Related papers: Weak ergodic theorem for Markov chains without inv…
We build on work of Elek and Zucker and develop a topological analogue of the theory of weak containment. We show that definitions in terms of local patterns, containment in ultra(co)products, and continuous model theory are all equivalent,…
In this note we re-visit the fundamental question of the strong law of large numbers and central limit theorem for processes in continuous time with conditional stationary and independent increments. For convenience we refer to them as…
We show that an $R^d$-topological dynamical system equipped with an invariant ergodic measure has discrete spectrum if and only it is $\mu$-mean equicontinuous (proven for $Z^d$ before). In order to do this we introduce mean equicontinuity…
This article develops general conditions for weak convergence of adaptive Markov chain Monte Carlo processes and is shown to imply a weak law of large numbers for bounded Lipschitz continuous functions. This allows an estimation theory for…
It is known that the Dobrushin's ergodicity coefficient is one of the effective tools to study a behavior of non-homogeneous Markov chains. In the present paper, we define such an ergodicity coefficient of a positive mapping defined on…
A problem from thermodynamic formalism for countable symbolic Markov chains is considered. It concerns asymptotic behavior of the equilibrium measures corresponding to increasing sequences of finite sub-matrices of an infinite nonnegative…
The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…
The influence of errors on the convergence of infinite products of weak quasi-contraction mappings in $b$-metric spaces is explored. An example demonstrating the necessity of convergence of the sequence of computational errors to zero is…
Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore,…
This paper proposes a family of weighted batch means variance estimators, which are computationally efficient and can be conveniently applied in practice. The focus is on Markov chain Monte Carlo simulations and estimation of the asymptotic…
The almost sure convergence of ergodic averages in Birkhoff's pointwise ergodic theorem is known to fail in the finitely additive setting. We introduce a natural reformulation of almost sure convergence suitable for finitely additive…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
We prove strengthenings of the Birkhoff Ergodic Theorem for weakly mixing and strongly mixing measure preserving systems. We show that our pointwise theorem for weakly mixing systems is strictly stronger than the Wiener-Wintner Theorem. We…
We study two properties of nonsingular and infinite measure-preserving ergodic systems: weak double ergodicity, and ergodicity with isometric coefficients. We show that there exist infinite measure-preserving transformations that are…
For topologically mixing locally conformal semigroup actions generated by a finite collection of $C^{1+\alpha}$ conformal local diffeomorphisms, we provide a countable Markov partition satisfying the finite images and the finite cycle…
The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…
The weak mean equicontinuous properties for a countable discrete amenable group $G$ acting continuously on a compact metrizable space $X$ are studied. It is shown that the weak mean equicontinuity of $(X \times X,G)$ is equivalent to the…
We establish connections between several properties of topological dynamical systems, such as: - every point is generic for an ergodic measure, - the map sending points to the measures they generate is continuous, - the system splits into…
Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…
We consider whether ergodic Markov chains with bounded step size remain bounded in probability when their transitions are modified by an adversary on a bounded subset. We provide counterexamples to show that the answer is no in general, and…