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Related papers: Ergodicity of Sublinear Markovian Semigroups

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We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expectation systems. By further assuming that these sublinear…

Probability · Mathematics 2024-12-03 Wen Huang , Chunlin Liu , Shige Peng , Baoyou Qu

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…

Probability · Mathematics 2021-07-02 Chunrong Feng , Panyu Wu , Huaizhong Zhao

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

Econometrics · Economics 2020-11-11 Mika Meitz , Pentti Saikkonen

This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic measure of the continuous time skew-product dynamical system…

Probability · Mathematics 2021-03-12 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

We introduce the notion of common conditional expectation to investigate Birkhoff's ergodic theorem and subadditive ergodic theorem for invariant upper probabilities. If in addition, the upper probability is ergodic, we construct an…

Probability · Mathematics 2024-11-04 Chunrong Feng , Wen Huang , Chunlin Liu , Huaizhong Zhao

The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…

Probability · Mathematics 2018-11-16 Shizhou Xu

This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…

Probability · Mathematics 2025-01-24 Zhenxin Liu , Di Lu

We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…

Probability · Mathematics 2026-03-03 Michele Caprio , Mengqi Chen

We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…

Probability · Mathematics 2025-05-21 Anna-Mariya Otsetova , Jonas M. Tölle

Using a model Hamiltonian for a single-mode electromagnetic field interacting with a nonlinear medium, we show that quantum expectation values of subsystem observables can exhibit remarkably diverse ergodic properties even when the dynamics…

Quantum Physics · Physics 2007-06-21 C. Sudheesh , S. Lakshmibala , V. Balakrishnan

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…

Probability · Mathematics 2013-12-19 Zhen-Qing Chen , Jian Wang

Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…

Dynamical Systems · Mathematics 2022-10-19 Alexey Korepanov

The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional…

Probability · Mathematics 2014-10-28 Xin Thomson Tong , Ramon van Handel

We define a class of dynamical maps on the quasi-local algebra of a quantum spin system, which are quantum analogues of probabilistic cellular automata. We develop criteria for such a system to be ergodic, i.e., to possess a unique…

Condensed Matter · Physics 2009-10-28 S. Richter , R. F. Werner

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…

Probability · Mathematics 2010-10-19 Tomasz Komorowski , Szymon Peszat , Tomasz Szarek

In this work, we address ergodicity of smooth actions of finitely generated semi-groups on an m-dimensional closed manifold M. We provide sufficient conditions for such an action to be ergodic with respect to the Lebesgue measure. Our…

Dynamical Systems · Mathematics 2015-05-14 Azam Ehsani , Fatome-Helen Ghane , Marzie Zaj

The classical Birkhoff ergodic theorem states that for an ergodic Markov process the limiting behaviour of the time average of a function (having finite $p$-th moment, $p\ge1$, with respect to the invariant measure) along the trajectories…

Probability · Mathematics 2017-04-13 Nikola Sandrić

This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…

Probability · Mathematics 2025-02-03 Yassine Tahraoui

In this paper the stability and the perturbation bounds of Markov operators acting on abstract state spaces are investigated. Here, an abstract state space is an ordered Banach space where the norm has an additivity property on the cone of…

Functional Analysis · Mathematics 2020-01-20 Farrukh Mukhamedov , Ahmed Al-Rawashdeh

We study the semiclassical time evolution of observables given by matrix valued pseudodifferential operators and construct a decomposition of the Hilbert space $L^2(\rz^d)\otimes\kz^n$ into a finite number of almost invariant subspaces. For…

Mathematical Physics · Physics 2009-11-07 Jens Bolte , Rainer Glaser
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