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We investigate the relationship between ergodicity and asymptotic Gaussianity of isotropic spherical random fields, in the high-resolution (or high-frequency) limit. In particular, our results suggest that under a wide variety of…

Probability · Mathematics 2015-05-14 Domenico Marinucci , Giovanni Peccati

We establish results with an arithmetic flavor that generalize the polynomial multidimensional Szemeredi theorem and related multiple recurrence and convergence results in ergodic theory. For instance, we show that in all these statements…

Dynamical Systems · Mathematics 2015-11-19 Nikos Frantzikinakis , Bernard Host

The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…

Methodology · Statistics 2012-09-28 Soyoung Jeon , Richard L. Smith

We study the Volterra Volterra Cox-Ingersoll-Ross process on $\mathbb{R}_+$ and its stationary version. Based on a fine asymptotic analysis of the corresponding Volterra Riccati equation combined with the affine transformation formula, we…

Probability · Mathematics 2025-09-30 Mohamed Ben Alaya , Martin Friesen , Jonas Kremer

A Symplectic Effective Field Theory that unveils the observed emergence of symplectic symmetry in atomic nuclei is advanced. Specifically, starting from a simple extension of the harmonic-oscillator Lagrangian, an effective field theory…

Nuclear Theory · Physics 2022-07-20 D. Kekejian , J. P. Draayer , V. I. Mokeev , C. D. Roberts

Let $K/\mathbf Q$ be a degree $d$ extension. Inside the ring of integers $\mathcal O_K$ we define the set of $k$-free integers $\mathcal F_k$ and a natural $\mathcal O_K$-action on the space of binary $\mathcal O_K$-indexed sequences,…

Dynamical Systems · Mathematics 2013-10-07 Francesco Cellarosi , Ilya Vinogradov

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

Optimization and Control · Mathematics 2018-02-05 Charafeddine Mouzouni

We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure. It is shown that this…

Probability · Mathematics 2009-09-24 Ramon van Handel

In this note, we investigate the convergence of a $U$-statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost sure and $L^1$ convergence and present some counter-examples showing that the…

Probability · Mathematics 2024-01-31 Herold G. Dehling , Davide Giraudo , Dalibor Volny

Behaviour of a weekly self-interacting scalar field with a small mass in the de Sitter background is investigated using the stochastic approach (including the case of a double-well interaction potential). Existence of the de Sitter…

Astrophysics · Physics 2010-04-06 Alexei A. Starobinsky , Jun'ichi Yokoyama

We study the ergodic properties of excited states in a model of interacting fermions in quasi-one-dimensional chains subjected to a random vector potential. In the noninteracting limit, we show that arbitrarily small values of this complex…

Quantum Gases · Physics 2016-11-23 Chen Cheng , Rubem Mondaini

In the framework of algebraic quantum field theory we analyze the anomalous statistics exhibited by a class of automorphisms of the observable algebra of the two-dimensional free massive Dirac field, constructed by fermionic gauge group…

High Energy Physics - Theory · Physics 2015-06-26 Dario Salvitti

We show homogenization for a family of $\mathbb{R}^d$-valued stable-like processes $(X_t^{\epsilon;\theta})_{t\ge 0}$, $\epsilon\in(0,1]$, whose (random) Fourier symbols equal…

Probability · Mathematics 2024-10-01 Tomasz Klimsiak , Tomasz Komorowski , Lorenzo Marino

We prove that every ergodic amenable action of an algebraic group over a local field of characteristic zero is induced from an ergodic action of an amenable subgroup.

Dynamical Systems · Mathematics 2007-05-23 C. R. E. Raja

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

Probability · Mathematics 2018-05-23 Gennady Samorodnitsky , Yizao Wang

One of the main problem in prediction theory of stationary processes $X(t)$ is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X(0)$ given $ X(t),$ $-n\le t\le-1$, as $n$ goes to infinity.…

Statistics Theory · Mathematics 2021-11-23 Nikolay M. Babayan , Mamikon S. Ginovyan

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…

Statistical Mechanics · Physics 2013-03-27 Tomoshige Miyaguchi , Takuma Akimoto

We consider dynamics of scalar semilinear parabolic equations on bounded intervals with periodic boundary conditions, and on the entire real line, with a general nonlinearity $g(t,x,u,u_x)$ either not depending on $t$, or periodic in $t$.…

Analysis of PDEs · Mathematics 2018-04-06 Sinisa Slijepcevic

This article aims at quantifying the long time behavior of solutions of mean field PDE systems arising in the theory of Mean Field Games and McKean-Vlasov control. Our main contribution is to show well-posedness of the ergodic problem and…

Probability · Mathematics 2024-09-17 Alekos Cecchin , Giovanni Conforti , Alain Durmus , Katharina Eichinger

We prove mean and pointwise ergodic theorems for the action of a discrete lattice subgroup in a connected algebraic Lie group, on infinite volume homogeneous algebraic varieties. Under suitable necessary conditions, our results are…

Dynamical Systems · Mathematics 2012-05-22 Alexander Gorodnik , Amos Nevo