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In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding inequalities for independent random variables. Our conditions…

Probability · Mathematics 2023-06-16 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov

The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the…

Mathematical Physics · Physics 2022-03-17 Martin Friesen , Yuri Kondratiev

The main goal of the paper is to prove convergence in norm and pointwise almost everywhere on $L^p$, $p\in (1,\infty)$, for certain multiparameter polynomial ergodic averages in the spirit of Dunford and Zygmund for continuous flows. We…

Dynamical Systems · Mathematics 2026-02-10 Dariusz Kosz , Bartosz Langowski , Mariusz Mirek , Paweł Plewa

In this paper, we investigate the ergodicity in total variation of the process $X_t$ related to some integro-differential operator with unbounded coefficients and describe the speed of convergence to the respective invariant measure. Some…

Probability · Mathematics 2025-09-24 Yana Mokanu

Let $U$ be a unitary operator acting on the Hilbert space $H$, $\a:\{1,..., 2k\}\mapsto\{1,..., k\}$ a pair--partition, and finally $A_{1},...,A_{2k-1}\in B(H)$. We show that the ergodic average $$…

Operator Algebras · Mathematics 2007-05-23 Francesco Fidaleo

This paper is a physicist's review of the major conceptual issues concerning the problem of spectral universality in quantum systems. Here we present a unified, graph-based view of all archetypical models of such universality (billiards,…

Quantum Physics · Physics 2018-02-19 Wen Wei Ho , Djordje Radicevic

We introduce an statistical mechanical formalism for the study of discrete-time stochastic processes with which we prove: (i) General properties of extremal chains, including triviality on the tail $\sigma$-algebra, short-range…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Gregory Maillard

In the present paper we investigate $L_0$-valued states and Markov operators on $ C^*$-algebras over $L_0$. In particular, we give representations for $L_0$-valued state and Markov operators on $ C^*$ algebras over $L_0$, respectively, as…

Operator Algebras · Mathematics 2015-02-10 Inomjon Ganiev , Farrukh Mukhamedov

We study Markovian random products on a large class of "m-dimensional" connected compact metric spaces (including products of closed intervals and trees). We introduce a splitting condition, generalizing the classical one by Dubins and…

Dynamical Systems · Mathematics 2018-04-18 Lorenzo J. Díaz , Edgar Matias

A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…

Probability · Mathematics 2007-05-23 B. Goldys , B. Maslowski

We prove ergodicity for random dynamics satisfying some expansion and irreducibility conditions. As a particular application, we show that if $R_1,R_2\in \mathrm{SO}(d+1)$, $d\ge 2$, generate a dense subgroup, then the random dynamics of…

Dynamical Systems · Mathematics 2026-05-21 Jonathan DeWitt , Dmitry Dolgopyat , Zhiyuan Zhang

A concurrent system is defined as a monoid action of a trace monoid on a finite set of states. Concurrent systems represent state models where the state is distributed and where state changes are local. Starting from a spectral property on…

Probability · Mathematics 2025-05-20 Samy Abbes , Vincent Jugé

Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish space. In the Markovian case, the idea of Poincar\'e sections is introduced. It is proved that if the periodic measure is PS-ergodic, then it is ergodic.…

Probability · Mathematics 2021-03-19 Chunrong Feng , Huaizhong Zhao

We give a bound on the mixing time of a uniformly ergodic, reversible Markov chain in terms of the spectral radius of the transition operator. This bound has been established previously in finite state spaces, and is widely believed to hold…

Probability · Mathematics 2014-05-02 Dawn B. Woodard

In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more…

Probability · Mathematics 2020-12-01 Aernout van Enter , Arnaud Le Ny , Frédéric Paccaut

We characterize the geometrically doubling condition of a metric space in terms of the uniform $L^1$-boundedness of superaveraging operators, where uniform refers to the existence of bounds independent of the measure being considered.

Functional Analysis · Mathematics 2026-01-06 J. M. Aldaz , A. Caldera

Consider a Markov process $\{\Phi(t) : t\geq 0\}$ evolving on a Polish space ${\sf X}$. A version of the $f$-Norm Ergodic Theorem is obtained: Suppose that the process is $\psi$-irreducible and aperiodic. For a given function $f\colon{\sf…

Probability · Mathematics 2015-12-03 I. Kontoyiannis , S. P. Meyn

The main goal of this note is to show that (not necessarily holomorphic) multipliers of a wide class of normed spaces of continuous functions over a connected Hausdorff topological space cannot attain their multiplier norms, unless they are…

Functional Analysis · Mathematics 2020-08-11 Eugene Bilokopytov

This paper consists of four parts. In the first part, we explain what eigenvalues we are interested in and show the difficulties of the study on the first (non-trivial) eigenvalue through examples. In the second part, we present some (dual)…

Probability · Mathematics 2007-05-23 Mu-Fa Chen

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