Related papers: An Ergodic Theorem on Ergodic Transport

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

This paper introduces ergodic-risk criteria, which capture long-term cumulative risks associated with controlled Markov chains through probabilistic limit theorems--in contrast to existing methods that require assumptions of either finite…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

Dynamical systems can be analyzed via their Frobenius-Perron transfer operator and its estimation from data is an active field of research. Recently entropic transfer operators have been introduced to estimate the operator of deterministic…

Given a uniformly expanding transitive Markov interval map, we show that within the set of ergodic measures the set of nonadapted ergodic measures is residual in with respect to the topology induced by the $\overline{d}$-metric. This set of…

Recently, the statistical properties of empirical Entropic Optimal Transport (EOT) have attracted great interest, as this quantity has been shown to be useful for complex data analysis, among other reasons due to its computational…

For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…

This paper analyzes the ergodic hypothesis in the context of Boltzmann's late work in statistical mechanics, where Boltzmann lays the foundations for what is today known as the typicality account. I argue that, based on the concepts of…

We prove the existence of a successful coupling for $n$ particles in the symmetric inclusion process. As a consequence we characterize the ergodic measures with finite moments, and obtain sufficient conditions for a measure to converge in…

We present a new proof of an Ergodic theorem for Wide-Sense Stationary Random Processes added with a new canonical sampling theorem of mine for finite time duration signals in the frequency domain (periodograms) which is free from the…

For a class of locally (but not necessarily uniformly) Lipschitz continuous $d$-dimensional observables over a Gibbs-Markov system, we show that convergence of (suitably normalized and centered) ergodic sums to a non-Gaussian stable vector…

The entangled ergodic theorem concerns the study of the convergence in the strong, or merely weak operator topology, of the multiple Cesaro mean $$\frac{1}{N^{k}}\sum_{n_{1},...,n_{k}=0}^{N-1} U^{n_{\a(1)}}A_{1}U^{n_{\a(2)}}...…

A fundamental result of thermodynamic geometry is that the optimal, minimal-work protocol that drives a nonequilibrium system between two thermodynamic states in the slow-driving limit is given by a geodesic of the friction tensor, a…

Any discrete quantum process is represented by a sequence of quantum channels. We consider ergodic quantum processes obtained by a map that takes the points along the trajectory of a discrete ergodic dynamical system to the space of quantum…

We present a new framework for computing low frequency transport properties of strongly correlated, ergodic systems. Our main assumption is that, when a thermalizing diffusive system is driven at frequency $\omega$, domains of size $\xi…

We present a survey of ergodic theorems for actions of algebraic and arithmetic groups recently established by the authors, as well as some of their applications. Our approach is based on spectral methods employing the unitary…

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…

We study a family of quadratic stochastic differential equations in the plane, motivated by applications to turbulent transport of heavy particles. Using Lyapunov functions, we find a critical parameter value $\alpha_{1}=\alpha_{2}$ such…

We develop transportation-entropy inequalities which are saturated for measures such that their log-density with respect to the background measure is an affine function, in the setting of the uniform measure on the discrete hypercube and…

We propose an overview of optimal transport theory and its applications to econometric methodology. This review is specifically designed for practitioners, be they econometric theorists or applied econometricians. The review of applications…