Related papers: Limit theorems for toral translations
A classical fact in ergodic theory is that ergodicity is equivalent to almost everywhere divergence of ergodic sums of all nonnegative integrable functions which are not identically zero. We show two methods, one in the measure preserving…
To profit from price oscillations, investors frequently use threshold-type strategies where changes in the portfolio position are triggered by some indicators reaching prescribed levels. In this paper, we investigate threshold-type…
Cyclotomic polylogarithms are reviewed and new results concerning the special constants that occur are presented. This also allows some comments on previous literature results using PSLQ.
We define and study the properties of the infinite dimensional quantized Kronecker flow. This $\bC^*$-dynamical system arises as a quantization of the corresponding flow on an infinite dimensional torus. We prove an ergodic theorem for a…
We consider sequences of Davenport type or Gelfond type and prove that sequences of Davenport exponent larger than $\frac{1}{2}$ are good sequences of weights for the ergodic theorem, and that the ergodic sums weighted by a sequence of…
It is argued that a diffusion may be ergodic even though the drift field has unbounded outward-directed parts. The discussion employs stochastic and numerical methods.
Our conception of a generalized ergodic theory shall exceed the generality of general topology: In this first part of the generalized ergodic theory we investigate the logical constitution of the conception of attractors. We prepare a…
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…
It is well known that ergodic theory can be used to formally prove a weak form of relaxation to equilibrium for finite, mixing, Hamiltonian systems. In this Letter we extend this proof to any dynamics that preserves a mixing equilibrium…
The purpose of this article is to construct a toolbox, in Dynamical Systems, to support the idea that ``whenever we can prove a limit theorem in the classical sense for a dynamical system, we can prove a suitable almost-sure version based…
We give sufficient conditions ensuring the strong ergodic property of unique mixing for $C^*$-dynamical systems arising from Yang-Baxter-Hecke quantisation. We discuss whether they can be applied to some important cases including monotone,…
We study phase transitions in the thermodynamic description of Pomeau-Manneville intermittent maps from the point of view of infinite ergodic theory, which deals with diverging measure dynamical systems. For such systems, we use a…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
We prove time-dependent versions of Kingman's subadditive ergodic theorem, which can be used to study stochastic processes as well as propagation of solutions to PDE in time-dependent environments.
We study ergodic properties of certain piecewise smooth two-dimensional systems by constructing countable Markov partitions. Using thermodynamic formalism we prove exponential decay of correleations.
Let T be an ergodic automorphism of the d-dimensional torus T^d, and f be a continuous function from T^d to R^l. On the probability space T^d equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical…
We prove the existence and describe limiting curves resulting from deviations in partial sums in the ergodic theorem for cylindrical functions and polynomial (self-similar) adic systems. For a general ergodic measure-preserving…
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…
Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…
We consider a process on $\mathbb{T}^2$, which consists of fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise to a process on the graph naturally associated to the structure…