相关论文: Exponential ergodicity of an affine two-factor mod…

We prove a log average almost-sure invariance principle (log asip) for renewal processes with positive i.i.d. gaps in the domain of attraction of an $\alpha$-stable law with $0<\alpha<1$. Dynamically, this means that renewal and…

We show that a factor $M$ is full if and only if the $C^*$-algebra generated by its left and right regular representations contains the compact operators. We prove that the bicentralizer flow of a type $\mathrm{III}_1$ factor is always…

Let $\alpha\in(0,2)$ and $d\in\mathbb{N}$. Consider the following stochastic differential equation (SDE) driven by $\alpha$-stable process in $\mathbb{R}^d$: $$ dX_t=b(X_t)dt+\sigma(X_{t-})d L^{\alpha}_t, \quad X_0=x\in\mathbb{R}^d, $$…

We introduce and develop $(\pi,p)$-adic Dwork theory for $L$-functions of exponential sums associated to one-variable rational functions, interpolating $p^k$-order exponential sums over affinoids. Namely, we prove a generalization of the…

We consider a robust asymptotic growth problem under model uncertainty in the presence of stochastic factors. We fix two inputs representing the instantaneous covariance for the asset price process $X$, which depends on an additional…

The well-known theory of "rational canonical form of an operator" describes the invariant factors, or elementary divisors, as a complete set of invariants of a similarity class of an operator on a finite-dimensional vector space $\V$ over a…

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…

We propose an extension of ergodic theory which focuses on the identification of ergodicity in terms of the uniqueness of the invariant measure. We first explain the concept for the doubling maps, which can be analyzed using Fourier…

Growth-fragmentation processes describe the evolution of systems of cells which grow continuously and fragment suddenly; they are used in models of cell division and protein polymerisation. Typically, we may expect that in the long run, the…

We calculate the asymptotic merit factor, under all cyclic rotations of rows and columns, of two families of binary two-dimensional arrays derived from the quadratic character. The arrays in these families have size p x q, where p and q are…

Affine term structure models have gained significant attention in the finance literature, mainly due to their analytical tractability and statistical flexibility. The aim of this article is to present both theoretical foundations as well as…

We examine the properties of existentially closed (R^omega-embeddable) II_1 factors. In particular, we use the fact that every automorphism of an existentially closed (R^omega-embeddable) II_1 factor is approximately inner to prove that…

We show the invalidity of finitary counterparts for three classification theorems: The preservation of being a Bernoulli shift through factors, Sinai's factor theorem, and the weak Pinsker property. We construct a finitary factor of an…

In this paper we study the transition density and exponential ergodicity in total variation for an affine process on the canonical state space $\mathbb{R}_{\geq0}^{m}\times\mathbb{R}^{n}$. Under a H\"ormander-type condition for diffusion…

We obtain expansions of ergodic integrals for $\Z^d$-covers of compact self-similar translation flows, and as a consequence we obtain a form of weak rational ergodicity with optimal rates. As examples, we consider the so-called self-similar…

Although financial models violate ergodicity in general, observing the ergodic behavior in the markets is not rare. Policymakers and market participants control the market behavior in critical and emergency states, which leads to some…

Inspired by an example of Grebogi et al [1], we study a class of model systems which exhibit the full two-step scenario for the nonautonomous Hopf bifurcation, as proposed by Arnold [2]. The specific structure of these models allows a…

This thesis deals with a class of integrable field theories called models with twist function. The main examples of such models are integrable non-linear sigma models, such as the Principal Chiral Model, and their deformations. A first…

For any finite dimensional C^*-algebra A, we give an endomorphism \Phi of the hyperfinite II_1 factor R of finite Jones index such that: for all k \in \mathbb {N}, \Phi^k (R)' \cap R= \otimes^k A. The Jones index [R: \Phi (R)]= (rank…

Classical ergodic theory for integer-group actions uses entropy as a complete invariant for isomorphism of IID (independent, identically distributed) processes (a.k.a. product measures). This theory holds for amenable groups as well.…