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A family of stationary processes with infinite memory having the same p-marginals. Ergodic and spectral properties

M. Courbage, D. Hamdan (2001)

Colloquium Mathematicae

We construct a large family of ergodic non-Markovian processes with infinite memory having the same p-dimensional marginal laws of an arbitrary ergodic Markov chain or projection of Markov chains. Some of their spectral and mixing properties are given. We show that the Chapman-Kolmogorov equation for the ergodic transition matrix is generically satisfied by infinite memory processes.

A joint limit theorem for compactly regenerative ergodic transformations

David Kocheim, Roland Zweimüller (2011)

Studia Mathematica

We study conservative ergodic infinite measure preserving transformations satisfying a compact regeneration property introduced by the second-named author in J. Anal. Math. 103 (2007). Assuming regular variation of the wandering rate, we clarify the asymptotic distributional behaviour of the random vector (Zₙ,Sₙ), where Zₙ and Sₙ are respectively the time of the last visit before time n to, and the occupation time of, a suitable set Y of finite measure.

A note on Markov operators and transition systems

Bartosz Frej (2002)

Colloquium Mathematicae

On a compact metric space X one defines a transition system to be a lower semicontinuous map X 2 X . It is known that every Markov operator on C(X) induces a transition system on X and that commuting of Markov operators implies commuting of the induced transition systems. We show that even in finite spaces a pair of commuting transition systems may not be induced by commuting Markov operators. The existence of trajectories for a pair of transition systems or Markov operators is also investigated.

Averaging method for differential equations perturbed by dynamical systems

Françoise Pène (2002)

ESAIM: Probability and Statistics

In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...

Averaging method for differential equations perturbed by dynamical systems

Françoise Pène (2010)

ESAIM: Probability and Statistics

In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...

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