相关论文: Time is limited on the road to asymptopia

Ergodicity describes an equivalence between the expectation value and the time average of observables. Applied to human behaviour, ergodic theories of decision-making reveal how individuals should tolerate risk in different environments. To…

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…

The approach to the ergodic limit in Monte Carlo simulations is studied using both analytic and numerical methods. With the help of a stochastic model, a metric is defined that enables the examination of a simulation in both the ergodic and…

Ergodicity economics is a new branch of economic theory that notes the conceptual difference between time averages and expectation values, which coincide only for ergodic observables. It postulates that individual agents maximise the time…

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of moments (SMM) approach with non-overlapping simulation…

We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…

Using a model Hamiltonian for a single-mode electromagnetic field interacting with a nonlinear medium, we show that quantum expectation values of subsystem observables can exhibit remarkably diverse ergodic properties even when the dynamics…

We propose and analyze a sample-efficient protocol to estimate the fidelity between an experimentally prepared state and an ideal target state, applicable to a wide class of analog quantum simulators without advanced sophisticated…

We study the ergodic properties of a two-dimensional self-gravitating system using molecular dynamics simulations. We apply three different tests for ergodicity: a direct method comparing the time average of a particle momentum and position…

Calibrating agent-based models (ABMs) to data is among the most fundamental requirements to ensure the model fulfils its desired purpose. In recent years, simulation-based inference methods have emerged as powerful tools for performing this…

We define a class of dynamical maps on the quasi-local algebra of a quantum spin system, which are quantum analogues of probabilistic cellular automata. We develop criteria for such a system to be ergodic, i.e., to possess a unique…

We rigorously examine the ergodic properties of quantum lattice models with short range interactions, in the C* algebra formulation of statistical mechanics. Ergodicity results, in the context of group actions on C* algebras, assume that…

For an affine two factor model, we study the asymptotic properties of the maximum likelihood and least squares estimators of some appearing parameters in the so-called subcritical (ergodic) case based on continuous time observations. We…

We suggest employing log-ergodic processes to simulate the velocity of money in an ergodic manner. Our approach sheds light on economic behavior, policy implications, and financial dynamics by maintaining long-term stability. By bridging…

We investigate the moment estimation for an ergodic diffusion process with unknown trend coefficient. We consider nonparametric and parametric estimation. In each case, we present a lower bound for the risk and then construct an…

The aim of this paper is to study the asymptotic properties of a class of kernel conditional mode estimates whenever functional stationary ergodic data are considered. To be more precise on the matter, in the ergodic data setting, we…

Modern biomedical, behavioral and psychological inference about cause-effect relationships respects an ergodic assumption, that is, that mean response of representative samples allow predictions about individual members of those samples.…

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

There has been much recent interest in two-sided markets and dynamics thereof. In a rather a general discrete-time feedback model, which we show conditions that assure that for each agent, there exists the limit of a long-run average…