arXiv research

We study the ergodic properties of compositions of interval exchange transformations and rotations. We show that for any interval exchange transformation T, there is a full measure set of αin [0, 1) so that T composed with R_α is uniquely ergodic, where R_α is rotation by α.

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 of Anosov flows using microlocal analysis for ergodicity and mixing properties.

Study equilibrium measures on manifolds without conjugate points with visibility covering.

Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential growth while any individual trajectory collapses according to its time-average. A com…

Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class of nonparametric stochastic volatility models with skewness driven by hidden Markov Chain with switching.

Approximate inference algorithm is one of the fundamental research fields in machine learning. The two dominant theoretical inference frameworks in machine learning are variational inference (VI) and Markov chain Monte Carlo (MCMC). However, because of the fundamental limitation in the theory, it is very challenging to…

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…

Irreducible groups cannot be free if they ergodically act on a boundary.

Study ergodic properties of geodesic flows on specific manifolds without conjugate points.

Proves CLT for Brownian paths on pinched negative curvature manifolds.

Let $\{T^t\}$ be a smooth flow with positive speed and positive topological entropy on a compact smooth three dimensional manifold, and let $μ$ be an ergodic measure of maximal entropy. We show that either $\{T^t\}$ is Bernoulli, or $\{T^t\}$ is isomorphic to the product of a Bernoulli flow and a rotational flow. Appli…

This paper studies node embeddings of networks, revealing their geometric properties.

Improves estimation of financial market models using limited data.

Quantum theory explains price dynamics in financial markets, capturing bid-ask spread and ergodicity.

Study connects spectral properties to frame flows on curved manifolds.

We prove some ergodic-theoretic rigidity properties of the action of SL(2,R) on moduli space. In particular, we show that any ergodic measure invariant under the action of the upper triangular subgroup of SL(2,R) is supported on an invariant affine submanifold. The main theorems are inspired by the results of several a…

Study spectral properties of sub-Riemannian Laplacians, proving quantum ergodicity and heat kernel asymptotics.

Extends Masur's divergence theorem to complex tori and Kummer surfaces.

Study approximates top Lyapunov exponents for surface mapping classes.

This paper presents quantitative shrinking target results for rotations and interval exchange transformations. To do this a quantitative version of a unique ergodicity criterion of Boshernitzan is established.

Gambles are random variables that model possible changes in monetary wealth. Classic decision theory transforms money into utility through a utility function and defines the value of a gamble as the expectation value of utility changes. Utility functions aim to capture individual psychological characteristics, but thei…

The analysis of classical consensus algorithms relies on contraction properties of adjoints of Markov operators, with respect to Hilbert's projective metric or to a related family of seminorms (Hopf's oscillation or Hilbert's seminorm). We generalize these properties to abstract consensus operators over normal cones, w…

ESNs trained with Tikhonov least squares approximate ergodic dynamical systems in L2(μ) norm.

We exhibit an efficient procedure for testing, based on a single long state sequence, whether an unknown Markov chain is identical to or $\varepsilon$-far from a given reference chain. We obtain nearly matching (up to logarithmic factors) upper and lower sample complexity bounds for our notion of distance, which is bas…

The paper explores properties of functions on Teichmüller space, proving theorems about limits and non-ergodicity.

Study counts ergodic measures in surface lamination strata.

Study of flows on circle bundles over translation surfaces, showing decay of correlations.

This paper compares two NUTS variants and analyzes their convergence and mixing times.

The first algorithm for sampling the space of thick equilateral knots, as a function of thickness, will be described. This algorithm is based on previous algorithms of applying random reflections. To prove the existence of the algorithm, we describe a method for turning any knot into the regular planar polygon using on…

Approximates measures on curved spaces using Dirac measures.

Continuity of earthquake flow map transfers Teichmüller dynamics results.

This paper addresses metaconsistency in Bayesian inference for metastable systems.

Let $X$ be a Hadamard manifold, and $Γ$ a non-elementary discrete group of isometries of $X$ which contains a rank one isometry. We relate the ergodic theory of the geodesic flow of the quotient orbifold $M=X/Γ$ to the behavior of the Poincar{é} series of $Γ$. Precisely, the aim of this paper is to extend the so-called…

New progress on frame flow ergodicity for nearly pinched manifolds.

In this paper, we investigate the ergodic and rigidity properties of weakly hyperbolic group actions. Motivated by classical theorems describing Anosov diffeomorphisms, we obtain two main results: First, all C^2 volume preserving weakly hyperbolic actions on closed manifolds are ergodic. This result generalizes Anosov'…

Recent results on ergodic theory for Riemann surface laminations and foliations.

The paper connects geodesic flows and limit sets on visibility manifolds.

Proves non-hyperbolicity of symplectic varieties with specific properties.

The article constructs a forward utility for markets with multiple default risks.

Formula connects foliated simplicial volume with group cost.

In this note we show that the Riemann moduli spaces $M_{g, n}$ equipped with the Weil--Petersson metric are quantum ergodic for $3g+n \geq 4$. We also provide other examples of singular spaces with ergodic geodesic flow for which quantum ergodicity holds.

New MCMC methods map high-dimensional problems to spheres for better mixing.

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.

We study some dynamical properties of the canonical Aut(F_n)-action on the space R_n(G) of redundant representations of the free group F_n in G, where G is the group of rational points of a simple algebraic group over a local field. We show that this action is always minimal and ergodic, confirming a conjecture of A. L…

The paper studies the ergodicity of frame flow on even-dimensional manifolds.

Non-ergodic measures found in horocycle flow on Abelian differentials.