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We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…

Probability · Mathematics 2011-07-06 Frank Redig , Florian Völlering

In this paper we study ergodic theory of countable Markov shifts. These are dynamical systems defined over non-compact spaces. Our main result relates the escape of mass, the measure theoretic entropy, and the entropy at infinity of the…

Dynamical Systems · Mathematics 2022-08-04 Godofredo Iommi , Mike Todd , Anibal Velozo

We consider a family of measure preserving transformations, which act on a common probability space and are chosen at random by a stationary ergodic Markov chain. This setting defines an instance of a random dynamical system (RDS), which…

Dynamical Systems · Mathematics 2024-02-27 Pablo Lummerzheim , Felix Pogorzelski , Elias Zimmermann

A constructive proof is given to the fact that any ergodic Markov chain can be realized as a random walk subject to a synchronizing road coloring. Redundancy (ratio of extra entropy) in such a realization is also studied.

Probability · Mathematics 2011-05-06 Kouji Yano , Kenji Yasutomi

The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional…

Probability · Mathematics 2014-10-28 Xin Thomson Tong , Ramon van Handel

In this paper, we show that for several interesting systems beyond uniform hyperbolicity, any generic continuous function has a unique maximizing measure with zero entropy. In some cases, we also know that the maximizing measure has full…

Dynamical Systems · Mathematics 2020-05-25 Dawei Yang , Jinhua Zhang

For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…

Dynamical Systems · Mathematics 2022-10-03 Peng Sun

In this article, we pay attention to transitive dynamical systems having the shadowing property and the entropy functions are upper semicontinuous. As for these dynamical systems, when we consider ergodic optimization restricted on the…

Dynamical Systems · Mathematics 2021-12-24 Wanshan Lin , Xueting Tian

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

We exhibit an efficient procedure for testing, based on a single long state sequence, whether an unknown Markov chain is identical to or $\varepsilon$-far from a given reference chain. We obtain nearly matching (up to logarithmic factors)…

Machine Learning · Statistics 2019-09-26 Geoffrey Wolfer , Aryeh Kontorovich

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Dynamical Systems · Mathematics 2026-03-26 Philipp Gohlke , Andrew Mitchell

We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure. It is shown that this…

Probability · Mathematics 2009-09-24 Ramon van Handel

We endow the set of all invariant measures of a topological dynamical system with a metric $\bar{\rho}$, which induces a topology stronger than the the weak$^*$-topology. Then, we study the closedness of ergodic measures within a…

Dynamical Systems · Mathematics 2025-10-31 Sejal Babel , Martha Łącka

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…

Dynamical Systems · Mathematics 2025-07-18 Pablo G. Barrientos , Dominique Malicet , Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

The aim of this note is to present an elementary proof of a variation of Harris' ergodic theorem of Markov chains. This theorem, dating back to the fifties essentially states that a Markov chain is uniquely ergodic if it admits a ``small''…

Probability · Mathematics 2008-10-16 Martin Hairer , Jonathan C. Mattingly

Discrete time random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniform continuous and contractive are considered. A notion of a…

Probability · Mathematics 2015-06-16 Ivan Werner

In this paper it is proved that if a minimal system has the property that its sequence entropy is uniformly bounded for all sequences, then it has only finitely many ergodic measures and is an almost finite to one extension of its maximal…

Dynamical Systems · Mathematics 2020-02-21 Wen Huang , Zhengxing Lian , Song Shao , Xiangdong Ye

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

Probability · Mathematics 2013-10-04 Frank Redig , Florian Völlering

A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel $p(x,dy)=f_x(y-x)dy$, where the density functions $f_x(y)$, for large $|y|$, have a power-law decay with exponent $\alpha(x)+1$, where…

Probability · Mathematics 2014-12-01 Nikola Sandrić

Quantum trajectories are Markov processes describing the evolution of a quantum system subject to indirect measurements. They can be viewed as place dependent iterated function systems or the result of products of dependent and non…

Probability · Mathematics 2024-09-30 Tristan Benoist , Clément Pellegrini , Anna Szczepanek