Related papers: Ergodic Theorems for Dynamic Imprecise Probability…
It is known that a gambler repeating a game with positive expected value has a positive probability to never go broke. We use the mass transport method to prove the generalization of this fact where the gains from the bets form a…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…
Risk-sensitive control balances performance with resilience to unlikely events in uncertain systems. This paper introduces ergodic-risk criteria, which capture long-term cumulative risks through probabilistic limit theorems. By ensuring the…
We discuss some classical and recent results and open problems on the statistical behavior of ergodic sums above toral translations, and their applications to Diophantine approximations and to ergodic properties of systems related to…
Ergodic optimization aims to describe dynamically invariant probability measures that maximize the integral of a given function. For a wide class of intrinsically ergodic subshifts over a finite alphabet, we show that the space of…
We prove pointwise and maximal ergodic theorems for probability measure preserving (p.m.p.) actions of any countable group, provided it admits an essentially free, weakly mixing amenable action of stable type $III_1$. We show that this…
We form a sequence of oblong matrices by evaluating an integrable vector-valued function along the orbit of an ergodic dynamical system. We obtain an almost sure asymptotic result for the permanents of those matrices. We also give an…
The theory of ergodic optimization for distance-expanding maps is extended to Gauss's continued fraction map. Since the set of invariant probability measures is not weak$^*$ closed, we establish a characterisation of the closure of this…
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…
For any 1-lipschitz ergodic map $F:\; \mathbb{Z}^{k}_{p} \mapsto \mathbb{Z}^{k}_{p},\;k>1\in\mathbb{N},$ there are 1-lipschitz ergodic map $G:\; \mathbb{Z}_{p} \mapsto \mathbb{Z}_{p}$ and two bijection $H_k$, $T_{k,\;P}$ that $$G = H_{k}…
A view on the physical meaning of the so called ergodic hypothesis: its role on the foundations of equilibrium statistical mechanics in mid '800, its interpretations and hints at its relevance for modern nonequilibrium statistical…
A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…
For dynamical systems satisfying the approximate $\mathbb{Z}^{d}$ or $\mathbb{Z}_+^{d}$-product property and asymptotically entropy expansiveness, we establish a precise description of the structure of their space of invariant measures. In…
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 introduce methods that allow to derive continuous-time versions of various discrete-time ergodic theorems. We then illustrate these methods by giving simple proofs and refinements of some known results as well as establishing new results…
We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…
We first give a decomposition for a $T$-invariant sublinear expectation $\mathbb{E}=\sup_{P\in\Theta}\mathrm{E}_P$, and show that each component $\mathbb{E}^{(d)}=\sup_{P\in\Theta^{(d)}}\mathrm{E}_P$ of the decomposition has a finite period…
In [11], employing the technique of noncommutative interpolation, a maximal ergodic theorem in noncommutative Lp-spaces, 1 < p < infinity, was established and, among other things, corresponding maximal ergodic inequalities and individual…
We present a new approach to the proof of ergodic theorems for actions of free groups based on geometric covering and asymptotic invariance arguments. Our approach can be viewed as a direct generalization of the classical geometric covering…