Related papers: Exponential ergodicity of an affine two-factor mod…
In this paper, by invoking the coupling approach, we establish exponential ergodicity under the $L^1 $-Wasserstein distance for two-factor affine processes. The method employed herein is universal in a certain sense so that it is applicable…
For affine processes on finite-dimensional cones, we give criteria for geometric ergodicity - that is exponentially fast convergence to a unique stationary distribution. Ergodic results include both the existence of exponential moments of…
For an affine two factor model, we study the asymptotic properties of the maximum likelihood and least squares estimators of some appearing parameters in the so-called subcritical (ergodic) case based on continuous time observations. We…
For general (1+1)-affine Markov processes, we prove the ergodicity and exponential ergodicity in total variation distances. Our methods follow the arguments of ergodic properties for L\'{e}vy-driven OU-processes and a coupling of…
Examining multiple ergodic averages whose iterates are integer parts of real valued polynomials for totally ergodic systems, we provide various characterizations of total joint ergodicity, meaning that an average converges to the "expected"…
We study a family of piecewise expanding maps on the plane, generated by composition of a rotation and an expansive similitude of expansion constant $\beta$. We give two constants $B_1$ and $B_2$ depending only on the fundamental domain…
An inclusion of von Neumann factors $M \subset \Cal M$ is {\it ergodic} if it satisfies the irreducibility condition $M'\cap \Cal M=\Bbb C$. We investigate the relation between this and several stronger ergodicity properties, such as…
We discuss a Markov jump process regarded as a variant of the CIR (Cox-Ingersoll-Ross) model and its infinite-dimensional extension. These models belong to a class of measure-valued branching processes with immigration, whose jump…
An affine model of computation is defined as a subset of iterated immediate-snapshot runs, capturing a wide variety of shared-memory systems, such as wait-freedom, t-resilience, k-concurrency, and fair shared-memory adversaries. The…
Let $T$ be an $\R$-tree in the boundary of Outer space with dense orbits. When the free group $\FN$ acts freely on $T$, we prove that the number of projective classes of ergodic currents dual to $T$ is bounded above by $3N-5$. We combine…
In this work, we introduce the concept of term ergodicity for action semigroups and construct semigroups on two dimensional manifolds which are $C^{1+\alpha}$-robustly term ergodic. Moreover, we illustrate the term ergodicity by some…
We show that every subshift factor of a ($-\beta$)-shift is intrinsically ergodic, when $\beta\geq \frac{1+\sqrt{5}}{2}$ and the ($-\beta$)-expansion of $1$ is not periodic with odd period. Moreover, the unique measure of maximal entropy…
An open problem in polarization theory is to determine the binary operations that always lead to polarization (in the general multilevel sense) when they are used in Ar{\i}kan style constructions. This paper, which is presented in two…
We investigate the maximal domain of the moment generating function of affine processes in the sense of Duffie, Filipovi\'{c} and Schachermayer [Ann. Appl. Probab. 13 (2003) 984-1053], and we show the validity of the affine transform…
Following Schweiger's generalization of multidimensional continued fraction algorithms, we consider a very large family of $p$-adic multidimensional continued fraction algorithms, which include Schneider's algorithm, Ruban's algorithms, and…
In 2019, investigation of the so-called factor-invariant cubic graphs was initiated by Alspach, Khodadadpour and Kreher. For a cubic graph $\Gamma$ and a vertex-transitive subgroup $G$ of $\mathrm{Aut}(\Gamma)$, a $2$-factor $\mathcal{C}$…
In this article, we introduce an ergodic optimization problem inspired by information theory, which can be presented informally as follows: given a factor map $\pi : (X, T) \to (Y, S)$ of topological dynamical systems, and a continuous…
An exponential automorphism of $\mathbf{C}$ is a function $\alpha: \mathbf{C} \rightarrow \mathbf{C}$ such that $\alpha(z_1 + z_2) = \alpha(z_1) + \alpha(z_2)$ and $\alpha\left( e^z \right) = e^{\alpha(z)}$ for all $z, z_1, z_2 \in…
Let $\cal R$ be either the Grothendieck semiring (semiring with multiplication) of complex algebraic varieties, or the Grothendieck ring of these varieties, or the Grothendieck ring localized by the class of the complex affine line. We…
A free field representation for form-factors of exponential operators in the affine A^{(1)}_{N-1} Toda model is proposed. The one and two particle form-factors are calculated explicitly.