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We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expectation systems. By further assuming that these sublinear…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
We propose a new mean-field game model with two states to study synchronization phenomena, and we provide a comprehensive characterization of stationary and dynamic equilibria along with their stability properties. The game undergoes a…
We study the local stability properties of solutions to ergodic and discounted mean field games systems, as the time horizon $T \to +\infty$, around stationary equilibria, when the Hamiltonian is quadratic. We replace the usual monotonicity…
We show the failure of the pointwise convergence of averages along the Omega function in a number field. As a consequence, we show, for instance, that the averages \[ \frac{1}{N^2}\sum_{1\leq m,n \leq N} f(T^{\Omega(m^2+n^2)}x)\] do not…
Motivated by the papers of Mladenovc and Piterbarg (2006), Krajka (2011) and Pereira and Tan (2017), we study the limit properties for the maxima from nonstationary random fields subject to missing observations and obtain the weakly…
Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…
In this paper, we construct an infinite stationary Diffusion Limited Aggregation (SDLA) on the upper half planar lattice, growing from an infinite line, with local growth rate proportional to the stationary harmonic measure. We prove that…
A recent result of Frantzikinakis establishes sufficient conditions for joint ergodicity in the setting of $\mathbb{Z}$-actions. We generalize this result for actions of second-countable locally compact abelian groups. We obtain two…
In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $\alpha$-stable processes. For this purpose, explicit and sharp criteria for…
The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…
Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…
In this work, we introduce the concept of term ergodicity for action semigroups and construct semigroups on two dimensional manifolds which are $C^{1+\alpha}$-robustly term ergodic. Moreover, we illustrate the term ergodicity by some…
We consider random fields indexed by finite subsets of an amenable discrete group, taking values in the Banach-space of bounded right-continuous functions. The field is assumed to be equivariant, local, coordinate-wise monotone, and almost…
Important gaps remain in our understanding of the thermodynamics and statistical physics of self-gravitating systems. Using mean field theory, here we investigate the equilibrium properties of several spherically symmetric model systems…
Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…
We consider the minimally coupled Klein-Gordon equation for a charged, massive scalar field in the non-extremal Reissner-Nordstr\"om background. Performing a frequency domain analysis, using a continued fraction method, we compute the…
We prove ergodicity for random dynamics satisfying some expansion and irreducibility conditions. As a particular application, we show that if $R_1,R_2\in \mathrm{SO}(d+1)$, $d\ge 2$, generate a dense subgroup, then the random dynamics of…
In this paper we study the asymptotic theory for spectral analysis of stationary random fields, including linear and nonlinear fields. Asymptotic properties of Fourier coefficients and periodograms, including limiting distributions of…
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…