Related papers: Rates of Divergence of non-Conventional Ergodic Av…

We provide quantitative estimates in total variation distance for positive semi-groups, which can be non-conservative and non-homogeneous. The techniques relies on a family of conservative semigroups that describes a typical particle and…

We present a survey of ergodic theorems for actions of algebraic and arithmetic groups recently established by the authors, as well as some of their applications. Our approach is based on spectral methods employing the unitary…

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.$…

The culmination of the papers (arXiv:0905.0518, arXiv:0910.0909) was a proof of the norm convergence in $L^2(\mu)$ of the quadratic nonconventional ergodic averages \frac{1}{N}\sum_{n=1}^N(f_1\circ T_1^{n^2})(f_2\circ…

Let $F_n$ denote the distribution function of the normalized sum $Z_n = (X_1 + \dots + X_n)/\sigma\sqrt{n}$ of i.i.d. random variables with finite fourth absolute moment. In this paper, polynomial rates of convergence of $F_n$ to the normal…

We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…

Let (X,d_X) be an n-point metric space. We show that there exists a distribution D over non-contractive embeddings into trees f:X-->T such that for every x in X, the expectation with respect to D of the maximum over y in X of the ratio…

We examine the four F\'ejer-type trigonometric sums of the form \[S_n(x)=\sum_{k=1}^n \frac{f(g(kx))}{k}\qquad (0<x<\pi)\] where $f(x)$, $g(x)$ are chosen to be either $\sin x$ or $\cos x$. The analysis of the sums with $f(x)=g(x)=\cos x$,…

We establish the optimal ergodic convergence rate for the classical projected subgradient method with a time-varying step-size. This convergence rate remains the same even if we slightly increase the weight of the most recent points,…

A landmark theorem in the metric theory of continued fractions begins this way: Select a non-negative real function $f$ defined on the positive integers and a real number $x$, and form the partial sums $s_n$ of $f$ evaluated at the partial…

Let $\Gamma$ be a countably infinite group. A common theme in ergodic theory is to start with a probability measure-preserving (p.m.p.) action $\Gamma \curvearrowright (X, \mu)$ and a map $f \in L^1(X, \mu)$, and to compare the global…

This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…

In this paper we investigate problems on almost everywhere convergence of subsequences of Riemann sums \md0 R_nf(x)=\frac{1}{n}\sum_{k=0}^{n-1}f\bigg(x+\frac{k}{n}\bigg),\quad x\in \ZT. \emd We establish a relevant connection between…

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…

We obtain almost optimal convergence rate in the central limit theorem for "nonconevntional" sums of the form $S_N=N^{-\frac12}\sum_{n=1}^N (F(\xi_n,\xi_{2n},...,\xi_{\ell n})-\bar F)$.

Writing for a general mathematical audience, we provide elementary upper and lower bounds on the growth (as a function of N) of the sum \sum_{n=1}^N (-1)^{\floor{n x}} for various fixed x. For example, if x is a quadratic irrational, then…

For solving finite-sum optimization problems, SGD without replacement sampling is empirically shown to outperform SGD. Denoting by $n$ the number of components in the cost and $K$ the number of epochs of the algorithm , several recent works…

We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…

The main results of this paper concern growth in sums of a $k$-convex function $f$. Firstly, we streamline the proof of a growth result for $f(A)$ where $A$ has small additive doubling, and improve the bound by removing logarithmic factors.…

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…