Related papers: Ergodicity and weak mixing for group-indexed infin…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…
We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…
We show that if $(X, \mu, T)$ is a probability measure-preserving dynamical system, and $\mathscr{P}$ is a countable partition of $(X, \mu)$, then the limit $$ \lim_{n, k \to \infty} \mathbb{E} \left[ \frac{1}{k} \sum_{j = 0}^{k - 1} f…
A criterion of joint ergodicity of several sequences of transformations of a probability measure space $X$ of the form $T_{i}^{\phi_{i}(n)}$ is given for the case where $T_{i}$ are commuting measure preserving transformations of $X$ and…
We address two sets of long-standing open questions in probability theory, from a computational complexity perspective: divisibility of stochastic maps, and divisibility and decomposability of probability distributions. We prove that finite…
The past two decades have seen a revolution in statistical physics, generalizing it to apply to systems of arbitrary size, evolving while arbitrarily far from equilibrium. Many of these new results are based on analyzing the dynamics of the…
Stochastic processes of interacting particles with varying length are relevant e.g. for several biological applications. We try to explore what kind of new physical effects one can expect in such systems. As an example, we extend the…
We prove a multidimensional ergodic theorem with weighted averages for the action of the group $\mathbb{Z}^d$ on a probability space. At level $n$ weights are of the form $n^{-d} \psi(j/n)$, $ j\in \mathbb{Z}^d$, for real functions $\psi$…
We study the infinite-horizon average (ergodic) risk sensitive control problem for diffusion processes under a general structural hypothesis: there is a partition of state space into two subsets, where the controlled diffusion process…
The theory of ergodic optimization for distance-expanding maps is extended to Gauss's continued fraction map. Since the set of invariant probability measures is not weak$^*$ closed, we establish a characterisation of the closure of this…
In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…
We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…
For a given ergodic measure preserving transformation T of a standard measure space each finite labelled partition defines an ergodic stationary process. There is a complete metric on the space of partitions which is separable. Various…
We study non-recurrence sets for weakly mixing dynamical systems by using linear dynamical systems. These are systems consisting of a bounded linear operator acting on a separable complex Banach space X, which becomes a probability space…
In this work we introduce the notion of weak quasigroups, that are quasigroup operations defined almost everywhere on some set. Then we prove that the topological entropy and the ergodic period of an invertible expansive ergodically…
In this paper we are concerned with the study of additive ergodic averages in multiplicative systems and the investigation of the "pretentious" dynamical behaviour of these systems. We prove a mean ergodic theorem (Theorem A) that…
We show that for any countable group, any free probability measure preserving action of the group weakly contains all Bernoulli actions of the group. It follows that for a finitely generated groups, the cost is maximal on Bernoulli actions…
The existence of a weak solution to a McKean-Vlasov type stochastic differential system corresponding to the Enskog equation of the kinetic theory of gases is established under natural conditions. The distribution of any solution to the…
We prove existence and uniqueness of the invariant measure and exponential mixing in the total-variation norm for a class of stochastic differential equations driven by degenerate compound Poisson processes. In addition to mild assumptions…
We show that if $\mathcal{X}$ is a complete separable metric space and $\mathcal{C}$ is a countable family of Borel subsets of $\mathcal{X}$ with finite VC dimension, then, for every stationary ergodic process with values in $\mathcal{X}$,…