Related papers: Rational ergodicity of Step function Skew Products

For a rotation by an irrational $\alpha$ on the circle and a BV function $\varphi$, we study the variance of the ergodic sums $S_L \varphi(x) := \sum_{j=0}^{L -1} \, \varphi(x + j\alpha)$. When $\alpha$ is not of constant type, we construct…

This paper is devoted to the problem of ergodicity of $p$-adic dynamical systems. Our aim is to present criteria of ergodicity in terms of coordinate functions corresponding to digits in the canonical expansion of $p$-adic numbers. The…

A system comprised of an elastic solid and its response to an external random force sequence is shown to behave based on the principles of the theory of algorithmic complexity and randomness. The solid distorts the randomness of an input…

For a family of skew product endomorphisms on closed surface $f_{\phi}(x,y)=\big(l x\ , \ y+\phi(x)\big)$, where $l\in \mathbb{N}_{\geq 2}$ and $\phi: S^1\to \mathbb{R}$ is a $C^r\ (r>1)$ function, we get a dichotomy on the cohomology class…

We introduce a multivariate Hawkes process with constraints on its conditional density. It is a multivariate point process with conditional intensity similar to that of a multivariate Hawkes process but certain events are forbidden with…

Ergodicity, the central tenet of statistical mechanics, requires that an isolated system will explore all of its available phase space permitted by energetic and symmetry constraints. Mechanisms for violating ergodicity are of great…

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

Drifts of asset returns are notoriously difficult to model accurately and, yet, trading strategies obtained from portfolio optimization are very sensitive to them. To mitigate this well-known phenomenon we study robust growth-optimization…

In this paper, we study stable ergodicity of the action of groups of diffeomorphisms on smooth manifolds. Such actions are known to exist only on one-dimensional manifolds. The aim of this paper is to introduce a geometric method to…

In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $\alpha$-stable processes. For this purpose, explicit and sharp criteria for…

As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average of its own trace. The properties of resulting random walks…

Let $A_kA_{k-1}\cdots A_1$ be product of some nonnegative 2-by-2 matrices. In general, its elements are hard to evaluate. Under some conditions, we show that $\forall i,j\in\{1,2\},$ $(A_kA_{k-1}\cdots A_1)_{i,j}\sim…

We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…

We consider quenched random perturbations of skew products of rotations on the unit circle over uniformly expanding maps on the unit circle. It is known that if the skew product satisfies a certain condition (shown to be generic in the case…

Our main goal is to give a sense of recent developments in the (stable) rationality problem from the point of view of unramified cohomology and 0-cycles as well as derived categories and semiorthogonal decompositions, and how these…

Functions which are equivariant or invariant under the transformations of a compact linear group $G$ acting in an euclidean space $\real^n$, can profitably be studied as functions defined in the orbit space of the group. The orbit space is…

We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments,…

Recently, the dynamical and spectral properties of square-free integers, visible lattice points and various generalisations have received increased attention. One reason is the connection of one-dimensional examples such as $\mathscr…

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

Although financial models violate ergodicity in general, observing the ergodic behavior in the markets is not rare. Policymakers and market participants control the market behavior in critical and emergency states, which leads to some…