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In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation with periodic coefficients. We first study the asymptotic…

Optimization and Control · Mathematics 2025-05-09 Jiacheng Wu , Qi Zhang

We investigate stochastic processes that generalize geometric Brownian motion, focusing on cases where the standard invariant measure, i.e. the solution of the stationary Fokker-Planck equation does not necessarily exist. We demonstrate…

Statistical Mechanics · Physics 2026-02-18 S. Giordano , R. Blossey

Let $k$ be a perfect complete valued field with a nontrivial non-archimedean norm $|\cdot|$ and $\omega\in k$ with $0<|\omega|<1.$ Let $X$ be a reduced and normal $k$-analytic space. Then $O^{\circ}\simeq…

Algebraic Geometry · Mathematics 2023-06-19 Junyi Xie

A function between two metric spaces is said to be totally bounded regular if it preserves totally bounded sets. These functions need not be continuous in general. Hence the purpose of this article is to study such functions vis-\'a-vis…

Functional Analysis · Mathematics 2020-12-14 Lipsy Gupta , S. Kundu

In many sharing-economy applications, as well as in conventional economy applications, one wishes to regulate the behaviour of an ensemble of agents with guarantees on both the regulation of the ensemble in aggregate and the revenue or…

Optimization and Control · Mathematics 2023-05-01 Vyacheslav Kungurtsev , Jakub Marecek , Ramen Ghosh , Robert N. Shorten

The goal of this expository article is a fairly self-contained account of some averaging processes of functions along sequences of the form $(\alpha^n x)^{}_{n\in\mathbb{N}}$, where $\alpha$ is a fixed real number with $| \alpha | > 1$ and…

Number Theory · Mathematics 2018-01-24 Michael Baake , Alan Haynes , Daniel Lenz

The entangled ergodic theorem concerns the study of the convergence in the strong, or merely weak operator topology, of the multiple Cesaro mean $$\frac{1}{N^{k}}\sum_{n_{1},...,n_{k}=0}^{N-1} U^{n_{\a(1)}}A_{1}U^{n_{\a(2)}}...…

Operator Algebras · Mathematics 2007-05-23 Francesco Fidaleo

Convergence properties of random ergodic averages have been extensively studied in the literature. In these notes, we exploit a uniform estimate by Cohen \& Cuny who showed convergence of a series along randomly perturbed times for…

Dynamical Systems · Mathematics 2018-06-08 JaeYong Choi , Karin Reinhold

In this paper, the power boundedness and mean ergodicity of multiplication operators are investigated on the Bloch space B, the little Bloch space B0 and the Besov Space Bp. We completely characterize power bounded, mean ergodic and…

Functional Analysis · Mathematics 2021-10-12 F. Falahat , Z. Kamali

We study correlation estimates of automatic sequences (that is, sequences computable by finite automata) with polynomial phases. As a consequence, we provide a new class of good weights for classical and polynomial ergodic theorems, not…

Dynamical Systems · Mathematics 2018-03-21 Tanja Eisner , Jakub Konieczny

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…

Dynamical Systems · Mathematics 2023-02-07 Beatrix Haddock , James Leng , Cesar E. Silva

The main purpose of this paper is to prove the mean ergodic theorem for nonexpansive mappings and semigroups in locally compact Hadamard spaces, including finite dimensional Hadamard manifolds. The main tool for proving ergodic convergence…

Functional Analysis · Mathematics 2021-05-07 Hadi Khatibzadeh , Hadi Pouladi

We unify and extend some previous results about cubic ergodic averages and sets of positive density in products of groups. This provides a joint generalization of earlier work of the author in the case of two commuting actions of an…

Dynamical Systems · Mathematics 2008-12-11 John T. Griesmer

In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…

Statistical Mechanics · Physics 2024-01-09 Marco Baldovin , Raffaele Marino , Angelo Vulpiani

The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…

Number Theory · Mathematics 2018-04-23 Victor Volfson

Let $(X, \mathcal{A},\mu)$ be a probability space and let $T$ be a contraction on $L^2(\mu)$. We provide suitable conditions over sequences $(w_k)$, $(u_k)$ and $(A_k)$ in such a way that the weighted ergodic limit…

Dynamical Systems · Mathematics 2020-07-03 Ahmad Darwiche , Dominique Schneider

We show that the class of $L^2$ functions for which ergodic averages of a reversible Markov chain have finite asymptotic variance is determined by the class of $L^2$ functions for which ergodic averages of its associated jump chain have…

Computation · Statistics 2016-07-26 George Deligiannidis , Anthony Lee

In this paper we are concerned with the study of additive ergodic averages in multiplicative systems and the investigation of the "pretentious" dynamical behaviour of these systems. We prove a mean ergodic theorem (Theorem A) that…

Dynamical Systems · Mathematics 2024-10-01 Dimitrios Charamaras

The classical Birkhoff ergodic theorem in its most popular version says that the time average along a single typical trajectory of a dynamical system is equal to the space average with respect to the ergodic invariant distribution. This…

Dynamical Systems · Mathematics 2017-12-06 Michael Blank

For stochastic $C_0$-semigroups on $L^1$-spaces there is wealth of results that show strong convergence to an equilibrium as $t \to \infty$, given that the semigroup contains a partial integral operator. This has plenty of applications to…

Functional Analysis · Mathematics 2020-05-19 Jochen Glück , Florian G. Martin
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