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We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

概率论 · 数学 2021-08-30 Balázs Gerencsér , Miklós Rásonyi

Maps $f,g\colon I\to I$ are called strongly commuting if $f\circ g^{-1}=g^{-1}\circ f$. We show that strongly commuting, piecewise monotone maps $f,g$ can be decomposed into a finite number of invariant intervals (or period 2 intervals) on…

动力系统 · 数学 2020-10-30 Ana Anusic , Christopher Mouron

Let m_{n} and m_{n-1} be an n mean and an n-1 mean, respectively, n\geq3. If x=(x_{1},...,x_{n}), let {\pi}_{\neqj}x=(x_{1},...,x_{j-1},x_{j+1},...,x_{n}). m_{n-1} and m_{n} are said to form a type 1 invariant pair if…

经典分析与常微分方程 · 数学 2013-08-28 Alan Horwitz

The classical de Finetti Theorem classifies the $\mathrm{Sym}(\mathbb N)$-invariant probability measures on $[0,1]^{\mathbb N}$. More precisely it states that those invariant measures are combinations of measures of the form…

概率论 · 数学 2024-11-05 Colin Jahel , Pierre Perruchaud

Let $\pi_n$ be a uniformly chosen random permutation on $[n]$. Using an analysis of the probability that two overlapping consecutive $k$-permutations are order isomorphic, the authors of a recent paper showed that the expected number of…

组合数学 · 数学 2024-08-07 Anant Godbole , Hannah Swickheimer

Amenable groups are those admitting an invariant mean -- a finitely additive probability mean that assigns equal ``weight'' to any two translates of the same set. We introduce coset correct means (CCMs), a class of finitely additive means…

群论 · 数学 2026-04-21 Armando Martino , Motiejus Valiunas

Let $T$ be the map defined on $\N=\{1,2,3, ...\}$ by $T(n) = \frac{n}{2} $ if $n$ is even and by $T(n) = \frac{3n+1}{2}$ if $n$ is odd. Consider the dynamical system $(\N, 2^{\N}, T,\mu)$ where $\mu$ is the counting measure. This dynamical…

动力系统 · 数学 2023-12-14 Idris Assani

We show by example that there is a Cayley graph, having two invariant random subgraphs X and Y, such that there exists a monotone coupling between them in the sense that $X\subset Y$, although no such coupling can be invariant. Here,…

概率论 · 数学 2013-05-27 Péter Mester

For piecewise $C^1$ interval maps possibly containing critical points and discontinuities with negative Schwarzian derivative, under two summability conditions on the growth of the derivative and recurrence along critical orbits, we prove…

动力系统 · 数学 2009-12-09 Hongfei Cui , Yiming Ding

The purpose of this paper is to describe some conjectures and results on the existence and uniqueness of invariant measures on formal completions of Kac-Moody groups and associated homogeneous spaces. Existence is rigorously established in…

funct-an · 数学 2008-02-03 Doug Pickrell

We define a Gaussian invariant measure for the two-dimensional averaged-Euler equation and show the existence of its solution with initial conditions on the support of the measure. An invariant surface measure on the level sets of the…

偏微分方程分析 · 数学 2021-08-13 Alexandra Symeonides

In 2016 we proved that for every symmetric, repetition invariant and Jensen concave mean $\mathscr{M}$ the Kedlaya-type inequality $$ \mathscr{A}\big(x_1,\mathscr{M}(x_1,x_2),\ldots,\mathscr{M}(x_1,\ldots,x_n)\big)\le \mathscr{M} \big(x_1,…

经典分析与常微分方程 · 数学 2018-11-27 Zsolt Páles , Paweł Pasteczka

We define so-called residual means, which have a Taylor expansion of the form $M(x)=\bar x +\tfrac12 \xi_M(\bar x) \text{Var}(x)+o(\|x-\bar x\|^\alpha)$ for some $\alpha>2$ and a single-variable function $\xi_M$ ($\bar x$ stands for the…

经典分析与常微分方程 · 数学 2025-11-26 Paweł Pasteczka

We establish multiple recurrence and convergence results for pairs of zero entropy measure preserving transformations that do not satisfy any commutativity assumptions. Our results cover the case where the iterates of the two…

动力系统 · 数学 2023-01-12 Nikos Frantzikinakis , Bernard Host

Critical intermittency stands for a type of intermittent dynamics in iterated function systems, caused by an interplay of a superstable fixed point and a repelling fixed point. We consider critical intermittency for iterated function…

We introduce and study a new type of mappings in metric spaces termed $n$-point Kannan-type mappings. A fixed-point theorem is proved for these mappings. In general case such mappings are discontinuous in the domain but necessarily…

一般拓扑 · 数学 2025-04-22 Ravindra K. Bisht , Evgeniy Petrov

An existence and uniqueness result, up to fattening, for a class of crystalline mean curvature flows with natural mobility is proved. The results are valid in any dimension and for arbitrary, possibly unbounded, initial closed sets. The…

偏微分方程分析 · 数学 2016-01-15 Antonin Chambolle , Massimiliano Morini , Marcello Ponsiglione

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

泛函分析 · 数学 2022-03-24 Neal Hermer , D. Russell Luke , Anja Sturm

Various concepts of mean shape previously unrelated in the literature are brought into relation. In particular for non-manifolds such as Kendall's 3D shape space, this paper answers the question, for which means one may apply a two-sample…

统计方法学 · 统计学 2011-05-13 Stephan Huckemann

We introduce a family of maps generating continued fractions where the digit $1$ in the numerator is replaced cyclically by some given non-negative integers $(N_1,\ldots,N_m)$. We prove the convergence of the given algorithm, and study the…

动力系统 · 数学 2021-12-09 Karma Dajani , Niels Langeveld