Related papers: Convergence of pushforward measures for certain co…

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…

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…

A problem from thermodynamic formalism for countable symbolic Markov chains is considered. It concerns asymptotic behavior of the equilibrium measures corresponding to increasing sequences of finite sub-matrices of an infinite nonnegative…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

In this article we study a piecewise linear discretization schemes for transfer operators (Perron-Frobenius operators) associated with interval maps. We show how these can be used to provide rigorous {\bf pointwise} approximations for…

Completely random measures provide a principled approach to creating flexible unsupervised models, where the number of latent features is infinite and the number of features that influence the data grows with the size of the data set. Due…

We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence to…

We use a recently found parametrization of the solutions of the inverse Frobenius-Perron problem within the class of complete unimodal maps to develop a Monte-Carlo approach for the construction of one-dimensional chaotic dynamical laws…

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

The purpose of this note is to point out a simple consequence of some earlier work of the authors, "Hard Sard: Quantitative implicit function and extension theorems for Lipschitz maps". For $f$, a Lipschitz function from a Euclidean space…

Compared to the entrywise transforms which preserve positive semidefiniteness, those leaving invariant the inertia of symmetric matrices reveal a surprising rigidity. We first obtain the classification of negativity preservers by combining…

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…

The transference theory for Lp spaces of Calderon, Coifman, and Weiss is a powerful tool with many applications to singular integrals, ergodic theory, and spectral theory of operators. Transference methods afford a unified approach to many…

We establish a new functional central limit theorem result for non-invertible measure preserving maps that are not necessarily ergodic, using the Perron-Frobenius operator. We apply the result to asymptotically periodic transformations and…

The zigzag process is a Piecewise Deterministic Markov Process which can be used in a MCMC framework to sample from a given target distribution. We prove the convergence of this process to its target under very weak assumptions, and…

The z-measures on partitions originated from the problem of harmonic analysis of linear representations of the infinite symmetric group in the works of Kerov, Olshanski and Vershik (1993, 2004). A similar family corresponding to projective…

We prove an analog of Perron-Frobenius theorem for multilinear forms with nonnegative coefficients, and more generally, for polynomial maps with nonnegative coefficients. We determine the geometric convergence rate of the power algorithm to…

In this paper, we establish the quasi-compactness of the transfer operator associated with skew product systems that are semi-conjugate to piecewise convex maps with a countably infinite number of branches. These non-invertible skew…

We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…