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Dynamical systems at the edge of chaos, which have been considered as models of self-organization phenomena, are marked by their ability to perform nontrivial computations. To distinguish them from systems with limited computing power, we…

chao-dyn · Physics 2008-02-03 Petr Kurka

For a jointly measurable probability-preserving action $\tau:\mathbb{R}^D\curvearrowright (X,\mu)$ and a tuple of polynomial maps $p_i:\mathbb{R}\to \mathbb{R}^D$, $i=1,2,...,k$, the multiple ergodic averages \[ \frac{1}{T}\int_0^T…

Dynamical Systems · Mathematics 2016-07-04 Tim Austin

We propose a new factor analysis framework and estimators of the factors and loadings that are robust to certain weak factors in a large $N$ and large $T$ setting. Our framework, by simultaneously considering all quantile levels of the…

Econometrics · Economics 2026-02-20 Songnian Chen , Junlong Feng

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

Let $T$ be the Koopman operator of a measure preserving transformation $\theta$ of a probability space $(X,\Sigma,\mu)$. We study the convergence properties of the averages $M_nf:=\frac1n\sum_{k=0}^{n-1}T^kf$ when $f \in L^r(\mu)$, $0<r<1$.…

Dynamical Systems · Mathematics 2024-01-02 el Houcein el Abdalaoui , Michael Lin

We study pointwise convergence of entangled averages of the form \[ \frac{1}{N^k}\sum_{1\leq n_1,\ldots, n_k\leq N} T_m^{n_{\alpha(m)}}A_{m-1}T^{n_{\alpha(m-1)}}_{m-1}\ldots A_2T_2^{n_{\alpha(2)}}A_1T_1^{n_{\alpha(1)}} f, \] where $f\in…

Dynamical Systems · Mathematics 2016-10-06 Dávid Kunszenti-Kovács

Let $L^2(X,\Sigma,\mu,\tau)$ be a measure-preserving system, with $\tau$ a $\mathbb{Z}$-action. In this note, we prove that the ergodic averages along integer-valued polynomials, $P(n)$, \[ M_N(f):= \frac{1}{N}\sum_{n \leq N} \tau^{P(n)} f…

Classical Analysis and ODEs · Mathematics 2014-02-11 Ben Krause

Let $(X,\mu)$ be a probability space, $G$ a countable amenable group and $(F_n)_n$ a left F\o lner sequence in $G$. This paper analyzes the non-conventional ergodic averages \[\frac{1}{|F_n|}\sum_{g \in F_n}\prod_{i=1}^d (f_i\circ…

Dynamical Systems · Mathematics 2014-06-23 Tim Austin

In 1948, W. Hoeffding introduced a large class of unbiased estimators called U-statistics, defined as the average value of a real-valued k-variate function h calculated at all possible sets of k points from a random sample. In the present…

Statistics Theory · Mathematics 2007-05-23 Wei Lao , Michael Mayer

In a previous article, we extended the notion of ergodic optimization to the setting of C*-dynamical systems of countable discrete groups. Among the key results of that paper was that given an action $G \stackrel{\Xi}{\curvearrowright}…

Operator Algebras · Mathematics 2021-09-30 Aidan Young

Let f be a C1 bivariate function with Lipschitz derivatives, and F = {x $\in$ R2 : f(x) $\lambda$} an upper level set of f, with $\lambda$ $\in$ R. We present a new identity giving the Euler characteristic of F in terms of its three-points…

Probability · Mathematics 2018-12-10 Raphaël Lachièze-Rey

We establish a pointwise convergence result for ergodic averages modeled along orbits of the form $(n\lfloor n\sqrt{k}\rfloor)_{n\in\mathbb{N}}$, where $k$ is an arbitrary positive rational number with $\sqrt{k}\not\in\mathbb{Q}$. Namely,…

Dynamical Systems · Mathematics 2025-11-03 Leonidas Daskalakis

We study here weighted polynomial multiple ergodic averages. A sequence of weights is called universally good if any polynomial multiple ergodic average with this sequence of weights converges in $L^{2}$. We find a necessary condition and…

Dynamical Systems · Mathematics 2008-11-24 Qing Chu

Let $\xi_0,\xi_1,...$ be independent identically distributed (i.i.d.) random variables such that $\E \log (1+|\xi_0|)<\infty$. We consider random analytic functions of the form $$ G_n(z)=\sum_{k=0}^{\infty} \xi_k f_{k,n} z^k, $$ where…

Probability · Mathematics 2012-10-02 Zakhar Kabluchko , Dmitry Zaporozhets

The factor analysis model is a statistical model where a certain number of hidden random variables, called factors, affect linearly the behaviour of another set of observed random variables, with additional random noise. The main assumption…

Statistics Theory · Mathematics 2023-12-06 Muhammad Ardiyansyah , Luca Sodomaco

For every algebraically closed field $\boldsymbol k$ of characteristic different from $2$, we prove the following: (1) Generic finite dimensional (not necessarily associative) $\boldsymbol k$-algebras of a fixed dimension, considered up to…

Algebraic Geometry · Mathematics 2015-01-20 Vladimir L. Popov

Using a m\'elange of techniques at the rich intersection of deformation/rigidity theory, finite index subfactor theory, and geometric group theory, we prove the existence of a continuum of property (T) factors that are pairwise non-stably…

Operator Algebras · Mathematics 2025-11-11 Ionut Chifan , Junhwi Lim

A universally L^1 good sequence n_k is constructed with n_{k+1}-n_k tending to infinity. For ergodic transformations non-conventional ergodic averages of L^1 functions computed by using this sequence converge to the integral of the…

Dynamical Systems · Mathematics 2007-05-23 Zoltan Buczolich

The classical Birkhoff ergodic theorem in its most popular version says that the time average along a single typical trajectory of a dynamical system is equal to the space average with respect to the ergodic invariant distribution. This…

Dynamical Systems · Mathematics 2017-12-06 Michael Blank

Given a free group $F_k$ of rank $k\ge 2$ with a fixed set of free generators we associate to any homomorphism $\phi$ from $F_k$ to a group $G$ with a left-invariant semi-norm a generic stretching factor, $\lambda(\phi)$, which is a…

Group Theory · Mathematics 2007-05-23 Vadim Kaimanovich , Ilya Kapovich , Paul Schupp