Search results for "ergodic theory"
showing 10 items of 40 documents
Applications de type Lasota–Yorke à trou : mesure de probabilité conditionellement invariante et mesure de probabilité invariante sur l'ensemble des …
2003
Abstract Let T :I→I be a Lasota–Yorke map on the interval I, let Y be a nontrivial sub-interval of I and g 0 :I→ R + , be a strictly positive potential which belongs to BV and admits a conformal measure m. We give constructive conditions on Y ensuring the existence of absolutely continuous (w.r.t. m) conditionally invariant probability measures to nonabsorption in Y. These conditions imply also existence of an invariant probability measure on the set X∞ of points which never fall into Y. Our conditions allow rather “large” holes.
Componentwise adaptation for high dimensional MCMC
2005
We introduce a new adaptive MCMC algorithm, based on the traditional single component Metropolis-Hastings algorithm and on our earlier adaptive Metropolis algorithm (AM). In the new algorithm the adaption is performed component by component. The chain is no more Markovian, but it remains ergodic. The algorithm is demonstrated to work well in varying test cases up to 1000 dimensions.
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
2018
We establish quantitative bounds for rates of convergence and asymptotic variances for iterated conditional sequential Monte Carlo (i-cSMC) Markov chains and associated particle Gibbs samplers. Our main findings are that the essential boundedness of potential functions associated with the i-cSMC algorithm provide necessary and sufficient conditions for the uniform ergodicity of the i-cSMC Markov chain, as well as quantitative bounds on its (uniformly geometric) rate of convergence. Furthermore, we show that the i-cSMC Markov chain cannot even be geometrically ergodic if this essential boundedness does not hold in many applications of interest. Our sufficiency and quantitative bounds rely on…
Produits aléatoires d'opérateurs matrices de transfert
1988
Nous etudions le comportement asymptotique de produits aleatoires d'operateurs de Ruelle-Perron-Frobenius. Nous etendons le travail de Ruelle obtenu dans le cas homogene, au cas aleatoire.
Juggler's exclusion process
2012
Juggler's exclusion process describes a system of particles on the positive integers where particles drift down to zero at unit speed. After a particle hits zero, it jumps into a randomly chosen unoccupied site. We model the system as a set-valued Markov process and show that the process is ergodic if the family of jump height distributions is uniformly integrable. In a special case where the particles jump according to a set-avoiding memoryless distribution, the process reaches its equilibrium in finite nonrandom time, and the equilibrium distribution can be represented as a Gibbs measure conforming to a linear gravitational potential.
Robust existence of nonhyperbolic ergodic measures with positive entropy and full support
2021
We prove that for some manifolds $M$ the set of robustly transitive partially hyperbolic diffeomorphisms of $M$ with one-dimensional nonhyperbolic centre direction contains a $C^1$-open and dense subset of diffeomorphisms with nonhyperbolic measures which are ergodic, fully supported and have positive entropy. To do so, we formulate abstract conditions sufficient for the construction of an ergodic, fully supported measure $\mu$ which has positive entropy and is such that for a continuous function $\phi\colon X\to\mathbb{R}$ the integral $\int\phi\,d\mu$ vanishes. The criterion is an extended version of the control at any scale with a long and sparse tail technique coming from the previous w…
On the Correlation and Ergodic Properties of the Squared Envelope of SOC Rayleigh Fading Channel Simulators
2012
Published version of an article in the journal: Wireless Personal Communications. Also available from the publisher at: http://dx.doi.org/10.1007/s11277-011-0493-2 In this paper, we investigate the correlation and ergodic properties of the squared envelope of a class of autocorrelation-ergodic (AE) sum-of-cisoids (SOC) simulation models for mobile Rayleigh fading channels. Novel closed-form expressions are presented for both the ensemble and the time autocorrelation functions (ACFs) of the SOC simulation model’s squared envelope. These expressions have been derived by assuming that the SOC model’s inphase and quadrature (IQ) components have arbitrary autocorrelation and cross-correlation pr…
Scenery Flow, Conical Densities, and Rectifiability
2015
We present an application of the recently developed ergodic theoretic machinery on scenery flows to a classical geometric measure theoretic problem in Euclidean spaces. We also review the enhancements to the theory required in our work. Our main result is a sharp version of the conical density theorem, which we reduce to a question on rectifiability.
Optical Hole Burning and Thermal Irreversibility of Non-Ergodic Systems: Polymers, Proteins, Glasses
1989
A spectral hole is used to probe configurational dynamics of non-ergodic systems far below the glass transition temperature
A Survey of Some Arithmetic Applications of Ergodic Theory in Negative Curvature
2017
This paper is a survey of some arithmetic applications of techniques in the geometry and ergodic theory of negatively curved Riemannian manifolds, focusing on the joint works of the authors. We describe Diophantine approximation results of real numbers by quadratic irrational ones, and we discuss various results on the equidistribution in \(\mathbb{R}\), \(\mathbb{C}\) and in the Heisenberg groups of arithmetically defined points. We explain how these results are consequences of equidistribution and counting properties of common perpendiculars between locally convex subsets in negatively curved orbifolds, proven using dynamical and ergodic properties of their geodesic flows. This exposition…