Related papers: Semi-deterministic processes with applications in …
By analytical mapping of the eigenvalue problem in rough billiards on to a band random matrix model a new regime of Wigner ergodicity is found. There the eigenstates are extended over the whole energy surface but have a strongly peaked…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
The paper provides a systematic characterization of quantum ergodic and mixing channels in finite dimensions and a discussion of their structural properties. In particular, we discuss ergodicity in the general case where the fixed point of…
A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution…
We prove ergodicity for random dynamics satisfying some expansion and irreducibility conditions. As a particular application, we show that if $R_1,R_2\in \mathrm{SO}(d+1)$, $d\ge 2$, generate a dense subgroup, then the random dynamics of…
For discrete-time Markov chains on general state spaces, we establish criteria for non-ergodicity and non-strong ergodicity, and derive sufficient conditions for non-geometric ergodicity via the theory of minimal nonnegative solutions. Our…
A right triangular billiard system is equivalent to the system of two colliding particles confined in a one-dimensional box. In spite of their seeming simplicity, no definite conclusion has been drawn so far concerning their ergodic…
A fundamental process for any given chaotic flow is the deterministic point process (DPP) generated by any chaotic trajectory of the flow repeatedly crossing a canonical surface-of-section (herein referred to as a sigma-type DPP). This…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…
A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the…
This paper introduces ergodic-risk criteria, which capture long-term cumulative risks associated with controlled Markov chains through probabilistic limit theorems--in contrast to existing methods that require assumptions of either finite…
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…
We analytically study the time evolution of the expectation values of observables in periodically kicked many-body quantum systems. Starting from an initial state, we compute both the transient and the long-time properties of the…
We study the classical and quantum ergodic lemon billiard introduced by Heller and Tomsovic in Phys. Today 46(7), 38 (1993), for the case $B=1/2$, which is a classically ergodic system (without a rigorous proof) exhibiting strong stickiness…
Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…
Strong invariance principles describe the error term of a Brownian approximation of the partial sums of a stochastic process. While these strong approximation results have many applications, the results for continuous-time settings have…
A simple argument shows that eigenstates of a classically ergodic system are individually ergodic on coarse-grained scales. This has implications for the quantization ambiguity in ergodic systems: the difference between alternative…
We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process…
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…