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Consider the partial sums {S_t} of a real-valued functional F(Phi(t)) of a Markov chain {Phi(t)} with values in a general state space. Assuming only that the Markov chain is geometrically ergodic and that the functional F is bounded, the…

Probability · Mathematics 2007-05-23 Ioannis Kontoyiannis , Sean Meyn

We consider the the intersections of the complex nodal set of the analytic continuation of an eigenfunction of the Laplacian on a real analytic surface with the complexification of a geodesic. We prove that if the geodesic flow is ergodic…

Spectral Theory · Mathematics 2014-02-27 Steve Zelditch

We propose strongly consistent estimators of the $\ell_1$ norm of the sequence of $\alpha$-mixing (respectively $\beta$-mixing) coefficients of a stationary ergodic process. We further provide strongly consistent estimators of individual…

Statistics Theory · Mathematics 2025-12-02 Azadeh Khaleghi , Gábor Lugosi

We prove multiplier theorems on rank one noncompact symmetric spaces which improve aspects of existing results. A common theme of our main results is that we partially drop specific assumptions on the multiplier function such as a…

Functional Analysis · Mathematics 2023-05-11 Błażej Wróbel

The Birkhoff Ergodic Theorem establishes pointwise convergence for integrable observables, but for $f\notin L^1$, no normalization yields almost sure convergence. This paper investigates trimmed ergodic sums, where the largest observations…

Dynamical Systems · Mathematics 2026-01-14 Max Auer , Sixu Liu

We prove a general result about the decomposition on ergodic components of group actions on boundaries of spherically homogeneous rooted trees. Namely, we identify the space of ergodic components with the boundary of the orbit tree…

Group Theory · Mathematics 2015-02-19 Rostislav Grigorchuk , Dmytro Savchuk

We consider suspension flows over uniquely ergodic skew-translations on a $d$-dimensional torus $\mathbb{T}^d$, for $d \geq 2$. We prove that there exists a set $\mathscr{R}$ of smooth functions, which is dense in the space…

Dynamical Systems · Mathematics 2018-02-13 Davide Ravotti

We first present a modern simple proof of the classical ergodic Birkhoff's theorem and Bourgain's homogeneous bilinear ergodic theorem. This proof used the simple fact that the shift map on integers has a simple Lebesgue spectrum. As a…

Dynamical Systems · Mathematics 2019-08-08 e. H. el Abdalaoui

The particle Gibbs (PG) sampler is a systematic way of using a particle filter within Markov chain Monte Carlo (MCMC). This results in an off-the-shelf Markov kernel on the space of state trajectories, which can be used to simulate from the…

Statistics Theory · Mathematics 2015-03-24 Fredrik Lindsten , Randal Douc , Eric Moulines

A technique is presented for multiplexing two ergodic measure preserving transformations together to derive a third limiting transformation. This technique is used to settle a question regarding rigidity of weak mixing transformations.…

Dynamical Systems · Mathematics 2013-11-12 Terrence Adams

We study characterizations of ergodicity, weak mixing and strong mixing of W*-dynamical systems in terms of joinings and subsystems of such systems. Ergodic joinings and Ornstein's criterion for strong mixing are also discussed in this…

Operator Algebras · Mathematics 2014-02-10 Rocco Duvenhage

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…

Probability · Mathematics 2020-10-28 Oleg Butkovsky , Michael Scheutzow

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…

Dynamical Systems · Mathematics 2017-11-07 Xia Pan , Zuohuan Zheng , Zhe Zhou

Consider actions of $\Z ^r$ by ergodic automorphisms on a compact nilmanifolds for $r \geq 2$. We show that small $C^k$ perturbations of such higher rank partially hyperbolic actions are smoothly conjugate to the original action, using a…

Dynamical Systems · Mathematics 2022-01-19 Ralf Spatzier , Lei Yang

In this paper, we consider subgeometric (specifically, polynomial) ergodicity of univariate nonlinear autoregressions with autoregressive conditional heteroskedasticity (ARCH). The notion of subgeometric ergodicity was introduced in the…

Econometrics · Economics 2025-01-15 Mika Meitz , Pentti Saikkonen

Let $L^2(X,\Sigma,\mu,\tau)$ be a measure-preserving system, with $\tau$ a $\mathbb{Z}$-action. In this note, we prove that the ergodic averages along integer-valued polynomials, $P(n)$, \[ M_N(f):= \frac{1}{N}\sum_{n \leq N} \tau^{P(n)} f…

Classical Analysis and ODEs · Mathematics 2014-02-11 Ben Krause

We study pointwise convergence of entangled averages of the form \[ \frac{1}{N^k}\sum_{1\leq n_1,\ldots, n_k\leq N} T_m^{n_{\alpha(m)}}A_{m-1}T^{n_{\alpha(m-1)}}_{m-1}\ldots A_2T_2^{n_{\alpha(2)}}A_1T_1^{n_{\alpha(1)}} f, \] where $f\in…

Dynamical Systems · Mathematics 2016-10-06 Dávid Kunszenti-Kovács

This paper continues the investigation of staircases in the family of Hirzebruch surfaces formed by blowing up the projective plane with weight b, that was started in Bertozzi, Holm et al. in arXiv:2010.08567. We explain the symmetries…

Symplectic Geometry · Mathematics 2023-11-29 Nicki Magill , Dusa McDuff

Examining multiple ergodic averages whose iterates are integer parts of real valued polynomials for totally ergodic systems, we provide various characterizations of total joint ergodicity, meaning that an average converges to the "expected"…

Dynamical Systems · Mathematics 2023-02-27 Andreas Koutsogiannis , Wenbo Sun

We show that for odd-valued piecewise-constant skew products over a certain two parameter family of interval exchanges, the skew product is ergodic for a full-measure choice of parameters.

Dynamical Systems · Mathematics 2013-01-09 David Ralston , Serge Troubetzkoy