Related papers: Double-Tail Invariant Measures of the Dyck Shift
We obtain a partial converse of Vershik's description of ergodic probability measures on a compact metric space with respect to an isometric action by an inductively compact group. This allows us to identify, in this setting, the set of…
We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering the space variable-independent solutions only. This simplification leads to a degenerate…
We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…
The goal of this paper is to investigate the tools of extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely the tail process and the tail measure, in the framework of continuous…
This paper studies ergodic properties of certain measures arising in the dynamics of holomorphic correspondences. These measures, in general, are not invariant in the classical sense of ergodic theory. We define a notion of ergodicity, and…
In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual…
In this paper, we compute multivariate tail risk probabilities where the marginal risks are heavy-tailed and the dependence structure is a Gaussian copula. The marginal heavy-tailed risks are modeled using regular variation which leads to a…
General Markov chains with a countably additive transition probability in arbitrary phase space are considered. Markov operators extend from the space of countably additive measures to the space of finitely additive measures. In the…
In the study of extremes, the presence of asymptotic independence signifies that extreme events across multiple variables are probably less likely to occur together. Although well-understood in a bivariate context, the concept remains…
We introduce two abstract constructions for building new measurable dynamical systems from existing ones and study their ergodic properties. The first of these constructions, a "reciprocal transformation," produces a type of non-singular…
A new discrete time-reversible map of a unit square onto itself is proposed. The map comprises of piecewise linear two-dimensional operations, and is able to represent the macroscopic features of both equilibrium and nonequilibrium…
In this paper, for a discontinuous skew-product transformation with the integrable observation function, we obtain uniform ergodic theorem and semi-uniform ergodic theorem. The main assumptions are that discontinuity sets of transformation…
We consider a nonstationary random walk on a compact metrizable abelian group. Under a classical strict aperiodicity assumption we establish a weak-* convergence to the Haar measure, Ergodic Theorem and Large Deviation Type Estimate.
Rank one transformations serve as a source of examples in ergodic theory, showing variety of algebraic, asymptotic and spectral properties of dynamical systems. The properties of a rank one transformation are closely related to the weak…
It is common to assess the "memory strength" of a stationary process looking at how fast the normalized log-determinant of its covariance submatrices (i.e., entropy rate) decreases. In this work, we propose an alternative characterization…
The authors announce a general tail estimate, called a decoupling inequality, for a symmetrized sum of non-linear $k$-correlations of $n>k$ independent random variables.
We evaluate the entanglement entropy of exactly solvable Hamiltonians corresponding to general families of three-dimensional topological models. We show that the modification to the entropic area law due to three-dimensional topological…
For a Markov chain $Y$ with values in a Polish space, consider the entrance chain, obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit chain, obtained by sampling…
We introduce an adic (Bratteli-Vershik) dynamical system based on a diagram whose path counts from the root are the Delannoy numbers. We identify the ergodic invariant measures, prove total ergodicity for each of them, and initiate the…