Related papers: Reducibility Theory and Ergodic Theorems for Ergod…
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…
This paper consists of four parts. In the first part, we explain what eigenvalues we are interested in and show the difficulties of the study on the first (non-trivial) eigenvalue through examples. In the second part, we present some (dual)…
For a quantum-mechanical counting process we show ergodicity, under the condition that the underlying open quantum system approaches equilibrium in the time mean. This implies equality of time average and ensemble average for correlation…
A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.
This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…
We form a sequence of oblong matrices by evaluating an integrable vector-valued function along the orbit of an ergodic dynamical system. We obtain an almost sure asymptotic result for the permanents of those matrices. We also give an…
We introduce methods that allow to derive continuous-time versions of various discrete-time ergodic theorems. We then illustrate these methods by giving simple proofs and refinements of some known results as well as establishing new results…
We consider a transformation of a normalized measure space such that the image of any point is a finite set. We call such transformation $m$-transformation. In this case the orbit of any point looks like a tree. In the study of…
For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria…
The Frobenius-Perron theory of an endofunctor of a $\Bbbk$-linear category (recently introduced in [CG]) provides new invariants for abelian and triangulated categories. Here we study Frobenius-Perron type invariants for derived categories…
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…
We present a survey of ergodic theorems for actions of algebraic and arithmetic groups recently established by the authors, as well as some of their applications. Our approach is based on spectral methods employing the unitary…
We present a new proof of an Ergodic theorem for Wide-Sense Stationary Random Processes added with a new canonical sampling theorem of mine for finite time duration signals in the frequency domain (periodograms) which is free from the…
The present note reviews recent results on resonances for one-dimensional quantum ergodic systems constrained to a large box. We restrict ourselves to one dimensional models in the discrete case. We consider two type of ergodic potentials…
The concept of ergodicity---the convergence of the temporal averages of observables to their ensemble averages---is the cornerstone of thermodynamics. The transition from a predictable, integrable behavior to ergodicity is one of the most…
In this paper, conditions for transience, recurrence, ergodicity and strong, subexponential (polynomial) and exponential ergodicity of a class of Feller processes are derived. The conditions are given in terms of the coefficients of the…
The Perron-Frobenius theorem plays an important role in many areas of management science and operations research. This paper provides a probabilistic perspective on the theorem, by discussing a proof that exploits a probabilistic…
We develop the Perron-Frobenius theory using a variational approach and extend it to a set of arbitrary matrices, including those that are neither irreducible nor essentially positive, and non-preserved cones. We introduce a new concept…
Approximate inference algorithm is one of the fundamental research fields in machine learning. The two dominant theoretical inference frameworks in machine learning are variational inference (VI) and Markov chain Monte Carlo (MCMC).…
The notion \emph{Perron-Frobenius theory} usually refers to the interaction between three properties of operator semigroups: positivity, spectrum and long-time behaviour. These interactions gives rise to a profound theory with plenty of…