Related papers: Randomly Perturbed Ergodic Averages

We investigate ergodic properties of generalized Ornstein--Uhlenbeck processes. In particular, we provide sufficient conditions for ergodicity, and for subexponential and exponential convergence to the invariant probability measure. We use…

Let $G$ be a locally compact group and $\mu$ be a probability measure on $G$. We consider the convolution operator $\lambda_1(\mu)\colon L_1(G)\to L_1(G)$ given by $\lambda_1(\mu)f=\mu \ast f$ and its restriction $\lambda_1^0(\mu)$ to the…

Let B be a p-uniformly convex Banach space, with p >= 2. Let T be a linear operator on B, and let A_n x denote the ergodic average (1 / n) sum_{i< n} T^n x. We prove the following variational inequality in the case where T is power bounded…

We investigate the limiting behavior of multiple ergodic averages along sparse sequences evaluated at prime numbers. Our sequences arise from smooth and well-behaved functions that have polynomial growth. Central to this topic is a…

This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…

In 1966, P. Guenther proved the following result: Given a continuous function f on a compact surface M of constant curvature -1 and its periodic lift g to the universal covering, the hyperbolic plane, then the averages of the lift g over…

Let $G$ be a countable abelian group. We study ergodic averages associated with configurations of the form $\{ag,bg,(a+b)g\}$ for some $a,b\in\mathbb{Z}$. Under some assumptions on $G$, we prove that the universal characteristic factor for…

Following Frantzikinakis' approach on averages for Hardy field functions of different growth, we add to the topic by studying the corresponding averages for tempered functions, a class which also contains functions that oscillate and is in…

We present some twisted compactness conditions for almost everywhere convergence of one-parameter entangled ergodic averages of Dunford-Schwartz operators $T_0,\ldots, T_a$ on a Borel probability space of the form $$ \sum_{n=1}^N T_a^n…

We consider uniform moment convergence of lag-window spectral density estimates for univariate and multivariate stationary processes. Optimal rates of convergence are obtained under mild and easily verifiable conditions. Our theory…

Let $\xi_0,\xi_1,...$ be independent identically distributed (i.i.d.) random variables such that $\E \log (1+|\xi_0|)<\infty$. We consider random analytic functions of the form $$ G_n(z)=\sum_{k=0}^{\infty} \xi_k f_{k,n} z^k, $$ where…

We develop a framework for the study of the limiting behavior of multiple ergodic averages with commuting transformations when all iterates are given by the same sparse sequence; this enables us to partially resolve several longstanding…

Motivated by applications to distributed optimization over networks and large-scale data processing in machine learning, we analyze the deterministic incremental aggregated gradient method for minimizing a finite sum of smooth functions…

This work studies the averaging principle for a fully coupled two time-scale system, whose slow process is a diffusion process and fast process is a purely jumping process on an infinitely countable state space. The ergodicity of the fast…

Motivated by the well-known phase-space portrait of the nonlinear pendulum, the purpose of this paper is to obtain convergence rates in the ergodic theorem for flows in the plane that have arbitrarily slow trajectories. Considering bounded…

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 show uniform convergence of Wiener-Wintner ergodic averages for ergodic actions of (not necessarily countable) locally compact, second countable, abelian (LCA) groups. As a by-product, we obtain a finitary version of the van der Corput…

We obtain universal estimates on the convergence to equilibrium and the times of coupling for continuous time irreducible reversible finite-state Markov chains, both in the total variation and in the L^2 norms. The estimates in total…

We prove martingale-ergodic and ergodic-martingale theorems with continuous parameter for vector valued Bochner integrable functions. We first prove almost everywhere convergence of vector valued martingales with continuous parameter. The…

In 1987, J. H. Elton, has proved the first fundamental result in convergence of IFS, the Elton's Ergodic Theorem. In this work we prove the natural extension of this theorem to the projected Hutchinson measure $\mu_{\alpha}$ associated to a…