On the rate of convergence in the individual ergodic theorem for the action of a semigroup

We consider the individual ergodic theorem for the action of a semigroup of measurepreserving mappings. We estimate the rate of convergence using estimates for the probability of large deviations for the ergodic averages with an essentially bounded averaging function. We find estimates for the rate of convergence of the ergodic averages in the cases of Benedicks–Carleson quadratic mappings, expanding mappings of Pomeau–Manneville type with a neutral point, and multidimensional shifts.     

On the constants in the estimates of the rate of convergence in von Neumann’s ergodic theorem

We study the rate of convergence in von Neumann’s ergodic theorem. We obtain constants connecting the power rate of convergence of ergodic means and the power singularity at zero of the spectral measure of the corresponding dynamical system (these concepts are equivalent to each other). All the results of the paper have obvious exact analogs for wide-sense stationary stochastic processes.     

Constants in the estimates of the rate of convergence in von Neumann’s ergodic theorem with continuous time

Estimates for the rate of convergence in ergodic theorems are necessarily spectral. We find the equivalence constants relating the polynomial rate of convergence in von Neumann’s mean ergodic theorem with continuous time and the polynomial singularity at the origin of the spectral measure of the function averaged over the corresponding dynamical system. We also estimate the same rate of convergence with respect to the decrease rate of the correlation function. All results of this article have obvious exact analogs for the stochastic processes stationary in the wide sense.     

CONVERGENCE THEOREMS AND MAXIMAL INEQUALITIES FOR MARTINGALE ERGODIC PROCESSES

In this article, we study two types of martingale ergodic processes. We prove that a.e. convergence and L^p convergence as well as maximal inequalities, which are established both in ergodic theory and martingale setting, also hold well for these new sequences of random variables. Moreover, the corresponding theorems in the former two areas turn out to be degenerate cases of the martingale ergodic theorems proved here.     

Compactification with Respect to a Generalized-net Convergence on Constructs

We introduce and deal with a convergence on (objects of) constructs which is expressed in terms of generalized nets. The generalized nets used are obtained from the usual nets by replacing the construct of directed sets and cofinal maps by an arbitrary construct. Convergence separation and convergence compactness are then introduced in a natural way. We study the convergence compactness and compactification and show that they behave in much the same way as the compactness and compactification of topological spaces.     

可逆的渐近非扩张型半群的遍历定理

本文在Ｈｉｌｂｅｒｔ空间中证明了右可逆的连续渐近非扩张型半群的遍历保核收缩存在定理，并讨论了可控的连续渐近非扩张型半群的遍历收敛定理     

Pointwise convergence of ergodic averages along cubes

Let (X, B, μ, T) be a measure preserving system. We prove the pointwise convergence of ergodic averages along cubes of 2 ^k − 1 bounded and measurable functions for all k. We show that this result can be derived from estimates about bounded sequences of real numbers and apply these estimates to establish the pointwise convergence of some weighted ergodic averages and ergodic averages along cubes for not necessarily commuting measure preserving transformations.     

Quantitative Non-Geometric Convergence Bounds for Independence Samplers

We provide precise, rigorous, fairly sharp quantitative upper and lower bounds on the time to convergence of independence sampler MCMC algorithms which are not geometrically ergodic. This complements previous work on the geometrically ergodic case. Our results illustrate that even simple-seeming Markov chains often converge extremely slowly, and furthermore slight changes to a parameter value can have an enormous effect on convergence times.     

Ergodicity of Jackson-type queueing networks

This paper gives a pathwise construction of Jackson-type queueing networks allowing the derivation of stability and convergence theorems under general probabilistic assumptions on the driving sequences; namely, it is only assumed that the input process, the service sequences and the routing mechanism are jointly stationary and ergodic in a sense that is made precise in the paper. The main tools for these results are the subadditive ergodic theorem, which is used to derive a strong law of large numbers, and basic theorems on monotone stochastic recursive sequences. The techniques which are proposed here apply to other and more general classes of discrete event systems, like Petri nets or GSMPs. The paper also provides new results on the Jackson-type networks with i.i.d. driving sequences which were studied in the past.The work of this author was supported in part by a grant from the European Commission DG XIII, under the BRA Qmips contract.The work of this author was supported by a sabbatical grant from INRIA Sophia Antipolis.     

A non-singular dynamical system without maximal ergodic inequality

It is shown that there is a non-singular dynamical system for which the maximal ergodic inequality does not hold. We further discuss the connection between a non-singular dynamical systems and the pointwise convergence of the Furstenberg ergodic averages.     

Generalized Dini theorems for nets of functions on arbitrary sets

We characterize the uniform convergence of pointwise monotonic nets of bounded real functions defined on arbitrary sets, without any particular structure. The resulting condition trivially holds for the classical Dini theorem. Our vector-valued Dini-type theorem characterizes the uniform convergence of pointwise monotonic nets of functions with relatively compact range in Hausdorff topological ordered vector spaces. As a consequence, for such nets of continuous functions on a compact space, we get the equivalence between the pointwise and the uniform convergence. When the codomain is locally convex, we also get the equivalence between the uniform convergence and the weak-pointwise convergence; this also merges the Dini-Weston theorem on the convergence of monotonic nets from Hausdorff locally convex ordered spaces. Most of our results are free of any structural requirements on the common domain and put compactness in the right place: the range of the functions.     

On convergence theory in fuzzy topological spaces and its applications

In this paper we introduce and study new concepts of convergence and adherent points for fuzzy filters and fuzzy nets in the light of the Q-relation and the Q-neighborhood of fuzzy points due to Pu and Liu [28]. As applications of these concepts we give several new characterizations of the closure of fuzzy sets, fuzzy Hausdorff spaces, fuzzy continuous mappings and strong Q-compactness. We show that there is a relation between the convergence of fuzzy filters and the convergence of fuzzy nets similar to the one which exists between the convergence of filters and the convergence of nets in topological spaces.     

Multiparameter ratio ergodic theorems for semigroups

After one-parameter treatment of ratio ergodic theorems for semigroups, we formulate the Sucheston a.e. convergence principle of continuous parameter type. This principle plays an effective role in proving some multiparameter generalizations of Chacon?s type continuous ratio ergodic theorems for semigroups and of Jacobs? type continuous random ratio ergodic theorems for quasi-semigroups. In addition, a continuous analogue of the Brunel–Dunford–Schwartz ergodic theorem is given of sectorially restricted averages for a commutative family of semigroups. We also formulate a local a.e. convergence principle of Sucheston?s type. The local convergence principle is effective in proving multiparameter local ergodic theorems. In fact, a multiparameter generalization of Akcoglu–Chacon?s local ratio ergodic theorem for semigroups of positive linear contractions on _L1$L_1$ is proved. Moreover, some multiparameter martingale theorems are obtained as applications of convergence principles.     

A martingale ergodic theorem

We prove the martingale ergodic theorem of Kachurovskii which unifies ergodic theorems and theorems on the convergence of martingales, without using the previously required additional integrability condition for the supremum of the process. This condition is replaced by the commutation condition on the conditional expectation and ergodic averaging operators, which for automorphisms is equivalent to the invariance condition on the filtration; meanwhile, the unification remains valid.     

Martingales,the smoothing index and ergodic theory

A classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergodic theorem is equivalent to the convergence of an associated martingale is expanded to a conditional setting. An equiconvergence theorem of the type established for martingales by N.F.G. Martin and E. Boylan is established in the ergodic case for an ergodic, non-invertible, measure-preserving transformation.     

Pointwise and Ergodic Convergence Rates of a Variable Metric Proximal Alternating Direction Method of Multipliers

In this paper, we obtain global pointwise and ergodic convergence rates for a variable metric proximal alternating direction method of multipliers for solving linearly constrained convex optimization problems. We first propose and study nonasymptotic convergence rates of a variable metric hybrid proximal extragradient framework for solving monotone inclusions. Then, the convergence rates for the former method are obtained essentially by showing that it falls within the latter framework. To the best of our knowledge, this is the first time that global pointwise (resp. pointwise and ergodic) convergence rates are obtained for the variable metric proximal alternating direction method of multipliers (resp. variable metric hybrid proximal extragradient framework).     

Ergodic theory and appication to nonconvex homogenization

We establish some ergodic theorems with the view to obtaining a convergence result of sequences of random Radon measures. We also give an application in stochastic homogenization of nonconvex integral functionals.     

Stochastic Recursive Equations with Applications to Queues with Dependent Vacations

We focus on a special class of nonlinear multidimensional stochastic recursive equations in which the coefficients are stationary ergodic (not necessarily independent). Under appropriate conditions, an explicit ergodic stationary solution for these equations is obtained and the convergence to this stationary regime is established. We use these results to analyze several queueing models with vacations. We obtain explicit solutions for several performance measures for the case of general non-independent vacation processes. We finally extend some of these results to polling systems with general vacations.     

Ergodic Type Problems and Large Time Behaviour of Unbounded Solutions of Hamilton–Jacobi Equations

We study the large time behavior of Lipschitz continuous, possibly unbounded, viscosity solutions of Hamilton–Jacobi Equations in the whole space ? ^N . The associated ergodic problem has Lipschitz continuous solutions if the analogue of the ergodic constant is larger than a minimal value λ_min. We obtain various large-time convergence and Liouville type theorems, some of them being of completely new type. We also provide examples showing that, in this unbounded framework, the ergodic behavior may fail, and that the asymptotic behavior may also be unstable with respect to the initial data.     

Convergence of polynomial ergodic averages

We prove theL ² convergence for an ergodic average of a product of functions evaluated along polynomial times in a totally ergodic system. For each set of polynomials, we show that there is a particular factor, which is an inverse limit of nilsystems, that controls the limit behavior of the average. For a general system, we prove the convergence for certain families of polynomials. Dedicated to Hillel Furstenberg upon his retirement The second author was partially supported by NSF grant DMS-0244994.