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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…

Dynamical Systems · Mathematics 2012-05-09 J. -R. Chazottes

In this work, we develop a scalable approach for a flexible latent factor model for high-dimensional dynamical systems. Each latent factor process has its own correlation and variance parameters, and the orthogonal factor loading matrix can…

Computation · Statistics 2025-06-23 Yizi Lin , Xubo Liu , Paul Segall , Mengyang Gu

With subrecoil-laser-cooled atoms one may reach nano-Kelvin temperatures while the ergodic properties of these systems do not follow usual statistical laws. Instead, due to an ingenious trapping mechanism in momentum space,…

Statistical Mechanics · Physics 2021-10-04 Eli Barkai , Günter Radons , Takuma Akimoto

A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85 (2000) 341-361]. Many applications, including Bayesian…

Statistics Theory · Mathematics 2013-12-12 Leif T. Johnson , Charles J. Geyer

We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric L\'{e}vy processes by using harmonic function and reversible measure. As direct…

Probability · Mathematics 2021-09-08 Tao Wang

We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…

Statistics Theory · Mathematics 2023-12-12 Ly Viet Hoang , Evgeny Spodarev

We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we study statistically steady states of the system and find that…

Probability · Mathematics 2022-07-07 Hung D. Nguyen

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…

Probability · Mathematics 2020-10-28 Oleg Butkovsky , Michael Scheutzow

Ensemble Density Functional Theory (EDFT) is a promising extension to Density Functional Theory (DFT) for calculating excited states. While Kohn-Sham eigenvalue differences underestimate gaps, EDFT has been shown to provide more accurate…

Materials Science · Physics 2026-02-10 Gregory G. V. Kenning , Remi J. Leano , David A. Strubbe

We present an extensive comparison between the statistical properties of non-hierarchical three-body systems and the corresponding three-body theoretical predictions. We perform and analyze 1 million realizations for each different initial…

Earth and Planetary Astrophysics · Physics 2021-07-14 Viraj Manwadkar , Barak Kol , Alessandro A. Trani , Nathan W. C. Leigh

We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumption, we provide a complete analysis to this problem. In…

Optimization and Control · Mathematics 2022-07-18 Anup Biswas , Somnath Pradhan

We obtain a partial converse of Vershik's description of ergodic probability measures on a compact metric space with respect to an isometric action by an inductively compact group. This allows us to identify, in this setting, the set of…

Dynamical Systems · Mathematics 2016-03-02 Yanqi Qiu

We prove the non-equilibrium fluctuations for the one-dimensional symmetric simple exclusion process with a slow bond. This generalizes a result of T. Franco, A. Neumann and P. Gon\c{c}alves (2013), which dealt with the equilibrium…

Probability · Mathematics 2018-09-13 Dirk Erhard , Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann , Mariana Tavares

We study the problem of characterizing the effective (homogenized) properties of materials whose diffusive properties are modeled with random fields. Focusing on elliptic PDEs with stationary and ergodic random coefficient functions, we…

Probability · Mathematics 2015-08-20 Alen Alexanderian

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…

Dynamical Systems · Mathematics 2020-05-14 Manfred Denker , Samuel Senti , Xuan Zhang

We study the problem on the weak-star decomposability of a topological $\mathbb{N}_{0}$-dynamical system $(\Omega,\varphi)$, where $\varphi$ is an endomorphism of a metric compact set $\Omega$, into ergodic components in terms of the…

Dynamical Systems · Mathematics 2018-08-28 A. V. Romanov

One of the fundamental results of ergodic optimization asserts that for any dynamical system on a compact metric space with the specification property and for a generic continuous function $f$ every invariant probability measure that…

Dynamical Systems · Mathematics 2024-03-25 Shoya Motonaga , Mao Shinoda

The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…

Probability · Mathematics 2018-05-31 Arnab Ganguly , P. Sundar

Using molecular dynamics simulations, we study the slow dynamics of supercooled liquids confined in a random matrix of immobile obstacles. We study the dynamical crossover from glass-like to Lorentz-gas-like behavior in terms of the density…

Soft Condensed Matter · Physics 2011-05-30 Kang Kim , Kunimasa Miyazaki , Shinji Saito

We prove that for an arbitrary indexing group, every ergodic infinitely divisible stationary process that is separable in probability is weakly mixing. This shows that, as in the well-known case of Gaussian stationary processes, ergodicity…

Probability · Mathematics 2026-01-27 Nachi Avraham-Re'em , Emmanuel Roy
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