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Large deviations for generic stationary processes

Emmanuel Lesigne, Dalibor Volný (2000)

Colloquium Mathematicae

Let (Ω,A,μ,T) be a measure preserving dynamical system. The speed of convergence in probability in the ergodic theorem for a generic function on Ω is arbitrarily slow.

Large sets of integers and hierarchy of mixing properties of measure preserving systems

Vitaly Bergelson, Tomasz Downarowicz (2008)

Colloquium Mathematicae

We consider a hierarchy of notions of largeness for subsets of ℤ (such as thick sets, syndetic sets, IP-sets, etc., as well as some new classes) and study them in conjunction with recurrence in topological dynamics and ergodic theory. We use topological dynamics and topological algebra in βℤ to establish connections between various notions of largeness and apply those results to the study of the sets R A , B ε = n : μ ( A T B ) > μ ( A ) μ ( B ) - ε of times of “fat intersection”. Among other things we show that the sets R A , B ε allow one to distinguish...

Le théorème de Riesz-Raikov-Bourgain pour un endomorphisme algébrique de p

Jean-Claude Lootgieter (2007)

Annales de l’institut Fourier

Le théorème classique de Riesz-Raikov assure que, pour tout entier θ > 1 et toute f de L 1 ( 𝕋 ) , où 𝕋 = / , les moyennes 1 N 1 N f ( θ n x ) convergent vers 𝕋 f ( t ) d t pour presque tout point x de . J.Bourgain (cf.Israël Math. Conf. Proc. 1990) a prouvé que la convergence précédente a lieu pour tout réel algébrique θ > 1 et toute  f de  L 2 ( 𝕋 ) . Dans cet article nous prouvons que, si ϕ est un endomorphisme de  p algébrique sur , dont les valeurs propres sont toutes de module  > 1 , alors pour toute f de L 2 ( 𝕋 p ) , les moyennes ( 1 / N ) 1 N f ( ϕ n x ) convergent vers 𝕋 p f ( t ) d t pour presque tout point x de p . Nous...

Limit theorems for stationary Markov processes with L2-spectral gap

Déborah Ferré, Loïc Hervé, James Ledoux (2012)

Annales de l'I.H.P. Probabilités et statistiques

Let ( X t , Y t ) t 𝕋 be a discrete or continuous-time Markov process with state space 𝕏 × d where 𝕏 is an arbitrary measurable set. Its transition semigroup is assumed to be additive with respect to the second component, i.e. ( X t , Y t ) t 𝕋 is assumed to be a Markov additive process. In particular, this implies that the first component ( X t ) t 𝕋 is also a Markov process. Markov random walks or additive functionals of a Markov process are special instances of Markov additive processes. In this paper, the process ( Y t ) t 𝕋 is shown to satisfy the...

Limit theory for some positive stationary processes with infinite mean

Jon Aaronson, Roland Zweimüller (2014)

Annales de l'I.H.P. Probabilités et statistiques

We prove stable limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from nonintegrable observables over certain piecewise expanding maps. This is done by extending Darling–Kac theory to a suitable family of infinite measure preserving transformations.

Limiting curlicue measures for theta sums

Francesco Cellarosi (2011)

Annales de l'I.H.P. Probabilités et statistiques

We consider the ensemble of curves {γα, N: α∈(0, 1], N∈ℕ} obtained by linearly interpolating the values of the normalized theta sum N−1/2∑n=0N'−1exp(πin2α), 0≤N'<N. We prove the existence of limiting finite-dimensional distributions for such curves as N→∞, when α is distributed according to any probability measure λ, absolutely continuous w.r.t. the Lebesgue measure on [0, 1]. Our Main Theorem generalizes a result by Marklof [Duke Math. J.97 (1999) 127–153] and Jurkat and van Horne [Duke...

Linear growth of the derivative for measure-preserving diffeomorphisms

Krzysztof Frączek (2000)

Colloquium Mathematicae

We consider measure-preserving diffeomorphisms of the torus with zero entropy. We prove that every ergodic C 1 -diffeomorphism with linear growth of the derivative is algebraically conjugate to a skew product of an irrational rotation on the circle and a circle C 1 -cocycle. We also show that for no positive β ≠ 1 does there exist an ergodic C 2 -diffeomorphism whose derivative has polynomial growth with degree β.

Locally equicontinuous dynamical systems

Eli Glasner, Benjamin Weiss (2000)

Colloquium Mathematicae

A new class of dynamical systems is defined, the class of “locally equicontinuous systems” (LE). We show that the property LE is inherited by factors as well as subsystems, and is closed under the operations of pointed products and inverse limits. In other words, the locally equicontinuous functions in l ( ) form a uniformly closed translation invariant subalgebra. We show that WAP ⊂ LE ⊂ AE, where WAP is the class of weakly almost periodic systems and AE the class of almost equicontinuous systems....

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