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Deviation of ergodic sums is studied for substitution dynamical systems with a matrix that admits eigenvalues of modulus 1. We consider the corresponding eigenfunctions, and in Theorem 1.1 we prove that the limit inferior of the ergodic…

Dynamical Systems · Mathematics 2014-07-28 Xavier Bressaud , Alexander I. Bufetov , Pascal Hubert

Recently, T. Tao gave a finitary proof a convergence theorem for multiple averages with several commuting transformations and soon later, T. Austin gave an ergodic proof of the same result. Although we give here one more proof of the same…

Dynamical Systems · Mathematics 2012-09-27 Bernard Host

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

Probability · Mathematics 2022-07-19 Youri Davydov , Arkady Tempelman

The present paper is devoted to the study of resonances for one-dimensional quantum systems with a potential that is the restriction to some large box of an ergodic potential. For discrete models both on a half-line and on the whole line,…

Mathematical Physics · Physics 2016-06-22 Frédéric Klopp

There is only one fully supported ergodic invariant probability measure for the adic transformation on the space of infinite paths in the graph that underlies the Eulerian numbers. This result may partially justify a frequent assumption…

Dynamical Systems · Mathematics 2007-08-10 Sarah Bailey Frick , Karl Petersen

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…

Probability · Mathematics 2020-04-09 Shuyang Bai , Takashi Owada , Yizao Wang

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

We study phase transitions in the thermodynamic description of Pomeau-Manneville intermittent maps from the point of view of infinite ergodic theory, which deals with diverging measure dynamical systems. For such systems, we use a…

Statistical Mechanics · Physics 2012-08-28 Roberto Venegeroles

We give a generalization of the ergodic theorem for semi-Markov linear-type processes. This generalization is proved for the case when a common support of distributions defining this process is not arithmetic. Also we give an uniform…

Probability · Mathematics 2016-03-22 Galina A. Zverkina

The idea of a parsing of a stationary process according to a collection of words is introduced, and the basic framework required for the asymptotic analysis of these parsings is presented. We demonstrate how the pointwise ergodic theorem…

Dynamical Systems · Mathematics 2025-02-13 Matan Tal

We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the…

Probability · Mathematics 2024-10-01 Roberto Fernandez , Francesco Manzo , Matteo Quattropani , Elisabetta Scoppola

Consider the partial sums {S_t} of a real-valued functional F(Phi(t)) of a Markov chain {Phi(t)} with values in a general state space. Assuming only that the Markov chain is geometrically ergodic and that the functional F is bounded, the…

Probability · Mathematics 2007-05-23 Ioannis Kontoyiannis , Sean Meyn

We study the limiting behavior of multiple ergodic averages involving several not necessarily commuting measure preserving transformations. We work on two types of averages, one that uses iterates along combinatorial parallelepipeds, and…

Dynamical Systems · Mathematics 2011-02-09 Qing Chu , Nikos Frantzikinakis

We prove the $L^{2}$ convergence for the linear multiple ergodic averages of commuting transformations $T_{1}, ..., T_{l}$, assuming that each map $T_i$ and each pair $T_iT_j^{-1}$ is ergodic for $i\neq j$. The limiting behavior of such…

Dynamical Systems · Mathematics 2007-05-23 Nikos Frantzikinakis , Bryna Kra

We introduce the notion of stationary actions in the context of C*-algebras. We develop the basics of the theory, and provide applications to several ergodic theoretical and operator algebraic rigidity problems.

Operator Algebras · Mathematics 2020-11-10 Yair Hartman , Mehrdad Kalantar

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

Probability · Mathematics 2022-02-14 Phil. Pollett

We suggest a method for constructing positive harmonic functions for a wide class of transition kernels on $Z^+$. We also find natural conditions under which these functions have positive finite limits at infinity. Further, we apply our…

Probability · Mathematics 2013-12-10 Denis Denisov , Dmitry Korshunov , Vitali Wachtel

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

For nonstationary, strongly mixing sequences of random variables taking their values in a finite-dimensional Euclidean space, with the partial sums being normalized via matrix multiplication, with certain standard conditions being met, the…

Probability · Mathematics 2021-09-07 Richard C. Bradley , Zbigniew J. Jurek