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We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…

Probability · Mathematics 2016-09-07 Vladas Pipiras , Murad S. Taqqu

In this note we identify the distributional limits of non-negative, ergodic stationary processes, showing that all are possible. Consequences for infinite ergodic theory are also explored and new examples of distributionally stable- and…

Dynamical Systems · Mathematics 2021-04-14 Jon. Aaronson , Benjamin Weiss

We establish a connection between the structure of a stationary symmetric alpha-stable random field (0 < alpha < 2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosinski (2000). With the help of this…

Probability · Mathematics 2008-10-04 Parthanil Roy , Gennady Samorodnitsky

We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…

Probability · Mathematics 2024-02-06 László Györfi , Attila Lovas , Miklós Rásonyi

We show that if $G$ is a countable amenable group, then every stationary non-Gaussian symmetric $\alpha$-stable (S$\alpha$S) process indexed by $G$ is ergodic if and only if it is weakly-mixing, and it is ergodic if and only if its Rosinski…

Probability · Mathematics 2024-05-02 Nachi Avraham-Re'em

In this paper we will study homogenization of for stable-like process with divergence-free drift in ergodic environments. In particular, neither the drift nor the stream function are required to be bounded.

Probability · Mathematics 2026-03-24 Xin Chen , Kun Yin

We establish characterization results for the ergodicity of stationary symmetric $\alpha$-stable (S$\alpha$S) and $\alpha$-Frechet random fields. We show that the result of Samorodnitsky [Ann. Probab. 33 (2005) 1782-1803] remains valid in…

Probability · Mathematics 2013-02-07 Yizao Wang , Parthanil Roy , Stilian A. Stoev

We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel…

Probability · Mathematics 2011-09-21 Yizao Wang , Stilian A. Stoev , Parthanil Roy

We study the partial maxima of stationary \alpha-stable processes. We relate their asymptotic behavior to the ergodic theoretical properties of the flow. We observe a sharp change in the asymptotic behavior of the sequence of partial maxima…

Probability · Mathematics 2007-05-23 Gennady Samorodnitsky

This paper deals with measurable stationary symmetric stable random fields indexed by R^d and their relationship with the ergodic theory of nonsingular R^d-actions. Based on the phenomenal work of Rosinski(2000), we establish extensions of…

Probability · Mathematics 2009-10-13 Parthanil Roy

An explicit expression is obtained for the sectional curvature in the plane spanned by two stationary flows, cos(k, x) and cos(l, x). It is shown that for certain values of the wave vectors k and l the curvature becomes positive for alpha >…

Analysis of PDEs · Mathematics 2007-05-23 Sergey Pekarsky , Steve Shkoller

We consider a process on $\mathbb{T}^2$, which consists of fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise to a process on the graph naturally associated to the structure…

Probability · Mathematics 2009-01-20 Dmitry Dolgopyat , Leonid Koralov

Motivated by the well-known phase-space portrait of the nonlinear pendulum, the purpose of this paper is to obtain convergence rates in the ergodic theorem for flows in the plane that have arbitrarily slow trajectories. Considering bounded…

Dynamical Systems · Mathematics 2023-07-11 Jonathan Ben-Artzi , Baptiste Morisse

The asymptotic stability of two-dimensional stationary flows in a non-symmetric exterior domain is considered. Under the smallness condition on initial perturbations, we show the stability of the small stationary flow whose leading profile…

Analysis of PDEs · Mathematics 2019-10-14 Mitsuo Higaki

We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…

Statistics Theory · Mathematics 2023-12-12 Ly Viet Hoang , Evgeny Spodarev

The concept of homology, originally developed as a useful tool in algebraic topology, has by now become pervasive in quite different branches of mathematics. The notion particularly appears quite naturally in ergodic theory in the study of…

Probability · Mathematics 2022-01-13 Gerold Alsmeyer , Chiranjib Mukherjee

We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…

Probability · Mathematics 2009-07-02 Parthanil Roy

A stochastic flow is constructed on a frame bundle adapted to a Riemannian foliation on a compact manifold. The generator A of the resulting transition semigroup is shown to preserve the basic functions and forms, and there is an…

Differential Geometry · Mathematics 2007-05-23 Alan Mason

Mixed moving average processes appear in the ergodic decomposition of stationary symmetric \alpha-stable (S\alpha S) processes. They correspond to the dissipative part of "deterministic" flows generating S\alpha S processes (Rosinski,…

Probability · Mathematics 2012-11-28 Donatas Surgailis , Jan Rosinski , V. Mandrekar , Stamatis Cambanis

Sinusoidal flows are an important class of explicit stationary solutions of the two-dimensional incompressible Euler equations on a flat torus. For such flows, the steam functions are eigenfunctions of the negative Laplacian. In this paper,…

Analysis of PDEs · Mathematics 2022-10-11 Guodong Wang , Bijun Zuo
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