Formula connects foliated simplicial volume with group cost.
problem Calculating integral foliated simplicial volume.
method Ergodic decomposition formula for simplicial volume.
result Integration formula linking foliated simplicial volume and group cost.
The paper describes decompositions of geometric measures on Anosov homogeneous spaces.
problem Decomposing geometric measures on Anosov homogeneous spaces.
method Ergodic decompositions of Burger-Roblin and Bowen-Margulis-Sullivan measures.
result The space of non-trivial invariant ergodic measures is homeomorphic to a product space.
We relate ergodic-theoretic properties of a very small tree or lamination to the behavior of folding and unfolding paths in Outer space that approximate it, and we obtain a criterion for unique ergodicity in both cases. Our main result is that non-unique ergodicity gives rise to a transverse decomposition of the foldin…
Non-ergodic geodesic flow on Cantor tree surfaces found.
problem Determining when geodesic flow on Cantor tree surfaces is non-ergodic.
method Interpolating between two rates of convergence of cuff lengths to zero to prove non-ergodicity.
result Cantor tree surfaces with certain rates of cuff length convergence are non-parabolic.
The study connects geodesic flows on Riemann surfaces to random walks on their dual graphs.
problem Understanding ergodicity of geodesic flows on infinite Riemann surfaces.
method Analyzing random walks on the dual graph of pants decompositions.
result Equivalence between ergodicity of geodesic flows and recurrence of random walks.
The paper provides concentration inequalities for Markov chain variance estimators.
problem Estimating the variance of Markov chains with concentration properties.
method Martingale decomposition method for uniformly geometrically ergodic Markov chains.
result Explicit control of the p-th moment of the OBM estimator difference and dependence on p and mixing time.
A Bayesian agent learns about the structure of a stationary process from ob- serving past outcomes. We prove that his predictions about the near future become ap- proximately those he would have made if he knew the long run empirical frequencies of the process.
The paper proves rigidity and ergodicity of horospherical foliations.
problem Rigidity and ergodicity of horospherical foliations in higher rank.
method Establishes higher rank extensions of rigidity theorems for representations of discrete subgroups of divergence type, using conformal measures and boundary maps.
result Proves conformal measure rigidity and ergodicity of horospherical foliations for hypertransverse subgroups.
This note introduces and studies an open set of PSL(2,C) characters of a nonabelian free group, on which the action of the outer automorphism group is properly discontinuous, and which is strictly larger than the set of discrete, faithful convex-cocompact (i.e. Schottky) characters. This implies, in particular, that th…
Let S be a compact, connected, oriented surface, possibly with boundary, of negative Euler characteristic. In this article we extend Lindenstrauss-Mirzakhani's and Hamenstädt's classification of locally finite mapping class group invariant ergodic measures on the space of measured laminations $\mathcal{M}\mathcal{L}(…
Estimates mixing coefficients of geometrically ergodic Markov processes from a single sample path.
problem Estimating mixing coefficients of geometrically ergodic Markov processes.
method Proposes methods to estimate β-mixing coefficients from a single sample path under standard smoothness conditions. result Obtains a rate of convergence of order \(\mathcal{O}(\log(n) n^{-[s]/(2[s]+2)})\) for the expected error of the estimator.
Given a n-dimensional lamination endowed with a Riemannian metric, we introduce the notion of a multiplicative cocycle of rank d, where n and d are arbitrary positive integers. The holonomy cocycle of a foliation and its exterior powers as well as its tensor powers provide examples of multiplicative cocycles. Next, we …
Unified model explains volatility memory in stocks and forex.
problem Understanding the components of volatility memory in financial markets.
method Developed a three-dimensional decomposition of volatility memory into level, shape, and tempo.
result Unified model shows that volatility memory is state-dependent, with different gates prevailing in equities and forex.
NGRC shows numerical instabilities with short lags and high-degree polynomials.
problem Numerical instabilities in NGRC feature matrix.
method Combining numerical linear algebra and dynamical systems theory, we study feature matrix conditioning. We evaluate different numerical algorithms for solving the regularized least-squares problem.
result SVD-based training achieves accurate forecasts without regularization, preferable for short lags and high-degree polynomials.
The article constructs a forward utility for markets with multiple default risks.
problem Characterizing forward performance processes in a market with multiple default risks.
method Using Jacod-Pham decomposition and recursive BSDEs, the article constructs a forward utility and proves its existence and uniqueness.
result The article identifies the risk-sensitive long-run growth rate of the optimal wealth process in a stochastic factor model with ergodic dynamics.
The paper studies convergence of kernel autocovariance operators for stationary processes.
problem Estimating autocovariance operators of stationary processes on Polish spaces.
method Investigates convergence of empirical estimates of autocovariance operators under various conditions.
result Provides consistency results for kernel PCA and spectral analysis methods.
Approximates measures on curved spaces using Dirac measures.
problem Topology of invariant measures on curved manifolds.
method Introducing weakly regular vectors and approximating measures by Dirac measures.
result Ergodicity is a generic property in the space of invariant measures supported on weakly regular vectors.
This paper establishes that optimistic algorithms attain gap-dependent and non-asymptotic logarithmic regret for episodic MDPs. In contrast to prior work, our bounds do not suffer a dependence on diameter-like quantities or ergodicity, and smoothly interpolate between the gap dependent logarithmic-regret, and the $\wid…
The paper develops new inequalities for Markov chain sums, linking them to mixing time.
problem Establishing concentration inequalities for Markov chain sums.
method Developed novel concentration inequalities for geometrically ergodic Markov chains, linking bounds to mixing time constants.
result Explicit bounds for additive functionals of Markov chains, linked to Rosenthal inequality constants and mixing properties.
Study uses G-BSDEs to decompose pricing kernels under robust G-expectation.
problem Long-term decomposition of robust pricing kernels under G-expectation.
method Proposes and analyzes three types of quadratic G-BSDEs to decompose pricing kernels.
result Pricing kernels decomposed into four components: discounting, transitory, symmetric martingale, and volatility uncertainty.
Study counts ergodic measures in surface lamination strata.
problem Counting ergodic measures in surface lamination strata.
method Determined through analysis of geodesic laminations.
result Number of ergodic measures identified in each stratum.
New progress on frame flow ergodicity for nearly pinched manifolds.
problem Ergodicity of frame flow on negatively-curved manifolds.
method New ideas leading to ergodicity for nearly 0.25-pinched manifolds.
result Achieved progress towards Brin's conjecture.
Recent results on ergodic theory for Riemann surface laminations and foliations.
problem Ergodic theorems for laminations and foliations on Riemann surfaces.
method Leafwise Poincaré metric, directed positive harmonic currents, multiplicative cocycles, Lyapunov exponents.
result Definition and study of canonical Lyapunov exponents for singular holomorphic foliations.
In this note we show that the Riemann moduli spaces Mg,n equipped with the Weil--Petersson metric are quantum ergodic for 3g+n≥4. We also provide other examples of singular spaces with ergodic geodesic flow for which quantum ergodicity holds.
We extend to orbifolds classical results on quantum ergodicity due to Shnirelman, Colin de Verdière and Zelditch, proving that, for any positive, first-order self-adjoint elliptic pseudodifferential operator P on a compact orbifold X with positive principal symbol p, ergodicity of the Hamiltonian flow of p implies quan…
Strong stability of ergodic iterations proven without ergodic driving sequence.
problem Ensuring strong stability of ergodic iterations under non-ergodic driving sequences.
method Revisiting processes driven by stationary ergodic sequences, proving strong stability under mild conditions on recursive maps.
result Strong stability of iterations proven without ergodic driving sequence.
The paper studies the ergodicity of frame flow on even-dimensional manifolds.
problem Understanding the ergodicity of frame flow on even-dimensional manifolds.
method Analyzing pinching conditions to determine ergodicity.
result The frame flow is ergodic under specific pinching conditions for even-dimensional manifolds.
Non-ergodic measures found in horocycle flow on Abelian differentials.
problem Finding non-ergodic measures in the horocycle flow on Abelian differentials.
method Analyzing weak convergence of ergodic measures to non-ergodic invariant measures.
result Existence of points with non-equidistributing horocycle flow orbits.
Log-ergodic model improves velocity of money prediction.
problem Improving velocity of money prediction for economic control.
method Log-ergodic processes to simulate monetary velocity.
result Log-ergodic model offers superior predictive power.
'Ergodicity economics' is criticized as pseudoscience.
problem Flawed conceptual basis of mainstream economic theory.
method Claims 'ergodicity economics' is more parsimonious and clearer.
result Peters' approach has not produced falsifiable implications.
We construct an example of a uniquely ergodic measured foliation on a surface such that the associated translation flow on the orientation double cover is minimal but not uniquely ergodic. We then prove a geometric criterion for the horizontal foliation of a quadratic differential to be uniquely ergodic. The second the…
New method stabilizes quantum ergodicity for mixed quantization and partial hyperbolicity.
problem Stabilizing quantum ergodicity for complex systems.
method Combines mixed quantization techniques with stable ergodicity results for partially hyperbolic systems.
result Establishes stable quantum ergodicity for spin Hamiltonians.
The study shows that ergodic measures are not generic on non-positively curved manifolds.
problem Determining the genericity of ergodic measures on non-positively curved Riemannian manifolds.
method Investigates the existence of an open isometric embedding of a product manifold with a factor isometric to S1. result The closure of the set of ergodic measures does not encompass all invariant measures, indicating the failure of genericity.
We show that Masur's logarithmic law of geodesics in the moduli space of translation surfaces does not imply unique ergodicity of the translation flow, but that a similar law involving the flat systole of a Teichmüller geodesic does imply unique ergodicity. It shows that the flat geometry has a better control on ergodi…
Study parabolicity of Riemann surfaces via Fenchel-Nielsen parameters.
problem Determine conditions for a Riemann surface to be of parabolic type.
method Use Fenchel-Nielsen parameters and non-standard half-collars to study parabolicity.
result Obtain sufficient conditions for parabolicity in terms of Fenchel-Nielsen parameters.
The paper studies ergodicity of flows on subspaces, generalizing earlier work.
problem Ergodicity of flows on subspaces of higher rank groups.
method Analyzes one-parameter diagonalizable subgroups of connected semisimple groups acting on homogeneous spaces.
result Obtains an ergodicity criterion similar to Hopf-Tsuji-Sullivan for general Anosov subgroups.
A smooth diffeomorphism is said to be distributionally uniquely ergodic (DUE for short) when it is uniquely ergodic and its unique invariant probability measure is the only invariant distribution (up to multiplication by a constant). Ergodic translations on tori are classical examples of DUE diffeomorphisms. In this ar…
A measured solenoid is a laminated space endowed with a tranversal measure invariant by holonomy, as defined in arXiv:0910.2836. A measured solenoid immersed in a smooth manifold produces a closed current (known as generalized Ruelle-Sullivan current). Uniquely ergodic solenoids are those for which there is a unique (u…
Unified framework for multi-view diffusion geometries using intertwined diffusion trajectories.
problem Constructing multi-view diffusion geometries with flexible view interaction and fusion.
method Intertwined multi-view diffusion trajectories (MDTs) as a class of inhomogeneous diffusion processes.
result Established theoretical properties and derived diffusion distances and embeddings.
The paper connects function theory, dynamics, and ergodic theory via Thurston's theory.
problem Function theory on Teichmüller space and dynamics of mapping class groups.
method Utilizes Thurston's theory and Sullivan's theory on discrete subgroups of hyperbolic space.
result Establishes connections between function theory, dynamics, and ergodic theory.
The paper introduces a new method to create stable ergodic actions on higher-dimensional manifolds.
problem Stable ergodicity of group actions on smooth manifolds restricted to one-dimensional cases.
method Geometric method using quasi-conformal blender for constructing stable local dynamics.
result Every closed manifold admits stably ergodic finitely generated group actions by diffeomorphisms of class C1+α. This work investigates a mixture of LMC and RMHMC with MMALA for geometric ergodicity.
problem Lack of geometric ergodicity study in Riemannian manifold and Lagrangian Monte Carlo methods.
method Investigates a mixture of LMC and RMHMC with MMALA to achieve geometric ergodicity.
result Demonstrates geometric ergodicity in the mixture of LMC and RMHMC with MMALA.
Study shows non-wandering, partially hyperbolic systems are ergodic.
problem Ergodicity of partially hyperbolic systems.
method Analysis of partially hyperbolic diffeomorphisms, focusing on non-wandering systems.
result These systems are ergodic when they preserve volume, confirming a conjecture.
We introduce the concept of solenoid as an abstract laminated space. We do a thorough study of solenoids, leading to the notion of ergodic and uniquely ergodic solenoids. We define generalized currents associated with immersions of oriented solenoids with a transversal measure into smooth manifolds, generalizing Ruelle…
Study shows mapping class group action is ergodic on specific representations.
problem Ergodicity of mapping class group action on specific representations.
method Applied symplectic methods developed by Goldman and Xia.
result The action is ergodic.
We study how resetting affects geometric Brownian motion, showing it becomes stationary but remains non-ergodic.
problem Effects of stochastic resetting on geometric Brownian motion.
method Analysis of geometric Brownian motion under stochastic resetting.
result Resetting makes geometric Brownian motion stationary but non-ergodic.
The paper provides a link between ergodic theory and symplectic topology. A classical notion of ergodic theory is a skew product map associated with a loop in a group of transformations. We study skew products which come from loops in the group of Hamiltonian diffeomorphisms of a symplectic manifold. Our main question …
We review some developments on clustering stochastic processes and come with the conclusion that asymptotically consistent clustering algorithms can be obtained when the processes are ergodic and the dissimilarity measure satisfies the triangle inequality. Examples are provided when the processes are distribution ergod…