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This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…

Statistics Theory · Mathematics 2010-10-05 Jean Jacod , Mark Podolskij , Mathias Vetter

We study the limiting behavior of multiple ergodic averages involving sequences of integers that satisfy some regularity conditions and have polynomial growth. We show that for "typical" choices of Hardy field functions $a(t)$ with…

Dynamical Systems · Mathematics 2012-12-24 Nikos Frantzikinakis

We consider dynamical systems $(X,T,\mu)$ which have exponential decay of correlations for either H\"older continuous functions or functions of bounded variation. Given a sequence of balls $(B_n)_{n=1}^\infty$, we give sufficient conditions…

Dynamical Systems · Mathematics 2021-08-31 Charis Ganotaki , Tomas Persson

Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $\sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for…

Probability · Mathematics 2024-07-23 Vadym Radchenko

We use geometric arguments to prove explicit bounds on the mean oscillation for two important rearrangements on $\mathbb{R}^n$. For the decreasing rearrangement $f^*$ of a rearrangeable function $f$ of bounded mean oscillation (BMO) on…

Functional Analysis · Mathematics 2023-04-10 Almut Burchard , Galia Dafni , Ryan Gibara

We present some twisted compactness conditions for almost everywhere convergence of one-parameter entangled ergodic averages of Dunford-Schwartz operators $T_0,\ldots, T_a$ on a Borel probability space of the form $$ \sum_{n=1}^N T_a^n…

Dynamical Systems · Mathematics 2019-03-05 Tanja Eisner , Dávid Kunszenti-Kovács

In this paper, the complete moment convergence for the partial sums of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is proved under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a doubly…

Probability · Mathematics 2024-03-29 Mingzhou Xu

We study the almost sure convergence of bilateral ergodic averages for not necessarily integrable functions and relate it to the ones of the forward and backward averages, hence complementing results of Wo\'s and the second named author. In…

Dynamical Systems · Mathematics 2020-03-19 Christophe Cuny , Yves Derriennic

The average value of log s(n)/n taken over the first N even integers is shown to converge to a constant lambda when N tends to infinity; moreover, the value of this constant is approximated and proven to be less than 0. Here s(n) sums the…

Number Theory · Mathematics 2009-12-21 Wieb Bosma , Ben Kane

In this paper we derive converge of $T$ means of Vilenkin-Fourier series with monotone coefficients of integrable functions in Lebesgue and Vilinkin-Lebesgue points. Moreover, we discuss pointwise and norm convergence in $L_p$ norms of such…

Classical Analysis and ODEs · Mathematics 2022-07-13 Davit Baramidze , Nato Gogolashvili , Nato Nadirashvili

We investigate the almost everywhere convergence of sequences of convolution operators given by probability measures $\mu_n$ on $\mathbb R$. If this sequence of operators constitutes an approximate identity on a particular class of…

Dynamical Systems · Mathematics 2024-07-15 Andrew Parrish , Joseph Rosenblatt

We introduce the boundary measure at scale r of a compact subset of the n-dimensional Euclidean space. We show how it can be computed for point clouds and suggest these measures can be used for feature detection. The main contribution of…

Computational Geometry · Computer Science 2010-03-31 Frédéric Chazal , David Cohen-Steiner , Quentin Mérigot

We investigate the average number of solutions of certain quadratic congruences. As an application, we establish Manin's conjecture for a cubic surface whose singularity type is A_5+A_1.

Number Theory · Mathematics 2015-07-23 Stephan Baier , Ulrich Derenthal

Purpose: A new point of view in the study of impact is introduced. Approach: Using fundamental theorems in real analysis we study the convergence of well-known impact measures. Findings: We show that pointwise convergence is maintained by…

General Mathematics · Mathematics 2023-04-21 Leo Egghe

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Statistical Mechanics · Physics 2022-05-31 Hila Katznelson , Saar Rahav

We answer the question of Frantzikinakis and Host about the convergence of ergodic $(n^2,n^3)$-averages and consider a more general case. Let sequences ${ p(n)},{ q(n)}$ satisfy the property $ p(n+1)- p(n), \ q(n+1)- q(n)\ \to\ +\infty.$…

Dynamical Systems · Mathematics 2024-10-18 Valery V. Ryzhikov

It is well-known that a strict analogue of the Birkhoff Ergodic Theorem in infinite ergodic theory is trivial; it states that for any infinite-measure-preserving ergodic system the Birkhoff average of every integrable function is almost…

Dynamical Systems · Mathematics 2018-09-06 Marco Lenci , Sara Munday

We utilize Gaussian measure preserving systems to prove the existence and genericity of Lebesgue measure preserving transformations $T:[0,1]\rightarrow [0,1]$ which exhibit both mixing and rigidity behavior along families of asymptotically…

Dynamical Systems · Mathematics 2022-07-26 Rigoberto Zelada

We establish a generalization of Bourgain double recurrence theorem and ergodic Bourgain-Sarnak's theorem by proving that for any aperiodic $1$-bounded multiplicative function $\boldsymbol{\nu}$, for any map $T$ acting on a probability…

Dynamical Systems · Mathematics 2025-01-27 el Houcein el Abdalaoui

In this study, utilizing a specific exponential weighting function, we investigate the uniform exponential convergence of weighted Birkhoff averages along decaying waves and delve into several related variants. A key distinction from…

Dynamical Systems · Mathematics 2026-01-27 Zhicheng Tong , Yong Li