English
Related papers

Related papers: Some remarks on the ergodic theorem for $U$-statis…

200 papers

We establish an exponential inequality for degenerated $U$-statistics of order $r$ of i.i.d. data. This inequality gives a control of the tail of the maxima absolute values of the $U$-statistic by the sum of two terms: an exponential term…

Probability · Mathematics 2019-11-14 Davide Giraudo

We prove a.e. convergence of continuous-time quadratic averages with respect to two commuting $\mathbb{R}$-actions, coming from a single jointly measurable measure-preserving $\mathbb{R}^2$-action on a probability space. The key ingredient…

Dynamical Systems · Mathematics 2022-07-05 Michael Christ , Polona Durcik , Vjekoslav Kovač , Joris Roos

We study ergodic properties of compositions of holomorphic endomorphisms of the complex projective space chosen independently at random according to some probability distribution. Along the way, we construct positive closed currents which…

Dynamical Systems · Mathematics 2026-05-22 Turgay Bayraktar

Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…

Probability · Mathematics 2021-11-02 Alexander Veretennikov , Maria Veretennikova

We define cyclic $U$-statistics as a variant of $U$-statistics based on variables $X_1,\dots,X_n$ that are assumed to be cyclically ordered. We also define alternating $U$-statistics where in the definition terms are summed with alternating…

Probability · Mathematics 2025-10-15 Svante Janson

We study the limiting behavior of multiple ergodic averages involving several not necessarily commuting measure preserving transformations. We work on two types of averages, one that uses iterates along combinatorial parallelepipeds, and…

Dynamical Systems · Mathematics 2011-02-09 Qing Chu , Nikos Frantzikinakis

Let $T_1, ..., T_l: X \to X$ be commuting measure-preserving transformations on a probability space $(X, \X, \mu)$. We show that the multiple ergodic averages $\frac{1}{N} \sum_{n=0}^{N-1} f_1(T_1^n x) ... f_l(T_l^n x)$ are convergent in…

Dynamical Systems · Mathematics 2007-10-24 Terence Tao

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…

Dynamical Systems · Mathematics 2018-02-23 Zemer Kosloff

We investigate the convergence of series of random variables with second exponential moments. We give sufficient conditions for the convergence of these series with respect to an exponential Orlicz norm and almost surely. Applying this…

Probability · Mathematics 2017-08-22 Fakhreddine Boukhari , Dounyazed Malti

We consider ergodic $\mathrm{Sym}(\mathbb{N})$-invariant probability measures on the space of $L$-structures with domain $\mathbb{N}$ (for $L$ a countable relational language), and call such a measure a properly ergodic structure when no…

Logic · Mathematics 2017-10-26 Nathanael Ackerman , Cameron Freer , Alex Kruckman , Rehana Patel

Let $M_n^{(k)}$ denote the $k$th largest maximum of a sample $(X_1,X_2,...,X_n)$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_n>0$, $b_n\in \mathbb{R}$ and a nondegenerate distribution $G$ such…

Statistics Theory · Mathematics 2008-10-06 Zuoxiang Peng , Jiaona Li , Saralees Nadarajah

We consider homogeneous STIT tessellations in the $\ell$-dimensional Euclidean space ${\mathbb R}^\ell$. Based on results for the spatial $\beta$-mixing coefficient an upper bound for the variance of additive functionals of tessellations is…

Probability · Mathematics 2016-09-06 Servet Martínez , Werner Nagel

We study double ergodic averages with respect to two general commuting transformations and establish a sharp quantitative result on their convergence in the norm. We approach the problem via real harmonic analysis, using recently developed…

Dynamical Systems · Mathematics 2019-02-01 Polona Durcik , Vjekoslav Kovač , Kristina Ana Škreb , Christoph Thiele

We prove an ergodic theorem for Markov chains indexed by the Ulam-Harris-Neveu tree over large subsets with arbitrary shape under two assumptions: with high probability, two vertices in the large subset are far from each other and have…

Probability · Mathematics 2026-03-11 Julien Weibel

A stationary random graph is a random rooted graph whose distribution is invariant under re-rooting along the simple random walk. We adapt the entropy technique developed for Cayley graphs and show in particular that stationary random…

Probability · Mathematics 2014-05-28 Itai Benjamini , Nicolas Curien

Given a probability space $(X,\mu)$, a square integrable function $f$ on such space and a (unilateral or bilateral) shift operator $T$, we prove under suitable assumptions that the ergodic means $N^{-1}\sum_{n=0}^{N-1} T^nf$ converge…

Classical Analysis and ODEs · Mathematics 2024-11-20 Nikolaos Chalmoukis , Leonardo Colzani , Bianca Gariboldi , Alessandro Monguzzi

We obtain pointwise ergodic theorems with rate under conditions expressed in terms of the convergence of series involving $\|\sum_{k=1} ^nf\circ \theta^k\|_2$, improving previous results. Then, using known results on martingale…

Probability · Mathematics 2009-04-02 Christophe Cuny

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

Statistics Theory · Mathematics 2021-11-30 Morgane Austern , Peter Orbanz

The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…

Mathematical Physics · Physics 2016-08-16 György Steinbrecher , Boris Weyssow

Let $(\Omega,\mu)$ be a $\sigma$-finite measure space, and let $X\subset L^1(\Omega)+L^\infty(\Omega)$ be a fully symmetric space of measurable functions on $(\Omega,\mu)$. If $\mu(\Omega)=\infty$, necessary and sufficient conditions are…

Functional Analysis · Mathematics 2018-02-21 Vladimir Chilin , Semyon Litvinov