相关论文: Rational ergodicity of Step function Skew Products

The primary purpose of this article is to prove a tightness of skew random walks. The tightness result implies, in particular, that the skew Brownian motion can be constructed as the scaling limit of such random walks. Our proof of…

In this article, we consider skew product extensions over symmetric interval exchange transformations with respect to the cocycle $f(x)=\chi_{(0,1/2)}-\chi_{(1/2,1)}$. More precisely, we prove that for almost every interval exchange…

We define a random walk of a particle in $\mathbb{R}^3$ where the space is rotating. The particle is not glued to the space and will collide with it at random times, resulting in changes in its velocity and direction. After many collisions,…

Jordan analytic curves which are invariant under rational functions are studied

We consider semigroups of Ruelle-expanding maps, parameterized by random walks on the free semigroup, with the aim of examining their complexity and exploring the relation between intrinsic properties of the semigroup action and the…

The local dynamics around a fixed point has been extensively studied for germs of one and several complex variables. In one dimension, there exist a complete picture of the trajectory of the orbits on a whole neighborhood of the fixed…

Consider a class of skew product transformations consisting of an ergodic or a periodic transformation on a probability space (M, B, m) in the base and a semigroup of transformations on another probability space (W,F,P) in the fibre. Under…

The Edwards hypothesis of ergodicity of blocked configurations for gently tapped granular materials is tested for abstract models of spin systems on random graphs and spin chains with kinetic constraints. The tapping dynamics is modeled by…

In this article we study algebraic stability for rational skew products in two dimensions $\phi : X \dashrightarrow X$, i.e. maps of the form $\phi(x, y) = (\phi_1(x), \phi_2(x, y))$. We prove that when $X$ is a birationally ruled surface…

We consider weighted small step walks in the positive quadrant, and provide algebraicity and differential transcendence results for the underlying generating functions: we prove that depending on the probabilities of allowed steps, certain…

A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…

This paper considers 1-dimensional generalized random walks in random scenery. That is, the steps of the walk are generated by an arbitrary stationary process, and also the scenery is a priori arbitrary stationary. Under an ergodicity…

Let $(X, \cal B, \nu)$ be a probability space and let $\Gamma$ be a countable group of $\nu$-preserving invertible maps of $X$ into itself. To a probability measure $\mu$ on $\Gamma$ corresponds a random walk on $X$ with Markov operator $P$…

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…

We study random walks in a random environment on a regular, rooted, coloured tree. The asymptotic behaviour of the walks is classified for ergodicity/transience in terms of the geometric properties of the matrix describing the random…

Ergodic Optimization is the process of finding invariant probability measures that maximize the integral of a given function. It has been conjectured that "most" functions are optimized by measures supported on a periodic orbit, and it has…

We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introducing the concept of absolute infinite flow property. We show that this property is necessary for ergodicity of any chain of stochastic…

We construct a point set in the Euclidean plane that elucidates the relationship between the fine-scale statistics of the fractional parts of $\sqrt n$ and directional statistics for a shifted lattice. We show that the randomly rotated, and…

The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of…