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In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…

Probability · Mathematics 2011-09-16 Leonid Galtchouk , Serguei Pergamenchtchikov

We study expansiveness properties of positive measure subsets of ergodic $\mathbb{Z}^d$-actions along two different types of structured subsets of $\mathbb{Z}^d$, namely, cyclic subgroups and images of integer polynomials. We prove…

Dynamical Systems · Mathematics 2024-09-30 Alexander Fish , Sean Skinner

Let $X$ be a one dimensional positive recurrent diffusion with initial distribution $\nu$ and invariant probability $\mu$. Suppose that for some $p> 1$, $\exists a\in\R$ such that $\forall x\in\R, \E_x T_a^p<\infty$ and $\E_\nu…

Probability · Mathematics 2010-01-25 Dasha Loukianova , Oleg Loukianov , Eva Loecherbach

P-time event graphs are discrete event systems able to model cyclic production systems where tasks need to be performed within given time windows. Consistency is the property of admitting an infinite execution of such tasks that does not…

Logic in Computer Science · Computer Science 2026-02-10 Davide Zorzenon , Jörg Raisch

In this paper we study a class of dynamical systems generated by iterations of multivariate polynomials and estimate the degreegrowth of these iterations. We use these estimates to bound exponential sums along the orbits of these dynamical…

Number Theory · Mathematics 2015-05-13 Alina Ostafe , Igor Shparlinski

We give necessary and sufficient conditions for joint ergodicity results of collections of sequences with respect to systems of commuting measure preserving transformations. Combining these results with a new technique that we call…

Dynamical Systems · Mathematics 2024-12-19 Nikos Frantzikinakis , Borys Kuca

We prove mean convergence, as $N\to\infty$, for the multiple ergodic averages $\frac{1}{N}\sum_{n=1}^N f_1(T_1^{p_1(n)}x)... f_\ell(T_\ell^{p_\ell(n)}x)$, where $p_1,...,p_\ell$ are integer polynomials with distinct degrees, and…

Dynamical Systems · Mathematics 2015-11-19 Qing Chu , Nikos Frantzikinakis , Bernard Host

The first algorithm for sampling the space of thick equilateral knots, as a function of thickness, will be described. This algorithm is based on previous algorithms of applying random reflections. To prove the existence of the algorithm, we…

Geometric Topology · Mathematics 2017-05-09 Kyle Chapman

We propose a new way to construct a multicast coding scheme for linear deterministic relay networks. Our construction can be regarded as a generalization of the well-known multicast network coding scheme of Jaggi et al. to linear…

Information Theory · Computer Science 2015-03-17 S. M. Sadegh Tabatabaei Yazdi , Serap A. Savari

Meta-learning has been proposed as a promising machine learning topic in recent years, with important applications to image classification, robotics, computer games, and control systems. In this paper, we study the problem of using…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Yunian Pan , Quanyan Zhu

In this note we obtain tight bounds on the space-complexity of computing the ergodic measure of a low-dimensional discrete-time dynamical system affected by Gaussian noise. If the scale of the noise is $\varepsilon$, and the function…

Computational Complexity · Computer Science 2015-08-24 Mark Braverman , Cristobal Rojas , Jon Schneider

We consider the problem of learning high dimensional polynomial transformations of Gaussians. Given samples of the form $p(x)$, where $x\sim N(0, \mathrm{Id}_r)$ is hidden and $p: \mathbb{R}^r \to \mathbb{R}^d$ is a function where every…

Machine Learning · Computer Science 2022-04-11 Sitan Chen , Jerry Li , Yuanzhi Li , Anru R. Zhang

We obtain expansions of ergodic integrals for $\Z^d$-covers of compact self-similar translation flows, and as a consequence we obtain a form of weak rational ergodicity with optimal rates. As examples, we consider the so-called self-similar…

Dynamical Systems · Mathematics 2025-04-15 Henk Bruin , Charles Fougeron , Davide Ravotti , Dalia Terhesiu

There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…

Statistics Theory · Mathematics 2021-11-12 Augustin Chevallier , Sam Power , Andi Q. Wang , Paul Fearnhead

This paper studies ergodic properties of certain measures arising in the dynamics of holomorphic correspondences. These measures, in general, are not invariant in the classical sense of ergodic theory. We define a notion of ergodicity, and…

Dynamical Systems · Mathematics 2024-12-11 Mayuresh Londhe

Zeta functions of periodic cubical lattices are explicitly derived by computing all the eigenvalues of the adjacency operators and their characteristic polynomials. We introduce cyclotomic-like polynomials to give factorization of the zeta…

Combinatorics · Mathematics 2020-02-28 Yasuaki Hiraoka , Hiroyuki Ochiai , Tomoyuki Shirai

Recovering underlying Directed Acyclic Graph (DAG) structures from observational data is highly challenging due to the combinatorial nature of the DAG-constrained optimization problem. Recently, DAG learning has been cast as a continuous…

Machine Learning · Computer Science 2022-12-23 Zhen Zhang , Ignavier Ng , Dong Gong , Yuhang Liu , Ehsan M Abbasnejad , Mingming Gong , Kun Zhang , Javen Qinfeng Shi

This article studies the convergence properties of trans-dimensional MCMC algorithms when the total number of models is finite. It is shown that, for reversible and some non-reversible trans-dimensional Markov chains, under mild conditions,…

Statistics Theory · Mathematics 2024-10-18 Qian Qin

The one variable Bernstein-Szego theory for orthogonal polynomials on the real line is extended to a class of two variable measures. The polynomials orthonormal in the total degree ordering and the lexicographical ordering are constructed…

Classical Analysis and ODEs · Mathematics 2012-04-25 Antonia M. Delgado , Jeffrey S. Geronimo , Plamen Iliev , Yuan Xu

We consider importance sampling as well as other properly weighted samples with respect to a target distribution $\pi$ from a different point of view. By considering the associated weights as sojourn times until the next jump, we define…

Statistics Theory · Mathematics 2007-06-13 S. Malefaki , G. Iliopoulos
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