Related papers: Norm-variation of triple ergodic averages for comm…

Consider the design based situation where an $r$-regular set is sampled on a random lattice. A fast algorithm for estimating the integrated mean curvature based on this observation is to use a weighted sum of $2\times \dotsm \times 2$…

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…

We generalize results of Jones and Olsen on multi-parameter moving ergodic averages to measure-preserving actions of $\mathbb R^d$ for $d\geq 1$. In particular, we give necessary and sufficient conditions for the pointwise convergence of…

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…

Transportability provides a principled framework to address the problem of applying study results to new populations. Here, we consider the problem of selecting variables to include in transport estimators. We provide a brief overview of…

In this paper, we study the pointwise convergence of centain continuous-time polynomial ergodic averages. Our approach is based on the topological models of measurable flows. One of the main results of this paper is as follows: Let $a\in…

We study the fluctuations of ergodic sums using global and local specifications on periodic points. We obtain Lindeberg-type central limit theorems in both situations. As an application, when the system possesses a unique measure of maximal…

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…

This paper deals with (globally) random substitutions on a finite set of prototiles. Using renormalization tools applied to objects from operator algebras we establish upper and lower bounds on the rate of deviations of ergodic averages for…

Algorithms and dynamics over networks often involve randomization, and randomization may result in oscillating dynamics which fail to converge in a deterministic sense. In this paper, we observe this undesired feature in three applications,…

We show that the number of cycles in a random permutation chosen according to generalized Ewens measure is normally distributed and compute asymptotic estimates for the mean and variance.

This paper presents a central limit theorem for a pre-averaged version of the realized covariance estimator for the quadratic covariation of a discretely observed semimartingale with noise. The semimartingale possibly has jumps, while the…

A generalized definition of average, termed the q-average, is widely employed in the field of nonextensive statistical mechanics. Recently, it has however been pointed out that such an average value may behave unphysical under specific…

For the lognormal distribution, an unbiased estimator of the squared coefficient of variation is derived from the relative ratio of sample arithmetic to harmonic means. Analytical proofs and simulation results are presented.

We consider the multidimensional Monge-Kantrovich transport problem in an abstract setting. Our main results state that if a cost function and marginal measures are invariant by a family of transformations, then a solution of the Kantrovich…

These notes are based on a course for a general audience given at the Centro de Modeliamento Matem\'atico of the University of Chile, in December 2004. We study the mean convergence of multiple ergodic averages, that is, averages of a…

This pedagogical document explains three variational representations that are useful when comparing the efficiencies of reversible Markov chains: (i) the Dirichlet form and the associated variational representations of the spectral gaps;…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

If we know that some kind of sequence always converges, we can ask how quickly and how uniformly it converges. Many convergent sequences converge non-uniformly and, relatedly, have no computable rate of convergence. However proof-theoretic…