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We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

Ergodicity is a fundamental issue for a stochastic process. In this paper, we refine results on ergodicity for a general type of Markov chain to a specific type or the $GI/G/1$-type Markov chain, which has many interesting and important…

Probability · Mathematics 2012-08-28 YongHua Mao , Yongming Tai , Yiqiang Q. Zhao , Jiezhong Zou

We provide an ergodic theorem for certain Banach-space valued functions on structures over $\ZZ^d$, which allow for existence of frequencies of finite patterns. As an application we obtain existence of the integrated density of states for…

Mathematical Physics · Physics 2018-09-28 Daniel Lenz , Peter Mueller , Ivan Veselić

Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…

Probability · Mathematics 2015-01-19 Zhongzhi Wang , Weiguo Yang

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…

Probability · Mathematics 2007-05-23 Stefano Isola

The particle Gibbs (PG) sampler is a systematic way of using a particle filter within Markov chain Monte Carlo (MCMC). This results in an off-the-shelf Markov kernel on the space of state trajectories, which can be used to simulate from the…

Statistics Theory · Mathematics 2015-03-24 Fredrik Lindsten , Randal Douc , Eric Moulines

In this short note we prove ``effective" geometric ergodicity (i.e a Perron-Frobenius theorem) for Markov chains in random mixing dynamical environment satisfying a random non-uniform version of the Doeblin condition. Effectivity here means…

Probability · Mathematics 2026-01-05 Yeor Hafouta

We investigate (uniform) mean ergodicity of weighted composition operators on the space of smooth functions and the space of distributions, both over an open subset of the real line. Among other things, we prove that a composition operator…

Functional Analysis · Mathematics 2022-03-22 Thomas Kalmes , Daniel Santacreu

We establish verifiable general sufficient conditions for exponential or subexponential ergodicity of Markov processes that may lack the strong Feller property. We apply the obtained results to show exponential ergodicity of a variety of…

Probability · Mathematics 2019-03-27 Oleg Butkovsky , Alexei Kulik , Michael Scheutzow

We prove quantum ergodicity for certain orthonormal bases of $L^2(\mathbb{S}^2)$, consisting of joint eigenfunctions of the Laplacian on $\mathbb{S}^2$ and the discrete averaging operator over a finite set of rotations, generating a free…

Spectral Theory · Mathematics 2017-05-22 Shimon Brooks , Etienne Le Masson , Elon Lindenstrauss

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

General Markov chains with a countably additive transition probability in arbitrary phase space are considered. Markov operators extend from the space of countably additive measures to the space of finitely additive measures. In the…

Probability · Mathematics 2018-04-10 Alexander I. Zhdanok

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

For a topological dynamical system we characterize the decomposition of the state space induced by the fixed space of the corresponding Koopman operator. For this purpose, we introduce a hierarchy of generalized orbits and obtain the finest…

Dynamical Systems · Mathematics 2019-07-10 Kari Küster

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

The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…

Mathematical Physics · Physics 2016-08-16 György Steinbrecher , Boris Weyssow

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 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

This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…

Probability · Mathematics 2009-09-29 Gareth O. Roberts , Jeffrey S. Rosenthal

We study some dynamical properties of composition operators defined on the space $\mathcal{P}(^m X)$ of $m$-homogeneous polynomials on a Banach space $X$ when $\mathcal{P}(^m X)$ is endowed with two different topologies: the one of uniform…

Functional Analysis · Mathematics 2020-12-16 David Jornet , Daniel Santacreu , Pablo Sevilla-Peris