We consider an important subclass of self-similar, non-gaussian stable processes with stationary increments known as self-similar stable mixed moving averages. As previously shown by the authors, following the seminal approach of Jan Rosiński, these processes can be related to nonsingular flows through their minimal representations. Different types of flows give rise to different classes of self-similar mixed moving averages, and to corresponding general decompositions of these processes. Self-similar...

For any 1-1 measure preserving map T of a probability space we can form the [T,Id] and $[T,T^{-1}]$ automorphisms as well as the corresponding endomorphisms and decreasing sequence of σ-algebras. In this paper we show that if T has zero entropy and the [T,Id] automorphism is isomorphic to a Bernoulli shift then the decreasing sequence of σ-algebras generated by the [T,Id] endomorphism is standard. We also show that if T has zero entropy and the [T²,Id] automorphism is isomorphic to a Bernoulli shift then the...

We construct infinite measure preserving and nonsingular rank one ${\mathbb{Z}}^d$-actions. The first example is ergodic infinite measure preserving but with nonergodic, infinite conservative index, basis transformations; in this case we exhibit sets of increasing finite and infinite measure which are properly exhaustive and weakly wandering. The next examples are staircase rank one infinite measure preserving ${\mathbb{Z}}^d$-actions; for these we show that the individual basis transformations have conservative ergodic Cartesian...

We construct a rank-one infinite measure preserving flow ${\left(T_r\right)}_{r\in ℝ}$ such that for each p > 0, the “diagonal” flow ${\left(T_r\times \cdots \times T_r\right)}_{r\in ℝ}\left(ptimes\right)$ on the product space is ergodic.

Let Ψn be a product of n independent, identically distributed random matrices M, with the properties that Ψn is bounded in n, and that M has a deterministic (constant) invariant vector. Assume that the probability of M having only the simple eigenvalue 1 on the unit circle does not vanish. We show that Ψn is the sum of a fluctuating and a decaying process. The latter converges to zero almost surely, exponentially fast as n→∞. The fluctuating part converges in Cesaro mean to a limit that is characterized...

It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the negatives of the eigenvalues of the stopped process. Recently, Diaconis and Miclo have given a probabilistic proof of this fact by constructing a coupling between a general birth-and-death process and a process whose birth rates are the negatives of the eigenvalues,...

We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for adapted and anticipating Poisson stochastic integrals, and is inspired by the method of Üstünel and Zakai (Probab. Theory Related Fields103 (1995) 409–429) on the Wiener space, although the corresponding algebra is more complex than in the Wiener case. The examples...

We consider the set of $C^1$ expanding maps of the circle which have a unique absolutely continuous invariant probability measure whose density is unbounded, and show that this set is dense in the space of $C^1$ expanding maps with the $C^1$ topology. This is in contrast with results for $C^2$ or $C^{1+\epsilon }$ maps, where the invariant densities can be shown to be continuous.

Let $\beta >1$ be a non-integer. We consider expansions of the form ${\sum }_{i=1}^{\infty }{d}_i/{\beta }^i$, where the digits ${\left(d_i\right)}_{i\ge 1}$ are generated by means of a Borel map $K_{\beta }$ defined on ${\{0,1\}}^{\mathbb{N}}\times [0,\lfloor \beta \rfloor \left(\beta -1\right)]$. We show existence and uniqueness of a $K_{\beta }$-invariant probability measure, absolutely continuous with respect to $m_p\otimes \lambda$, where $m_p$ is the Bernoulli measure on ${\{0,1\}}^{\mathbb{N}}$ with parameter $p$ ($0<p<1$) and $\lambda$ is the normalized Lebesgue measure on $[0,\lfloor \beta \rfloor (\beta -1\left)\right]$. Furthermore, this measure is of the form $m_p\otimes {\mu }_{\beta ,p}$, where ${\mu }_{\beta ,p}$ is equivalent to $\lambda$. We prove that the measure of maximal entropy and $m_p\otimes \lambda$ are mutually singular. In...

A control system is said to be finite if the Lie algebra generated by its vector fields is finite dimensional. Sufficient conditions for such a system on a compact manifold to be controllable are stated in terms of its Lie algebra. The proofs make use of the equivalence theorem of [Ph. Jouan, ESAIM: COCV 16 (2010) 956–973]. and of the existence of an invariant measure on certain compact homogeneous spaces.

A control system is said to be finite if the Lie algebra generated by its vector fields is finite dimensional. Sufficient conditions for such a system on a compact manifold to be controllable are stated in terms of its Lie algebra. The proofs make use of the equivalence theorem of [Ph. Jouan, ESAIM: COCV 16 (2010) 956–973]. and of the existence of an invariant measure on certain compact homogeneous spaces.

A control system is said to be finite if the Lie algebra generated by its vector fields is finite dimensional. Sufficient conditions for such a system on a compact manifold to be controllable are stated in terms of its Lie algebra. The proofs make use of the equivalence theorem of [Ph. Jouan, ESAIM: COCV 16 (2010) 956–973]. and of the existence of an invariant measure on certain compact homogeneous spaces.