Related papers: Ergodic Theorems for Lower Probabilities
We construct a general procedure for the Quasi Likelihood Analysis applied to a multivariate point process on the real half line in an ergodic framework. More precisely, we assume that the stochastic intensity of the underlying model…
We develop in this paper some general techniques to analyze action sets of small doubling for probability measure-preserving actions of amenable groups. As an application of these techniques, we prove a dynamical generalization of Kneser's…
We obtain a partial converse of Vershik's description of ergodic probability measures on a compact metric space with respect to an isometric action by an inductively compact group. This allows us to identify, in this setting, the set of…
The theory of ergodic optimization for distance-expanding maps is extended to Gauss's continued fraction map. Since the set of invariant probability measures is not weak$^*$ closed, we establish a characterisation of the closure of this…
In ordinary situations involving a small part of the universe, Born's rule seems to work well for calculating probabilities of observations in quantum theory. However, there are a number of reasons for believing that it is not adequate for…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
We consider a large class of operator means and prove that a number of ergodic theorems, as well as growth estimates known for particular cases, continue to hold in the general context under fairly mild regularity conditions. The methods…
We present a new inductive rule for verifying lower bounds on expected values of random variables after execution of probabilistic loops as well as on their expected runtimes. Our rule is simple in the sense that loop body semantics need to…
We prove time-dependent versions of Kingman's subadditive ergodic theorem, which can be used to study stochastic processes as well as propagation of solutions to PDE in time-dependent environments.
Three versions of the Weak Law of Large Numbers are proposed for weakly dependent and generally speaking non-equally distributed random variables, with finite or possibly infinite expectations.
We study weighted ensemble, an interacting particle method for sampling distributions of Markov chains that has been used in computational chemistry since the 1990s. Many important applications of weighted ensemble require the computation…
Our goal in this short note is to briefly and succinctly describe some basic concepts and properties of Ergodic Optimization for readers unfamiliar with the subject. We avoid technical issues in order to provide a global overview of this…
The semi-invertible version of Oseledets' multiplicative ergodic theorem providing a decomposition of the underlying state space of a random linear dynamical system into fast and slow spaces is deduced for a strongly measurable cocycle on a…
We obtain new lower and upper bounds for probabilities of unions of events.These bounds are sharp. They are stronger than earlier ones. General bounds maybe applied in arbitrary measurable spaces.We have improved the method that has been…
We formulate a criterion for the existence and uniqueness of an invariant measure for a Markov process taking values in a Polish phase space. In addition, weak-$^*$ ergodicity, that is, the weak convergence of the ergodic averages of the…
Gallagher's ergodic theorem is a result in metric number theory. It states that the approximation of real numbers by rational numbers obeys a striking 'all or nothing' behaviour. We discuss a formalisation of this result in the Lean theorem…
We study a generalized notion of a homogeneous skew-product extension of a probability-preserving system in which the homogeneous space fibres are allowed to vary over the ergodic decomposition of the base. The construction of such…
Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…
In this paper, we investigate capacity preserving transformations and their ergodicity. We show that for any measurable transformation $\theta$ there always exists a $\theta$-invariant capacity. We investigate some limit properties under…
Ergodic theory includes several notions of entropy for probability-preserving actions of countable groups. These include Kolmogorov--Sinai entropy based on F\o lner sequences for amenable groups, entropy defined using a random ordering of…