相关论文: Limit laws for distorted return time processes for…
We construct a class of rank-one infinite measure-preserving transformations such that for each transformation $T$ in the class, the cartesian product $T\times T$ of the transformation with itself is ergodic, but the product $T\times…
Let $X$ be a measure space and $T:X\to X$ a measurable transformation. For any measurable $E\subseteq X$ and $x\in E$, the possibly infinite return time is $n_E(x):=\inf\{n>0: T^n x\in E\}$. If $T$ is an ergodic tranformation of the…
We show that a certain type of quasi finite, conservative, ergodic, measure preserving transformation always has a maximal zero entropy factor, generated by predictable sets. We also construct a conservative, ergodic, measure preserving…
We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…
Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma.…
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the non-ergodic phase, the…
In closed systems, dynamical symmetries lead to conservation laws. However, conservation laws are not applicable to open systems that undergo irreversible transformations. More general selection rules are needed to determine whether, given…
We study a class of variational problems for regularized conservation laws with Lax's entropy-entropy flux pairs. We first introduce a modified optimal transport space based on conservation laws with diffusion. Using this space, we…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
We discuss an invertible version of Furstenberg's `Ergodic CP Shift Systems'. We show that the explicit regularity of these dynamical systems with respect to magnification of measures, implies certain regularity with respect to translation…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
We show that a dissipative, ergodic measure preserving transformation of a sigma-finite, non-atomic measure space always has many non-proportional, absolutely continuous, invariant measures and is ergodic with respect to each one of these.
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…
Any discrete quantum process is represented by a sequence of quantum channels. We consider ergodic quantum processes obtained by a map that takes the points along the trajectory of a discrete ergodic dynamical system to the space of quantum…
In this note we identify the distributional limits of non-negative, ergodic stationary processes, showing that all are possible. Consequences for infinite ergodic theory are also explored and new examples of distributionally stable- and…
In this paper we study the dynamics and ergodic theory of certain economic models which are implicitly defined. We consider 1-dimensional and 2-dimensional overlapping generations models, a cash-in-advance model, heterogeneous markets and a…
We introduce and analyze a novel class of inverse problems for stochastic dynamics: Given the ergodic invariant measure of a stochastic process governed by a nonlinear stochastic ordinary or partial differential equation (SODE or SPDE), we…
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…
Solutions to a class of conservation laws with discontinuous flux are constructed relying on the Crandall-Liggett theory of nonlinear contractive semigroups~\cite{CL}. In particular, the paper studies the existence of backward Euler…
We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…