相关论文: Multiray generalization of the arcsine laws for oc…

We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…

We present a survey of ergodic theorems for actions of algebraic and arithmetic groups recently established by the authors, as well as some of their applications. Our approach is based on spectral methods employing the unitary…

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…

Two transformations $\mathcal{A}_{1}$ and $\mathcal{A}_{2}$ of L\'{e}vy measures on $\mathbb{R}^{d}$ based on the arcsine density are studied and their relation to general Upsilon transformations is considered. The domains of definition of…

In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…

A convergence result for a discontinuous Galerkin multiscale method for a second order elliptic problem is presented. We consider a heterogeneous and highly varying diffusion coefficient in $L^\infty(\Omega,\mathbb{R}^{d\times d}_{sym})$…

A homogenization problem of infinite dimensional diffusion processes indexed by ${\mathbf Z}^d$ having periodic drift coefficients is considered. By an application of the uniform ergodic theorem for infinite dimensional diffusion processes…

We study the infinite-horizon average (ergodic) risk sensitive control problem for diffusion processes under a general structural hypothesis: there is a partition of state space into two subsets, where the controlled diffusion process…

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…

We develop a framework for the study of the limiting behavior of multiple ergodic averages with commuting transformations when all iterates are given by the same sparse sequence; this enables us to partially resolve several longstanding…

We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…

In this note we introduce a sequence of bilinear operators that unify ergodic averages and backward martingales in a nontrivial way. We establish its convergence in a range of $L^p$-norms and leave its a.s. convergence as an open problem.…

Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…

We develop operator renewal theory for flows and apply this to infinite ergodic theory. In particular we obtain results on mixing for a large class of infinite measure semiflows. Examples of systems covered by our results include…

We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying dynamics. Our main tool is…

In this paper a novel contour integral method is proposed for linear convection-diffusion equations. The method is based on the inversion of the Laplace transform and makes use of a contour given by an elliptic arc joined symmetrically to…

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…

We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…

We study double averages along orbits for measure preserving actions of $\mathbb{A}^\omega$, the direct sum of countably many copies of a finite abelian group $\mathbb{A}$. In this article we show an $L^p$ norm-variation estimate for these…

The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…