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This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

Probability · Mathematics 2022-04-06 William Oçafrain

The minimal set of thermodynamic control parameters consists of a statistical (thermal) and a mechanical one. These suffice to introduce all the pertinent thermodynamic variables; thermodynamic processes can then be defined as paths on this…

Statistical Mechanics · Physics 2009-11-13 Jan Birjukov , Thomas Jahnke , Günter Mahler

We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…

Statistics Theory · Mathematics 2018-10-02 Konstantinos Fokianos , Lionel Truquet

We argue that the complex numbers are an irreducible object of quantum probability. This can be seen in the measurements of geometric phases that have no classical probabilistic analogue. Having complex phases as primitive ingredient…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Charis Anastopoulos

We discuss recent developments in the study of quantum wavefunctions and transport in classically ergodic systems. Surprisingly, short-time classical dynamics leaves permanent imprints on long-time and stationary quantum behavior, which are…

chao-dyn · Physics 2009-08-14 L. Kaplan

In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…

Statistical Mechanics · Physics 2024-08-09 Jérémy O'Byrne , Michael E. Cates

We discuss a Markov jump process regarded as a variant of the CIR (Cox-Ingersoll-Ross) model and its infinite-dimensional extension. These models belong to a class of measure-valued branching processes with immigration, whose jump…

Probability · Mathematics 2014-07-18 Kenji Handa

We illustrate the mathematical theory of entropy production in repeated quantum measurement processes developed in a previous work by studying examples of quantum instruments displaying various interesting phenomena and singularities. We…

Mathematical Physics · Physics 2021-03-04 Tristan Benoist , Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet

In the reductionistic approach, mechanisms are divided into simpler parts interconnected in some standard way (e.g. by a mechanical transmission). We explore the possibility of porting reductionism in quantum operations. Conceptually, first…

Quantum Physics · Physics 2007-05-23 Giuseppe Castagnoli , Dalida Monti

The consistency of the Bayesian estimation of a parameter is shown for a class of ergodic discrete Markov chains. J.L. Doob's method was used, offered earlier for the i.i.d. situation. The result may be useful in the reliability theory for…

Probability · Mathematics 2025-03-27 A. I. Nurieva , A. Yu. Veretennikov

We study a family of processes generated according to sequential probability assignments induced by the LZ78 universal compressor. We characterize entropic and distributional properties such as their entropy and relative entropy rates,…

Information Theory · Computer Science 2026-04-20 Naomi Sagan , Amir Dembo , Matthew Ho , Tsachy Weissman

We study algorithmic randomness notions via effective versions of almost-everywhere theorems from analysis and ergodic theory. The effectivization is in terms of objects described by a computably enumerable set, such as lower semicomputable…

Logic · Mathematics 2016-03-22 Kenshi Miyabe , André Nies , Jing Zhang

We construct multiperiodic processes -- a simple example of stationary ergodic (but not mixing) processes over natural numbers that enjoy the vanishing entropy rate under a mild condition. Multiperiodic processes are supported on randomly…

Information Theory · Computer Science 2026-01-21 Łukasz Dębowski

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

In this paper, we study the ergodicity of invariant sublinear expectation of sublinear Markovian semigroup. For this, we first develop an ergodic theory of an expectation-preserving map on a sublinear expectation space. Ergodicity is…

Probability · Mathematics 2021-12-01 Chunrong Feng , Huaizhong Zhao

The development of classical ergodic theory has had a significant impact in the areas of mathematics, physics, and, in general, applied sciences. The quantum ergodic theory of Hamiltonian dynamics has its motivations to understand…

Quantum Physics · Physics 2024-09-19 S. Aravinda , Shilpak Banerjee , Ranjan Modak

The notion of compact quantum subgroup is revisited and an alternative definition is given. Induced representations are considered and a Frobenius reciprocity theorem is obtained. A relationship between ergodic actions of compact quantum…

Operator Algebras · Mathematics 2013-09-24 Claudia Pinzari

In both classical and quantum physics, irreversible processes are described by maps that contract the space of states. The change in volume has often been taken as a natural quantifier of the amount of irreversibility. In Bayesian…

Quantum Physics · Physics 2026-04-07 Lizhuo Liu , Clive Cenxin Aw

For a quantum channel (completely positive, trace-preserving map), we prove a generalization to the infinite dimensional case of a result by Baumgartner and Narnhofer. This result is, in a probabilistic language, a decomposition of a…

Mathematical Physics · Physics 2016-08-03 Raffaella Carbone , Yan Pautrat

We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…

Probability · Mathematics 2012-10-19 Christophe Cuny , Florence Merlevède , Magda Peligrad