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Related papers: Joint ergodicity - 40 years on

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This letter raises the possibility that ergodicity concerns might have some bearing on the signal-to-noise paradox. This is explored by applying the ergodic theorem to the theory behind ensemble weather forecasting and the ensemble mean.…

Atmospheric and Oceanic Physics · Physics 2024-08-12 Daniel J. Brener

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…

Probability · Mathematics 2024-05-06 Zhi-Feng Wei

We formulate a criterion for the existence and uniqueness of an invariant measure for a Markov process taking values in a Polish phase space. In addition, weak-$^*$ ergodicity, that is, the weak convergence of the ergodic averages of the…

Probability · Mathematics 2010-10-19 Tomasz Komorowski , Szymon Peszat , Tomasz Szarek

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

Statistical Mechanics · Physics 2016-12-28 Adrian A. Budini

We consider skew-products with concave interval fiber maps over a certain subshift obtained as the projection of orbits staying in a given region. It generates a new type of (essentially) coded shift. The fiber maps have expanding and…

Dynamical Systems · Mathematics 2021-07-15 L. J. Díaz , K. Gelfert , M. Rams

The purpose of this paper is to study ergodic averages with deterministic weights. More precisely we study the convergence of the ergodic averages of the type $\frac{1}{N} \sum_{k=0}^{N-1} \theta (k) f \circ T^{u_k}$ where $\theta = (\theta…

Dynamical Systems · Mathematics 2008-08-04 Fabien Durand , Dominique Schneider

The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…

Probability · Mathematics 2007-05-23 Mu-Fa chen

We obtain variational inequalities for some classes of bilinear averages of one variable, generalizing the variational inequalities for averages of R. Jones {\it et al}. As an application we get almost everywhere convergence for the ergodic…

Classical Analysis and ODEs · Mathematics 2018-06-05 Honghai Liu

In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard…

Statistics Theory · Mathematics 2019-01-28 Kevin McGoff , Sayan Mukherjee , Andrew Nobel

In this paper, we investigate ergodic and fractal properties of the sets $$\Lambda_y:=\Big\{n\in\mathbb{N}:\ \{u_ny\}\in I_n\Big\},$$ where $\{\cdot\}$ denotes the fractional part function, $(u_n)_{n\in\mathbb{N}}$ is an increasing sequence…

Dynamical Systems · Mathematics 2025-10-10 Vicente Saavedra-Araya

We establish sufficient and necessary conditions for the joint transitivity of linear iterates in a minimal topological dynamical system with commuting transformations. This result provides the first topological analogue of the classical…

Dynamical Systems · Mathematics 2024-04-12 Sebastián Donoso , Andreas Koutsogiannis , Wenbo Sun

The construction of an averaged theory of gravity based on Einstein's General Relativity is very difficult due to the non-linear nature of the gravitational field equations. This problem is further exacerbated by the difficulty in defining…

General Relativity and Quantum Cosmology · Physics 2010-04-16 R. J. van den Hoogen

One challenge in the estimation of financial market agent-based models (FABMs) is to infer reliable insights using numerical simulations validated by only a single observed time series. Ergodicity (besides stationarity) is a strong…

Econometrics · Economics 2022-08-18 Ivonne Schwartz , Mark Kirstein

We introduce the notion of common conditional expectation to investigate Birkhoff's ergodic theorem and subadditive ergodic theorem for invariant upper probabilities. If in addition, the upper probability is ergodic, we construct an…

Probability · Mathematics 2024-11-04 Chunrong Feng , Wen Huang , Chunlin Liu , Huaizhong Zhao

In this note we introduce a sequence of bilinear operators that unify ergodic averages and backward martingales in a nontrivial way. We establish its convergence in a range of $L^p$-norms and leave its a.s. convergence as an open problem.…

Probability · Mathematics 2020-05-25 Vjekoslav Kovač , Mario Stipčić

Our goal is to present the basic results on one-dimensional Gibbs and equilibrium states viewed as special invariant measures on symbolic dynamical systems, and then to describe without technicalities a sample of results they allowed to…

Dynamical Systems · Mathematics 2020-07-16 J. -R. Chazottes , G. Keller

Several problems in physics, in particular the averaging problem in gravity, can be described in a formalism derived from the real-space Renormalization Group (RG) methods. It is shown that the RG flow is provided by the Ricci-Hamilton…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Kamilla Piotrkowska

This paper investigates the ergodicity of Markov--Feller semigroups on Polish spaces, focusing on very weak regularity conditions, particularly the Ces\`aro eventual continuity. First, it is showed that the Ces\`aro average of such…

Probability · Mathematics 2024-12-30 Fuzhou Gong , Yong Liu , Yuan Liu , Ziyu Liu

A method for obtaining simple criteria for instabilities in kinetic theory is described and outlined, specifically for the relativistic Vlasov-Maxwell system. An important ingredient of the method is an analysis of a parametrized set of…

Analysis of PDEs · Mathematics 2014-03-03 Jonathan Ben-Artzi

For meromorphic maps of complex manifolds, ergodic theory and pluripotential theory are closely related. In nice enough situations, dynamically defined Green's functions give rise to invariant currents which intersect to yield measures of…

Complex Variables · Mathematics 2008-03-06 Jeffrey Diller , Vincent Guedj