Related papers: Double-Tail Invariant Measures of the Dyck Shift

We consider the ergodic theory of plane rational maps that preserve the natural holomorphic volume form on the algebraic torus. Specifically we construct natural invariant probability measures for a large class of such maps by intersecting…

We propose a novel probabilistic model to facilitate the learning of multivariate tail dependence of multiple financial assets. Our method allows one to construct from known random vectors, e.g., standard normal, sophisticated joint…

As the second part of a series on linear cocycles over chaotic systems, this paper establishes a "multiple covering principle" that robustly yields positive-entropy ergodic measures supported on fiberwise uniformly bounded orbits. Using…

In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…

Let $\nu$ be a probability measure that is ergodic under the endomorphism $(\times p, \times p)$ of the torus $\mathbb{T}^2$, such that $\dim \pi \mu < \dim \mu$ for some non-principal projection $\pi$. We show that, if both $m\neq n$ are…

We construct an example of a uniquely ergodic measured foliation on a surface such that the associated translation flow on the orientation double cover is minimal but not uniquely ergodic. We then prove a geometric criterion for the…

Ergodic properties of rational maps are studied, generalising the work of F.\ Ledrappier. A new construction allows for simpler proofs of stronger results. Very general conformal measures are considered. Equivalent conditions are given for…

In this paper, I present a completely new type of upper and lower bounds on the right-tail probabilities of continuous random variables with unbounded support and with semi-bounded support from the left. The presented upper and lower…

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

We introduce a family of adic transformations on diagrams that are nonstationary and nonsimple. This family includes some previously studied adic transformations. We relate the dimension group of each these diagrams to the dynamical system…

We classify the locally finite ergodic invariant measures of certain infinite interval exchange transformations (IETs). These transformations naturally arise from return maps of the straight-line flow on certain translation surfaces, and…

We consider Glauber dynamics reversible with respect to Gibbs measures with heavy tails. Spins are unbounded. The interactions are bounded and finite range. The self potential enters into two classes of measures, $\kappa$-concave…

Inspired by Katok's intermediate entropy property [Inst. Hautes \'Etudes Sci. Publ. Math. 51 (1980), 137-173], we introduce and study the notion of entropy flexibility for discrete-time and continuous-time dynamical systems. By using…

Given an irreducible subshift of finite type X, a subshift Y, a factor map \pi : X \to Y, and an ergodic invariant measure \nu on Y, there can exist more than one ergodic measure on X which projects to \nu and has maximal entropy among all…

We give a definition of topological entropy for tree shifts, prove that the limit in the definition exists, and show that it dominates the topological entropy of the associated one-dimensional shift of finite type when the labeling of the…

We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…

For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…

We derive the asymptotic rate of decay to zero of the tail dependence of the bivariate skew Variance Gamma (VG) distribution under the equal-skewness condition, as an explicit regularly varying function. Our development is in terms of a…

In this paper, we investigate capacity preserving transformations and their ergodicity. We show that for any measurable transformation $\theta$ there always exists a $\theta$-invariant capacity. We investigate some limit properties under…

Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…