相关论文: Ergodicity of Poisson products and applications

A joint measure-preserving system is $(X, \mathcal{B}, \mu_{1}, \dots, \mu_{k}, T_{1}, \dots, T_{k})$, where each $(X, \mathcal{B}, \mu_{i}, T_{i})$ is a measure-preserving system and any $\mu_{i}$ and $\mu_{j}$ are mutually absolutely…

We consider a Poisson process $\eta$ on an arbitrary measurable space with an arbitrary sigma-finite intensity measure. We establish an explicit Fock space representation of square integrable functions of $\eta$. As a consequence we…

We study a particular type of Einstein warped-product manifold where the warping function must satisfy the homogeneous version of the screened Poisson equation. Under these assumptions, we show that the dimension of the manifold, the…

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

We consider a Poisson process $\eta$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $\lambda$ of $\eta$. We give a Clark-Ocone type…

We study the linear dynamics of the random sequence $(T_n(.))_{n \geq 1}$ of the operators $T_n(\omega) = T(\tau^{n-1}\omega) \dotsm T(\tau \omega) T(\omega), n \geq 1$. These products depend on an ergodic measure-preserving transformation…

For a discrete-time Markov chain $\{X(t)\}$ evolving on $\Re^\ell$ with transition kernel $P$, natural, general conditions are developed under which the following are established: 1. The transition kernel $P$ has a purely discrete spectrum,…

In this paper we introduce for a group $G$ the notion of ultralimit of measure class preserving actions of it, and show that its Furstenberg-Poisson boundaries can be obtained as an ultralimit of actions on itself, when equipped with…

We establish the existence, uniqueness and attraction properties of an ergodic invariant measure for the Boussinesq Equations in the presence of a degenerate stochastic forcing acting only in the temperature equation and only at the largest…

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

We show that a dissipative, ergodic measure preserving transformation of a sigma-finite, non-atomic measure space always has many non-proportional, absolutely continuous, invariant measures and is ergodic with respect to each one of these.

We study the long-time behaviour of the first-moment semigroup of a non conservative piecewise deterministic measure-valued stochastic process with support on R 2 + driven by a deterministic flow between random jump times, with a transition…

Urbanik's theorem for a Poisson process on an infinite measure space (X, A, $\mu$) relates integrability of stochastic integrals to a particular Orlicz function space L$\Phi$ ($\mu$) on which the L1-norm of the Poisson process induces a…

We develop a geometric approach to Poisson electrodynamics, that is, the semi-classical limit of noncommutative $U(1)$ gauge theory. Our framework is based on an integrating symplectic groupoid for the underlying Poisson brackets, which we…

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

We investigate different geometrical properties of the inhomogeneous Poisson point process $\Lambda_{\mu}$ associated to a positive, locally finite, $\sigma$-finite measure $\mu$ on the unit disk. In particular, we characterize the…

This paper establishes the ergodicity in $H^\nn,\nn=\lfloor\frac{d}{2}+1\rfloor$ of the viscous scalar conservation laws on torus $\mT^d$ with general polynomial flux and a degenerate noise. The noise could appear in as few as several…

The experimental realization of successive non-demolition measurements on single microscopic systems brings up the question of ergodicity in Quantum Mechanics (QM). We investigate whether time averages over one realization of a single…

Let $G$ be a locally compact, second countable, unimodular group that is nondiscrete and noncompact. We explore the theory of invariant point processes on $G$. We show that every free probability measure preserving (pmp) action of $G$ can…

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…