scholarly journals Upper and lower bounds for the correlation function via inducing with general return times

2016 ◽  
Vol 38 (1) ◽  
pp. 34-62 ◽  
Author(s):  
HENK BRUIN ◽  
DALIA TERHESIU
Keyword(s):  
Correlation Function ◽  
Sufficient Conditions ◽  
Finite Measure ◽  
Return Time ◽  
Upper And Lower Bounds ◽  
Interval Maps ◽  
Return Times ◽  
Infinite Measure ◽  
Higher Order Asymptotics ◽  
Mixing Rates

For non-uniformly expanding maps inducing with a general return time to Gibbs Markov maps, we provide sufficient conditions for obtaining higher-order asymptotics for the correlation function in the infinite measure setting. Along the way, we show that these conditions are sufficient to recover previous results on sharp mixing rates in the finite measure setting for non-Markov maps, but for a larger class of observables. The results are illustrated by (finite and infinite measure-preserving) non-Markov interval maps with an indifferent fixed point.

scholarly journals Return- and hitting-time distributions of small sets in infinite measure preserving systems

2019 ◽  
Vol 40 (8) ◽  
pp. 2239-2273
Author(s):  
SIMON RECHBERGER ◽  
ROLAND ZWEIMÜLLER
Keyword(s):  
Sufficient Conditions ◽  
Finite Measure ◽  
Hitting Time ◽  
Independent Random Variables ◽  
Limit Laws ◽  
Interval Maps ◽  
Infinite Measure ◽  
Sufficient Conditions For Convergence ◽  
Set Up ◽  
The One

We study convergence of return- and hitting-time distributions of small sets $E_{k}$ with $\unicode[STIX]{x1D707}(E_{k})\rightarrow 0$ in recurrent ergodic dynamical systems preserving an infinite measure $\unicode[STIX]{x1D707}$. Some properties which are easy in finite measure situations break down in this null-recurrent set-up. However, in the presence of a uniform set $Y$ with wandering rate regularly varying of index $1-\unicode[STIX]{x1D6FC}$ with $\unicode[STIX]{x1D6FC}\in (0,1]$, there is a scaling function suitable for all subsets of $Y$. In this case, we show that return distributions for the $E_{k}$ converge if and only if the corresponding hitting-time distributions do, and we derive an explicit relation between the two limit laws. Some consequences of this result are discussed. In particular, this leads to improved sufficient conditions for convergence to ${\mathcal{E}}^{1/\unicode[STIX]{x1D6FC}}{\mathcal{G}}_{\unicode[STIX]{x1D6FC}}$, where ${\mathcal{E}}$ and ${\mathcal{G}}_{\unicode[STIX]{x1D6FC}}$ are independent random variables, with ${\mathcal{E}}$ exponentially distributed and ${\mathcal{G}}_{\unicode[STIX]{x1D6FC}}$ following the one-sided stable law of order $\unicode[STIX]{x1D6FC}$ (and ${\mathcal{G}}_{1}:=1$). The same principle also reveals the limit laws (different from the above) which occur at hyperbolic periodic points of prototypical null-recurrent interval maps. We also derive similar results for the barely recurrent $\unicode[STIX]{x1D6FC}=0$ case.

scholarly journals ON YOUNG TOWERS ASSOCIATED WITH INFINITE MEASURE PRESERVING TRANSFORMATIONS

2009 ◽  
Vol 09 (04) ◽  
pp. 635-655 ◽  
Author(s):  
H. BRUIN ◽  
M. NICOL ◽  
D. TERHESIU
Keyword(s):  
Dynamical System ◽  
Common Factor ◽  
Sufficient Conditions ◽  
Finite Measure ◽  
Original System ◽  
Return Time ◽  
Tail Behavior ◽  
Necessary And Sufficient ◽  
Young Towers ◽  
Measure Preserving Transformations

For a σ-finite measure preserving dynamical system (X, μ, T), we formulate necessary and sufficient conditions for a Young tower (Δ, ν, F) to be a (measure theoretic) extension of the original system. Because F is pointwise dual ergodic by construction, one immediate consequence of these conditions is that the Darling–Kac theorem carries over from F to T. One advantage of the Darling–Kac theorem in terms of Young towers is that sufficient conditions can be read off from the tail behavior and we illustrate this with relevant examples. Furthermore, any two Young towers with a common factor T, have return time distributions with tails of the same order.

Mixing for invertible dynamical systems with infinite measure

2015 ◽  
Vol 15 (02) ◽  
pp. 1550012 ◽  
Author(s):  
Ian Melbourne
Keyword(s):  
Dynamical Systems ◽  
Invariant Measure ◽  
Large Class ◽  
Renewal Theory ◽  
Additional Structure ◽  
Infinite Measure ◽  
Higher Order Asymptotics ◽  
Mixing Rates ◽  
Noninvertible Maps ◽  
Invent Math

In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math.189 (2012) 61–110] obtained results on mixing and mixing rates for a large class of noninvertible maps preserving an infinite ergodic invariant measure. Here, we are concerned with extending these results to the invertible setting. Mixing is established for a large class of infinite measure invertible maps. Assuming additional structure, in particular exponential contraction along stable manifolds, it is possible to obtain good results on mixing rates and higher order asymptotics.

scholarly journals Regular variation and rates of mixing for infinite measure preserving almost Anosov diffeomorphisms

2018 ◽  
Vol 40 (3) ◽  
pp. 663-698 ◽  
Author(s):  
HENK BRUIN ◽  
DALIA TERHESIU
Keyword(s):  
Regular Variation ◽  
Return Time ◽  
Main Task ◽  
Two Dimensional ◽  
Dimensional Torus ◽  
Anosov Diffeomorphisms ◽  
Infinite Measure ◽  
Mixing Rates ◽  
First Return Time ◽  
Almost Anosov

The purpose of this paper is to establish mixing rates for infinite measure preserving almost Anosov diffeomorphisms on the two-dimensional torus. The main task is to establish regular variation of the tails of the first return time to the complement of a neighbourhood of the neutral fixed point.

A DELAY-DEPENDENT APPROACH TO ROBUST TAKAGI–SUGENO FUZZY CONTROL OF UNCERTAIN RECURRENT NEURAL NETWORKS WITH MIXED INTERVAL TIME-VARYING DELAYS

2011 ◽  
Vol 20 (08) ◽  
pp. 1571-1589 ◽  
Author(s):  
K. H. TSENG ◽  
J. S. H. TSAI ◽  
C. Y. LU
Keyword(s):  
Fuzzy Control ◽  
Time Delays ◽  
Sufficient Conditions ◽  
Upper And Lower Bounds ◽  
Linear Matrix ◽  
Uncertain Parameters ◽  
Time Varying ◽  
Interval Time ◽  
Delay Dependent ◽  
Takagi Sugeno

This paper deals with the problem of globally delay-dependent robust stabilization for Takagi–Sugeno (T–S) fuzzy neural network with time delays and uncertain parameters. The time delays comprise discrete and distributed interval time-varying delays and the uncertain parameters are norm-bounded. Based on Lyapunov–Krasovskii functional approach and linear matrix inequality technique, delay-dependent sufficient conditions are derived for ensuring the exponential stability for the closed-loop fuzzy control system. An important feature of the result is that all the stability conditions are dependent on the upper and lower bounds of the delays, which is made possible by using the proposed techniques for achieving delay dependence. Another feature of the results lies in that involves fewer matrix variables. Two illustrative examples are exploited in order to illustrate the effectiveness of the proposed design methods.

Moving Weighted Averages

1993 ◽  
Vol 45 (3) ◽  
pp. 449-469 ◽  
Author(s):  
M. A. Akcoglu ◽  
Y. Déniel
Keyword(s):  
Weight Function ◽  
Sufficient Conditions ◽  
Nonnegative Function ◽  
Finite Measure ◽  
Weight Functions ◽  
Ergodic Averages ◽  
Fixed Weight ◽  
Finite Measure Space ◽  
Image Position ◽  
Necessary And Sufficient

AbstractLet ℝ denote the real line. Let {Tt}tєℝ be a measure preserving ergodic flow on a non atomic finite measure space (X, ℱ, μ). A nonnegative function φ on ℝ is called a weight function if ∫ℝ φ(t)dt = 1. Consider the weighted ergodic averagesof a function f X —> ℝ, where {θk} is a sequence of weight functions. Some sufficient and some necessary and sufficient conditions are given for the a.e. convergence of Akf, in particular for a special case in whichwhere φ is a fixed weight function and {(ak, rk)} is a sequence of pairs of real numbers such that rk > 0 for all k. These conditions are obtained by a combination of the methods of Bellow-Jones-Rosenblatt, developed to deal with moving ergodic averages, and the methods of Broise-Déniel-Derriennic, developed to deal with unbounded weight functions.

scholarly journals On uniform asymptotic risk of averaging GMM estimators

10.3982/qe711 ◽  
2019 ◽  
Vol 10 (3) ◽  
pp. 931-979 ◽  
Author(s):  
Xu Cheng ◽  
Zhipeng Liao ◽  
Ruoyao Shi
Keyword(s):  
Nonlinear Models ◽  
Sufficient Conditions ◽  
Risk Difference ◽  
Upper And Lower Bounds ◽  
Quadratic Loss ◽  
Finite Sample ◽  
Moment Conditions ◽  
Gmm Estimator ◽  
Asymptotic Risk ◽  
Non Gaussian

This paper studies the averaging GMM estimator that combines a conservative GMM estimator based on valid moment conditions and an aggressive GMM estimator based on both valid and possibly misspecified moment conditions, where the weight is the sample analog of an infeasible optimal weight. We establish asymptotic theory on uniform approximation of the upper and lower bounds of the finite‐sample truncated risk difference between any two estimators, which is used to compare the averaging GMM estimator and the conservative GMM estimator. Under some sufficient conditions, we show that the asymptotic lower bound of the truncated risk difference between the averaging estimator and the conservative estimator is strictly less than zero, while the asymptotic upper bound is zero uniformly over any degree of misspecification. The results apply to quadratic loss functions. This uniform asymptotic dominance is established in non‐Gaussian semiparametric nonlinear models.

scholarly journals Fecundity regulation in a spatial birth-and-death process

2020 ◽  
Vol 21 (01) ◽  
pp. 2050038 ◽  
Author(s):  
Viktor Bezborodov ◽  
Luca Di Persio ◽  
Dmitri Finkelshtein ◽  
Yuri Kondratiev ◽  
Oleksandr Kutoviy
Keyword(s):  
Level Sets ◽  
Existence And Uniqueness ◽  
Ecological Model ◽  
Sufficient Conditions ◽  
Death Process ◽  
Regulation Mechanism ◽  
Birth And Death Process ◽  
Locally Finite ◽  
Return Times ◽  
Time Space

We study a Markov birth-and-death process on a space of locally finite configurations, which describes an ecological model with a density-dependent fecundity regulation mechanism. We establish existence and uniqueness of this process and analyze its properties. In particular, we show global time-space boundedness of the population density and, using a constructed Foster–Lyapunov-type function, we study return times to certain level sets of tempered configurations. We also find sufficient conditions that the degenerate invariant distribution is unique for the considered process.

scholarly journals RETURN TIME STATISTICS OF INVARIANT MEASURES FOR INTERVAL MAPS WITH POSITIVE LYAPUNOV EXPONENT

2009 ◽  
Vol 09 (01) ◽  
pp. 81-100 ◽  
Author(s):  
HENK BRUIN ◽  
MIKE TODD
Keyword(s):  
Lyapunov Exponent ◽  
Invariant Measures ◽  
Return Time ◽  
Continuous Invariant Measure ◽  
Absolutely Continuous ◽  
Interval Maps ◽  
Absolutely Continuous Invariant Measure ◽  
Normal Fluctuations ◽  
Return Time Statistics ◽  
Absolutely Continuous Invariant

We prove that multimodal maps with an absolutely continuous invariant measure have exponential return time statistics around almost every point. We also show a "polynomial Gibbs property" for these systems, and that the convergence to the entropy in the Ornstein–Weiss formula has normal fluctuations. These results are also proved for equilibrium states of some Hölder potentials.

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