Related papers: A note on ergodic transformations of self-similar …

A projective moving average $\{X_t, t \in \mathbb{Z}\}$ is a Bernoulli shift written as a backward martingale transform of the innovation sequence. We introduce a new class of nonlinear stochastic equations for projective moving averages,…

We study a family of stationary increment Gaussian processes, indexed by time. These processes are determined by certain measures sigma (generalized spectral measures), and our focus here is on the case when the measure sigma is a singular…

Variational autoencoders often assume isotropic Gaussian priors and mean-field posteriors, hence do not exploit structure in scenarios where we may expect similarity or consistency across latent variables. Gaussian process variational…

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of…

We develop a Perron-Frobenius type theory for products of random quantum channels acting on finite-dimensional matrix algebras sampled from a stationary and ergodic stochastic process, which, in keeping with the literature, we call ergodic…

Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…

We use a tensor C*-category with conjugates and two quasitensor functors into the category of Hilbert spaces to define a *-algebra depending functorially on this data. If one of them is tensorial, we can complete in the maximal C*-norm. A…

We study the ergodic properties (recurrence, discrepancy, diffusion coefficients and ergodicity itself) of a class of $\mathbb Z$-extensions over infinite interval exchange transformations called rotated odometers. The choice of a…

We study the ergodic properties of two classes of random dynamical systems: a type of Markov chain which we call the \textit{alternating random walk} and a certain stochastic billiard system which describes the motion of a free-moving rough…

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…

We prove a uniform vector-valued Wiener-Wintner Theorem for a class of operators that includes compositions of ergodic Koopman operators with contractive multiplication operators. Our results are new even in the case of complex-valued…

We define weight changing operators for automorphic forms on Grassmannians, i.e., on orthogonal groups, and investigate their basic properties. We then evaluate their action on theta kernels, and prove that theta lifts of modular forms, in…

We obtain ergodic theorems for multiple iterated sums and integrals of the form $\Sigma^{(\nu)}(t)=\sum_{0\leq k_1<...<k_\nu\leq t}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and $\Sigma^{(\nu)}(t)=\int_{0\leq s_1\leq...\leq…

Generalized eigenfunctions may be regarded as vectors of a basis in a particular direct integral of Hilbert spaces or as elements of the antidual space $\Phi^\times$ in a convenient Gelfand triplet…

In this paper we establish a close connection between three notions at- tached to a modular subgroup. Namely the set of weight two meromorphic modular forms, the set of equivariant functions on the upper half-plane commuting with the action…

We study random plane partitions with respect to volume measures with periodic weights of arbitrarily high period. We show that near the vertical boundary the system develops up to as many turning points as the period of the weights, and…

We realize a graded variant $K_0(Var_k^{dim})$ of the Grothendieck ring of varieties as a quadratic extension of the subring $K_0(Var_k^{sp})$ spanned by classes of smooth and proper varieties. As such, there exists a natural involution…

Let $\Phi:\R\rightarrow\R$ be an arbitrary continuously differentiable deterministic function such that $|\Phi|+|\Phi'|$ is bounded by a polynomial. In this article we consider the class of stochastic volatility models in which…

Consider the zero set of the random power series f(z)=sum a_n z^n with i.i.d. complex Gaussian coefficients a_n. We show that these zeros form a determinantal process: more precisely, their joint intensity can be written as a minor of the…

Motivated by a result on weak Markov dilations, we define a notion of characteristic function for ergodic and coisometric row contractions with a one-dimensional invariant subspace for the adjoints. This extends a definition given by G.…