transitions of elastic strings in disordered media in two different cases. We consider the elastic forces to be of infinite range in one case, where the magnitude is proportional to the extension of the string. The…
Using the self-contained PDE analysis, this paper investigates the existence and the decay properties of the invariant measure in elliptic homogenization of non-divergence form with an interface assumptions on the leading coefficient $A$…
We consider the ASEP and the stochastic six vertex model started with step initial data. After a long time, $T$, it is known that the one-point height function fluctuations for these systems are of order $T^{1/3}$. We prove the KPZ…
The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…
LLet $f$ be a holomorphic endomorphism of $\mathbb P^ 2$ of degree $d \geq 2$. We estimate the local directional dimensions of closed positive currents $S$ with respect to ergodic dilating measures $\nu$. We infer several applications. The…
In this paper, we consider numerical approximation to periodic measure of a time periodic stochastic differential equations (SDEs) under weakly dissipative condition. For this we first study the existence of the periodic measure $\rho_t$…
In the analysis of square contingency tables with ordered categories, it is essential to assess deviations from marginal homogeneity (MH) when marginal equivalency between row and column variables does not hold. Some measures for evaluating…
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…
Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…
A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…
Two dynamical indicators, the local dimension and the extremal index, used to quantify persistence in phase space have been developed and applied to different data across various disciplines. These are computed using the asymptotic limit of…
We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…
A finitely-additive measure $\lambda $ on an infinite-dimensional real Hilbert space $E$ which is invariant with respect to shifts and orthogonal mappings has been defined. This measure can be considered as the analog of the Lebesgue…
We discuss an invertible version of Furstenberg's `Ergodic CP Shift Systems'. We show that the explicit regularity of these dynamical systems with respect to magnification of measures, implies certain regularity with respect to translation…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…