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We prove distributional limit theorems for random walk adic transformations obtaining ergodic distributional limits of exponential chi squared form.

These notes are a self-contained introduction to the use of dynamical and probabilistic methods in the study of hyperbolic groups. Most of this material is standard; however some of the proofs given are new, and some results are proved in greater generality than have appeared in the literature. These notes originated in a minicourse given at a workshop in Melbourne, July 11-15 2011.

In an earlier work made by the first author with J. Turi (Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008), the solution of a stochastic variational inequality modeling an elasto-perfectly-plastic oscillator has been studied. The existence and uniqueness of an invariant measure have been proven. Nonlocal problems have been introduced in this context. In this work, we present a new characterization of the invariant measure. The key finding is the connection between nonlocal PDEs and local PDEs which can be interpreted with short cycles of the Markov process solution of the stochastic variational inequality.

This paper generalizes a part of the theory of $Z$-estimation which has been developed mainly in the context of modern empirical processes to the case of stochastic processes, typically, semimartingales. We present a general theorem to derive the asymptotic behavior of the solution to an estimating equation $\theta\leadsto \Psi_n(\theta,\widehat{h}_n)=0$ with an abstract nuisance parameter $h$ when the compensator of $\Psi_n$ is random. As its application, we consider the estimation problem in an ergodic diffusion process model where the drift coefficient contains an unknown, finite-dimensional parameter $\theta$ and the diffusion coefficient is indexed by a nuisance parameter $h$ from an infinite-dimensional space. An example for the nuisance parameter space is a class of smooth functions. We establish the asymptotic normality and efficiency of a $Z$-estimator for the drift coefficient. As another application, we present a similar result also in an ergodic time series model.

This paper generalizes a part of the theory of $Z$-estimation which has been developed mainly in the context of modern empirical processes to the case of stochastic processes, typically, semimartingales. We present a general theorem to derive the asymptotic behavior of the solution to an estimating equation $\theta\leadsto \Psi_n(\theta,\widehat{h}_n)=0$ with an abstract nuisance parameter $h$ when the compensator of $\Psi_n$ is random. As its application, we consider the estimation problem in an ergodic diffusion process model where the drift coefficient contains an unknown, finite-dimensional parameter $\theta$ and the diffusion coefficient is indexed by a nuisance parameter $h$ from an infinite-dimensional space. An example for the nuisance parameter space is a class of smooth functions. We establish the asymptotic normality and efficiency of a $Z$-estimator for the drift coefficient. As another application, we present a similar result also in an ergodic time series model.

This paper generalizes a part of the theory of $Z$-estimation which has been developed mainly in the context of modern empirical processes to the case of stochastic processes, typically, semimartingales. We present a general theorem to derive the asymptotic behavior of the solution to an estimating equation $\theta\leadsto \Psi_n(\theta,\widehat{h}_n)=0$ with an abstract nuisance parameter $h$ when the compensator of $\Psi_n$ is random. As its application, we consider the estimation problem in an ergodic diffusion process model where the drift coefficient contains an unknown, finite-dimensional parameter $\theta$ and the diffusion coefficient is indexed by a nuisance parameter $h$ from an infinite-dimensional space. An example for the nuisance parameter space is a class of smooth functions. We establish the asymptotic normality and efficiency of a $Z$-estimator for the drift coefficient. As another application, we present a similar result also in an ergodic time series model.

We prove the following dichotomy for vector fields in a C1-residual subset of volume-preserving flows: for Lebesgue almost every point all Lyapunov exponents equal to zero or its orbit has a dominated splitting. As a consequence if we have a vector field in this residual that cannot be C1-approximated by a vector field having elliptic periodic orbits, then, there exists a full measure set such that every orbit of this set admits a dominated splitting for the linear Poincare flow. Moreover, we prove that a volume-preserving and C1-stably ergodic flow can be C1-approximated by another volume-preserving flow which is non-uniformly hyperbolic.

This is an expository article/encyclopedia entry explaining the history, techniques, and central results in the field of smooth ergodic theory.

We study the ergodic properties of generic continuous dynamical systems on compact manifolds. As a main result we prove that generic homeomorphisms have convergent Birkhoff averages under continuous observables at Lebesgue almost every point. In spite of this, when the underlying manifold has dimension greater than one, generic homeomorphisms have no physical measure --- a somewhat strange result which stands in sharp contrast to current trends in generic differentiable dynamics. Similar results hold for generic continuous maps. To further explore the mysterious behaviour of $C^0$ generic dynamics, we also study the ergodic properties of continuous maps which are conjugated to expanding circle maps. In this context, generic maps have divergent Birkhoff averages along orbits starting from Lebesgue almost every point.

We study the ergodic properties of generic continuous dynamical systems on compact manifolds. As a main result we prove that generic homeomorphisms have convergent Birkhoff averages under continuous observables at Lebesgue almost every point. In spite of this, when the underlying manifold has dimension greater than one, generic homeomorphisms have no physical measure --- a somewhat strange result which stands in sharp contrast to current trends in generic differentiable dynamics. Similar results hold for generic continuous maps. To further explore the mysterious behaviour of $C^0$ generic dynamics, we also study the ergodic properties of continuous maps which are conjugated to expanding circle maps. In this context, generic maps have divergent Birkhoff averages along orbits starting from Lebesgue almost every point.

We study the ergodic properties of generic continuous dynamical systems on compact manifolds. As a main result we prove that generic homeomorphisms have convergent Birkhoff averages under continuous observables at Lebesgue almost every point. In spite of this, when the underlying manifold has dimension greater than one, generic homeomorphisms have no physical measure --- a somewhat strange result which stands in sharp contrast to current trends in generic differentiable dynamics. Similar results hold for generic continuous maps. To further explore the mysterious behaviour of $C^0$ generic dynamics, we also study the ergodic properties of continuous maps which are conjugated to expanding circle maps. In this context, generic maps have divergent Birkhoff averages along orbits starting from Lebesgue almost every point.

It is known that hyperbolic dynamical systems admit a unique invariant probability measure with maximal entropy. We prove an effective version of this statement and use it to estimate an upper bound for Hausdorff dimension of exceptional sets arising from dynamics.

Ergodic Theory and Dynamical Systems 1989: Volume 9 , Issue Index. Digitized from IA1520609-06 . Next issue: sim_ergodic-theory-and-dynamical-systems_1989_9_contents .

Ergodic Theory and Dynamical Systems 1989: Volume 9 , Issue Index. Digitized from IA1520609-06 . Next issue: sim_ergodic-theory-and-dynamical-systems_1989_9_contents .

Our goal is to present the basic results on one-dimensional Gibbs and equilibrium states viewed as special invariant measures on symbolic dynamical systems, and then to describe without technicalities a sample of results they allowed to obtain for certain differentiable dynamical systems. We hope that this contribution will illustrate the symbiotic relationship between ergodic theory and statistical mechanics, and also information theory.

Let $(S_n)_n$ be a $R^d$-valued random walk ($d\geq2$). Using Babillot's method [2], we give general conditions on the characteristic function of $S_n$ under which $(S_n)_n$ satisfies the same renewal theorem as the classical one obtained for random walks with i.i.d. non-centered increments. This statement is applied to additive functionals of strongly ergodic Markov chains under the non-lattice condition and (almost) optimal moment conditions.

We rephrase the conditions from the Chowla and the Sarnak conjectures in abstract setting, that is, for sequences of numbers in {-1,0,1}, and introduce several natural generalizations. We study the relationships between these properties and other notions from topological dynamics and ergodic theory.

We rephrase the conditions from the Chowla and the Sarnak conjectures in abstract setting, that is, for sequences of numbers in {-1,0,1}, and introduce several natural generalizations. We study the relationships between these properties and other notions from topological dynamics and ergodic theory.

We rephrase the conditions from the Chowla and the Sarnak conjectures in abstract setting, that is, for sequences of numbers in {-1,0,1}, and introduce several natural generalizations. We study the relationships between these properties and other notions from topological dynamics and ergodic theory.

A famous theorem of Szemer\'edi asserts that given any density $0 < \delta \leq 1$ and any integer $k \geq 3$, any set of integers with density $\delta$ will contain infinitely many proper arithmetic progressions of length $k$. For general $k$ there are essentially four known proofs of this fact; Szemer\'edi's original combinatorial proof using the Szemer\'edi regularity lemma and van der Waerden's theorem, Furstenberg's proof using ergodic theory, Gowers' proof using Fourier analysis and the inverse theory of additive combinatorics, and Gowers' more recent proof using a hypergraph regularity lemma. Of these four, the ergodic theory proof is arguably the shortest, but also the least elementary, requiring in particular the use of transfinite induction (and thus the axiom of choice), decomposing a general ergodic system as the weakly mixing extension of a transfinite tower of compact extensions. Here we present a quantitative, self-contained version of this ergodic theory proof, and which is ``elementary'' in the sense that it does not require the axiom of choice, the use of infinite sets or measures, or the use of the Fourier transform or inverse theorems from additive combinatorics. It also gives explicit (but extremely poor) quantitative bounds.

A famous theorem of Szemer\'edi asserts that given any density $0 < \delta \leq 1$ and any integer $k \geq 3$, any set of integers with density $\delta$ will contain infinitely many proper arithmetic progressions of length $k$. For general $k$ there are essentially four known proofs of this fact; Szemer\'edi's original combinatorial proof using the Szemer\'edi regularity lemma and van der Waerden's theorem, Furstenberg's proof using ergodic theory, Gowers' proof using Fourier analysis and the inverse theory of additive combinatorics, and Gowers' more recent proof using a hypergraph regularity lemma. Of these four, the ergodic theory proof is arguably the shortest, but also the least elementary, requiring in particular the use of transfinite induction (and thus the axiom of choice), decomposing a general ergodic system as the weakly mixing extension of a transfinite tower of compact extensions. Here we present a quantitative, self-contained version of this ergodic theory proof, and which is ``elementary'' in the sense that it does not require the axiom of choice, the use of infinite sets or measures, or the use of the Fourier transform or inverse theorems from additive combinatorics. It also gives explicit (but extremely poor) quantitative bounds.

A famous theorem of Szemer\'edi asserts that given any density $0 < \delta \leq 1$ and any integer $k \geq 3$, any set of integers with density $\delta$ will contain infinitely many proper arithmetic progressions of length $k$. For general $k$ there are essentially four known proofs of this fact; Szemer\'edi's original combinatorial proof using the Szemer\'edi regularity lemma and van der Waerden's theorem, Furstenberg's proof using ergodic theory, Gowers' proof using Fourier analysis and the inverse theory of additive combinatorics, and Gowers' more recent proof using a hypergraph regularity lemma. Of these four, the ergodic theory proof is arguably the shortest, but also the least elementary, requiring in particular the use of transfinite induction (and thus the axiom of choice), decomposing a general ergodic system as the weakly mixing extension of a transfinite tower of compact extensions. Here we present a quantitative, self-contained version of this ergodic theory proof, and which is ``elementary'' in the sense that it does not require the axiom of choice, the use of infinite sets or measures, or the use of the Fourier transform or inverse theorems from additive combinatorics. It also gives explicit (but extremely poor) quantitative bounds.

The entangled ergodic theorem concerns the study of the convergence in the strong, or merely weak operator topology, of the multiple Cesaro mean $$\frac{1}{N^{k}}\sum_{n_{1},...,n_{k}=0}^{N-1} U^{n_{\a(1)}}A_{1}U^{n_{\a(2)}}... U^{n_{\a(2k-1)}}A_{2k-1}U^{n_{\a(2k)}} ,$$ where $U$ is a unitary operator acting on the Hilbert space $H$, $\a:\{1,..., m\}\mapsto\{1,..., k\}$ is a partition of the set made of $m$ elements in $k$ parts, and finally $A_{1},...,A_{2k-1}$ are bounded operators acting on $H$. While reviewing recent results about the entangled ergodic theorem, we provide some natural applications to dynamical systems based on compact operators. Namely, let $(\mathfrak A,\alpha)$ be a $C^{*}$--dynamical system, where $\mathfrak A=K(H)$, and $\alpha=ad(U)$ is an automorphism implemented by the unitary $U$. We show that $$\lim_{N\to+\infty}\frac{1}{N}\sum_{n=0}^{N-1}\alpha^{n}=E ,$$ pointwise in the weak topology of $\K(H)$. Here, $E$ is a conditional expectation projecting onto the $C^{*}$--subalgebra $$\bigg(\bigoplus_{z\in\sigma_{\mathop{\rm pp}}(U)} E_{z}B(H)E_{z}\bigg)\bigcap K(H) .$$ If in addition $U$ is weakly mixing with $\Omega\in H$ the unique up to a phase, invariant vector under $U$ and $\omega= $, we have the following recurrence result. If $A\in K(H)$ fulfils $\omega(A)>0$, and $00$$ for each $N>N_{0}$.

The entangled ergodic theorem concerns the study of the convergence in the strong, or merely weak operator topology, of the multiple Cesaro mean $$\frac{1}{N^{k}}\sum_{n_{1},...,n_{k}=0}^{N-1} U^{n_{\a(1)}}A_{1}U^{n_{\a(2)}}... U^{n_{\a(2k-1)}}A_{2k-1}U^{n_{\a(2k)}} ,$$ where $U$ is a unitary operator acting on the Hilbert space $H$, $\a:\{1,..., m\}\mapsto\{1,..., k\}$ is a partition of the set made of $m$ elements in $k$ parts, and finally $A_{1},...,A_{2k-1}$ are bounded operators acting on $H$. While reviewing recent results about the entangled ergodic theorem, we provide some natural applications to dynamical systems based on compact operators. Namely, let $(\mathfrak A,\alpha)$ be a $C^{*}$--dynamical system, where $\mathfrak A=K(H)$, and $\alpha=ad(U)$ is an automorphism implemented by the unitary $U$. We show that $$\lim_{N\to+\infty}\frac{1}{N}\sum_{n=0}^{N-1}\alpha^{n}=E ,$$ pointwise in the weak topology of $\K(H)$. Here, $E$ is a conditional expectation projecting onto the $C^{*}$--subalgebra $$\bigg(\bigoplus_{z\in\sigma_{\mathop{\rm pp}}(U)} E_{z}B(H)E_{z}\bigg)\bigcap K(H) .$$ If in addition $U$ is weakly mixing with $\Omega\in H$ the unique up to a phase, invariant vector under $U$ and $\omega= $, we have the following recurrence result. If $A\in K(H)$ fulfils $\omega(A)>0$, and $00$$ for each $N>N_{0}$.

We propose an extension of ergodic theory which focuses on the identification of ergodicity in terms of the uniqueness of the invariant measure. We first explain the concept for the doubling maps, which can be analyzed using Fourier methods. We then proceed to the Gauss-type maps of interest, of the form $x\mapsto -\beta/x$ mod $2\mathbb Z$ on the symmetric interval $[-1,1]$, for $0

In this paper, we analyze carefully the behaviour in $L^\infty(\mathbb R)$ of the square functions $S$ and $S_\mathcal I$'s, originating from ergodic theory. Firstly, we show that we can find some function $f\in L^\infty(\mathbb{R})$, such that $Sf$ equals infinity on a nonzero measure set. Secondly, we can find compact supported function $f\in L^\infty(\mathbb{R})$ and $\mathcal I$ such that $S_\mathcal{I} f$ does not belong to $BMO$ space. Finally, we show that $S$ is bounded from $L^{\infty}_c$ to $BMO$ space. As a consequence, we solve an open question posed by Jones, Kaufman, Rosenblatt and Wierdl in \cite{JKRW98}. That is, $S_\mathcal I$ are uniformly bounded in $L^p(\mathbb R)$ with respect to $\mathcal I$ for $2

In this paper, we analyze carefully the behaviour in $L^\infty(\mathbb R)$ of the square functions $S$ and $S_\mathcal I$'s, originating from ergodic theory. Firstly, we show that we can find some function $f\in L^\infty(\mathbb{R})$, such that $Sf$ equals infinity on a nonzero measure set. Secondly, we can find compact supported function $f\in L^\infty(\mathbb{R})$ and $\mathcal I$ such that $S_\mathcal{I} f$ does not belong to $BMO$ space. Finally, we show that $S$ is bounded from $L^{\infty}_c$ to $BMO$ space. As a consequence, we solve an open question posed by Jones, Kaufman, Rosenblatt and Wierdl in \cite{JKRW98}. That is, $S_\mathcal I$ are uniformly bounded in $L^p(\mathbb R)$ with respect to $\mathcal I$ for $2

In the first part of the paper the natural scheme for proving noncommutative individual ergodic theorems for multiple sequences is described and applied to obtain results on unrestricted convergence of multiaverages. In the second part convergence of ergodic averages induced by several maps satisfying specific recurrence relations, including so-called Multi Free Group Partial Sums, is proved. This is the multiindexed version of results obtained earlier jointly with V.I.Chilin and S.Litvinov.

In the first part of the paper the natural scheme for proving noncommutative individual ergodic theorems for multiple sequences is described and applied to obtain results on unrestricted convergence of multiaverages. In the second part convergence of ergodic averages induced by several maps satisfying specific recurrence relations, including so-called Multi Free Group Partial Sums, is proved. This is the multiindexed version of results obtained earlier jointly with V.I.Chilin and S.Litvinov.

We present a computational study of a visualization method for invariant sets based on ergodic partition theory, first proposed in [1,2]. The algorithms for computation of the time averages of observables on phase space are developed and used to provide an approximation of the ergodic partition of the phase space. We term the graphical representation of this approximation - based on time averages of observables - a Mesochronic Plot (from Greek: \textit{meso} - mean, \textit{chronos} - time}. The method is useful for identifying low-dimensional projections (e.g. two-dimensional slices) of invariant structures in phase spaces of dimensionality bigger than two. We also introduce the concept of the ergodic quotient space, obtained by assigning a point to every ergodic set, and provide an embedding method whose graphical representation we call the Mesochronic Scatter Plot (MSP). We use the Chirikov standard map as a well-known and dynamically rich example in order to illustrate the implementation of our methods. In addition, we expose applications to other higher dimensional maps such as the Fro\'eschle map for which we utilize our methods to analyze merging of resonances and, the three-dimensional Extended standard map for which we study the conjecture on its ergodicity [3]. We extend the study in our next paper [4] by investigating the visualization of periodic sets using harmonic time averages. Both of these methods are related to eigenspace structure of the Koopman operator.

We continue our study of the dynamics of mappings with small topological degree on (projective) complex surfaces. Previously, under mild hypotheses, we have constructed an ergodic ``equilibrium'' measure for each such mapping. Here we study the dynamical properties of this measure in detail: we give optimal bounds for its Lyapunov exponents, prove that it has maximal entropy, and show that it has product structure in the natural extension. Under a natural further assumption, we show that saddle points are equidistributed towards this measure. This generalize results that were known in the invertible case and is, to our knowledge, one among not very many instances in which a natural invariant measure for a non-invertible dynamical system is well-understood.

This is a survey of nonsingular ergodic theory.

This is a survey of nonsingular ergodic theory.

This is a survey of nonsingular ergodic theory.

This is a survey of nonsingular ergodic theory.

In a recent work we have discussed how kinetic theory, the statistics of classical particles obeying Newtonian dynamics, can be formulated as a field theory. The field theory can be organized to produce a self-consistent perturbation theory expansion in an effective interaction potential. In the present work we use this development for investigating ergodic-nonergodic (ENE) transitions in dense fluids. The theory is developed in terms of a core problem spanned by the variables $\rho$, the number density, and $B$, a response density. We set up the perturbation theory expansion for studying the self-consistent model which gives rise to a ENE transition. Our main result is that the low-frequency dynamics near the ENE transition is the same for Smoluchowski and Newtonian dynamics. This is true despite the fact that term by term in a density expansion the results for the two dynamics are fundamentally different.

We derive results on the distribution of directions of saddle connections on translation surfaces using only the Birkhoff ergodic theorem applied to the geodesic flow on the moduli space of translation surfaces. Our techniques, together with an approximation argument, also give an alternative proof of a weak version of a classical theorem in multi-dimensional Diophantine approximation due to W. Schmidt \cite{SchmidtMetrical, SchmidtMetrical2}. The approximation argument allows us to deduce the Birkhoff genericity of almost all lattices in a certain submanifold of the space of unimodular lattices from the Birkhoff genericity of almost all lattices in the whole space and similarly for the space of affine unimodular lattices.

We investigate ergodic theory of Poisson suspensions. In the process, we establish close connections between finite and infinite measure preserving ergodic theory. Poisson suspensions thus provide a new approach to infinite measure preserving ergodic theory. Fields investigated here are mixing properties, spectral theory, joinings. We also compare Poisson suspensions to the apparently similar looking Gaussian dynamical systems.

We investigate the relationship between the Lyapunov exponents of periodic trajectories, the average and fluctuations of Lyapunov exponents of ergodic trajectories, and the ergodic autocorrelation time for the two-dimensional hyperbola billiard. We then study the fluctuation properties of the ergodic Lyapunov spectrum of classical SU(2) gauge theory on a lattice. Our results are consistent with the notion that this system is globally hyperbolic. Among the many powerful theorems applicable to such systems, we discuss one relating to the fluctuations in the entropy growth rate.

Consider the partial sums {S_t} of a real-valued functional F(Phi(t)) of a Markov chain {Phi(t)} with values in a general state space. Assuming only that the Markov chain is geometrically ergodic and that the functional F is bounded, the following conclusions are obtained: 1. Spectral theory: Well-behaved solutions can be constructed for the ``multiplicative Poisson equation''. 2. A ``multiplicative'' mean ergodic theorem: For all complex \alpha in a neighborhood of the origin, the normalized mean of \exp(\alpha S_t) converges exponentially fast to a solution of the multiplicative Poisson equation. 3. Edgeworth Expansions: Rates are obtained for the convergence of the distribution function of the normalized partial sums S_t to the standard Gaussian distribution. 4. Large Deviations: The partial sums are shown to satisfy a large deviations principle in a neighborhood of the mean. This result, proved under geometric ergodicity alone, cannot in general be extended to the whole real line. 5. Exact Large Deviations Asymptotics: Rates of convergence are obtained for the large deviations estimates above. Extensions of these results to continuous-time Markov processes are also given.

We study the partial maxima of stationary \alpha-stable processes. We relate their asymptotic behavior to the ergodic theoretical properties of the flow. We observe a sharp change in the asymptotic behavior of the sequence of partial maxima as flow changes from being dissipative to being conservative, and argue that this may indicate a change from a short memory process to a long memory process.

This survey is focused on the results related to topologies on the groups of transformations in ergodic theory, Borel, and Cantor dynamics. Various topological properties (density, connectedness, genericity) of these groups and their subsets (subgroups) are studied.

In this paper we study measurable dynamics for the widest reasonable class of smooth one dimensional maps. Three principle decompositions are described in this class : decomposition of the global measure-theoretical attractor into primitive ones, ergodic decomposition and Hopf decomposition. For maps with negative Schwarzian derivative this was done in the series of papers [BL1-BL5], but the approach to the general smooth case must be different.

We study limit laws for return time processes defined on infinite conservative ergodic measure preserving dynamical systems. Especially for the critical cases with purely atomic limiting distribution we derive distorted processes posessing non-degenerated limits. For these processes also large deviation asymptotics are stated. The Farey map is used as an illustrating example giving new insides into the metric number theory of continued fractions.

We study limit laws for return time processes defined on infinite conservative ergodic measure preserving dynamical systems. Especially for the critical cases with purely atomic limiting distribution we derive distorted processes posessing non-degenerated limits. For these processes also large deviation asymptotics are stated. The Farey map is used as an illustrating example giving new insides into the metric number theory of continued fractions.

We study limit laws for return time processes defined on infinite conservative ergodic measure preserving dynamical systems. Especially for the critical cases with purely atomic limiting distribution we derive distorted processes posessing non-degenerated limits. For these processes also large deviation asymptotics are stated. The Farey map is used as an illustrating example giving new insides into the metric number theory of continued fractions.

In cryptography and coding theory, it is important to study the pseudo-random sequences and the ergodic transformations. We already have the 1-Lipshitz ergodic theory over ${\Z}_2$ established by V. Anashin and others. In this paper we present an ergodic theory over ${\F}_2[[T]]$ and some ideas which might be very useful in applications.