Related papers: Hitting and return times in ergodic dynamical syst…

In this paper, we extend recent results on the convergence of ergodic averages along sequences generated by return times to shrinking targets in rapidly mixing systems, partially answering questions posed by the first author, Maass and the…

A very simple event frequency approximation algorithm that is sensitive to event timeliness is suggested. The algorithm iteratively updates categorical click-distribution, producing (path of) a random walk on a standard $n$-dimensional…

We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…

We analyze hitting times of simple random walk on realizations of the stochastic block model. We show that under some natural assumptions the hitting time averaged over the target vertex asymptotically almost surely given by $N(1+o(1))$. On…

We prove that for any bounded functions $f_1, f_2$ on a measure-preserving dynamical system $(X,T)$ and any distinct integers $a_1, a_2$, for almost every $x$ the sequence $$ f_1(T^{a_1 n}x) f_2(T^{a_2 n}x) $$ is a good weight for the…

We show that if $(X,\mathcal{X},\mu,S,T)$ is an ergodic measure preserving system with commuting transformations $S$ and $T$, then the average \[\frac{1}{N^3} \sum_{i,j,k=0}^{N-1} f_0(S^j T^k x) f_1 (S^{i+j} T^k x) f_2 (S^j T^{i+k} x)\]…

We study N interacting random walks on the positive integers. Each particle has drift {\delta} towards infinity, a reflection at the origin, and a drift towards particles with lower positions. This inhomogeneous mean field system is shown…

We establish abstract limit theorems which provide sufficient conditions for a sequence $(A_{l})$ of rare events in an ergodic probability preserving dynamical system to exhibit Poisson asymptotics, and for the consecutive positions inside…

We consider the spectral form factor of random unitary matrices as well as of Floquet matrices of kicked tops. For a typical matrix the time dependence of the form factor looks erratic; only after a local time average over a suitably large…

Suppose that i.i.d. random variables $X_{1}, X_{2}, \ldots$ are chosen uniformly from $[0,1]$, and let $f: [0,1] \rightarrow [0,1]$ be an increasing bijection. Define $\mu_{f}$ to be the expected value of $f(X_{i})$ for each $i$. Define the…

We consider ergodic series of the form $\sum_{n=0}^\infty a_n f(T^n x)$ where $f$ is an integrable function with zero mean value with respect to a $T$-invariant measure $\mu$. Under certain conditions on the dynamical system $T$, the…

Let $m\in\mathbb{N}$ and $\textbf{X}=(X,\mathcal{X},\mu,(T_{\alpha})_{\alpha\in\mathbb{R}^{m}})$ be a measure preserving system with an $\mathbb{R}^{m}$-action. We say that a Borel measure $\nu$ on $\mathbb{R}^{m}$ is weakly equidistributed…

The Birkhoff Ergodic Theorem asserts under mild conditions that Birkhoff averages (i.e. time averages computed along a trajectory) converge to the space average. For sufficiently smooth systems, our small modification of numerical Birkhoff…

We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…

Let $\tau$ be the first hitting time of the point 1 by the geometric Brownian motion $X(t)= x \exp(B(t)-2\mu t)$ with drift $\mu \geq 0$ starting from $x>1$. Here $B(t)$ is the Brownian motion starting from 0 with $E^0 B^2(t) = 2t$. We…

We consider the probability that a two-dimensional random walk starting from the origin never returns to the half-line $ (- \infty,0] \times {0}$ before time $n$. Let $X^{(1)}=(X_{1},X_{2})$ be the increment of the two-dimensional random…

Consider a periodic, mean-reverting Ornstein-Uhlenbeck process $X=\{X_t,t\geq0\}$ of the form $d X_{t}=\left(L(t)+\alpha X_{t}\right) d t+ dB^H_{t}, \quad t \geq 0$, where $L(t)=\sum_{i=1}^{p}\mu_i\phi_i (t)$ is a periodic parametric…

We show that the hitting times for points of real $\alpha-$stable L\'evy processes ($1<\alpha\le 2$) are unimodal random variables. The argument relies on strong unimodality and several recent multiplicative identities in law. In the…

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…

The concept of weak ergodicity breaking is defined and studied in the context of deterministic dynamics. We show that weak ergodicity breaking describes a weakly chaotic dynamical system: a nonlinear map which generates subdiffusion…