Rational ergodicity and a metric invariant for Markov shifts

The concept of rational ergodicity is introduced and used to construct a metric invariant for the class of rationally ergodic transformations (which includes all ergodic Markov shifts).     

随机环境中马氏链的强遍历性

本文研究了随机环境中单链■的强遍历性,得到了单链强遍历的充分条件以及与强遍历性等价的一些形式.利用鞅收敛定理,给出了单链强遍历下尾的结构,最后证明了在环境平稳的条件下,强遍历、平凡尾、弱遍历三者之间的关系,推广了经典马氏链理论中相应的结果.     

Asymptotic Analysis of the Lyapunov Exponents of Certain Linear Hamiltonian Systems with Small Noise

In the paper there are considered linear Hamiltonian systems in R²ⁿ which include a small additive random term depending on a stationary ergodic Markov process. Under some regularity assumptions we derive asymptotic expansions for certain Lyapunov exponents of the systems (or for sums of them). The method used here is also applicable to the asymptotic analysis of a generalized rotation number.     

连续时间非时齐马氏过程的广义Dobrushin系数的估计

本文研究了非时齐马氏过程的广义Dobrushin系数的估计问题.在将经典Dobrushin遍历系数推广为加权的遍历系数的基础上,利用了矩阵拆分的方法,得到了对这种广义遍历系数的估计方法,推广了时齐马氏过程关于遍历系数的估计结果,借此可进一步得到有关遍历性的判定结论.     

A Conditional CLT which Fails for Ergodic Components

We show that the conditional central limit theorem can take place for a stationary process defined on a nonergodic dynamical system while this last does not satisfy the central limit theorem for any ergodic component. There exists an ergodic Markov chain such that the conditional central limit theorem is satisfied for an invariant measure but fails to hold for almost all starting points.      

Equivalence of Lyapunov stability criteria in a class of Markov decision processes

We are concerned with Markov decision processes with countable state space and discrete-time parameter. The main structural restriction on the model is the following: under the action of any stationary policy the state space is acommunicating class. In this context, we prove the equivalence of ten stability/ergodicity conditions on the transition law of the model, which imply the existence of average optimal stationary policies for an arbitrary continuous and bounded reward function; these conditions include the Lyapunov function condition (LFC) introduced by A. Hordijk. As a consequence of our results, the LFC is proved to be equivalent to the following: under the action of any stationary policy the corresponding Markov chain has a unique invariant distribution which depends continuously on the stationary policy being used. A weak form of the latter condition was used by one of the authors to establish the existence of optimal stationary policies using an approach based on renewal theory.This research was supported in part by the Third World Academy of Sciences (TWAS) under Grant TWAS RG MP 898-152.     

On entropy of dynamical systems with almost specification

We construct a family of shift spaces with almost specification and multiple measures of maximal entropy. This answers a question from Climenhaga and Thompson [Israel J. Math. 192 (2012), 785–817]. Elaborating on our examples we prove that sufficient conditions for every shift factor of a shift space to be intrinsically ergodic given by Climenhaga and Thompson are in some sense best possible; moreover, the weak specification property neither implies intrinsic ergodicity, nor follows from almost specification. We also construct a dynamical system with the weak specification property, which does not have the almost specification property. We prove that the minimal points are dense in the support of any invariant measure of a system with the almost specification property. Furthermore, if a system with almost specification has an invariant measure with non-trivial support, then it also has uniform positive entropy over the support of any invariant measure and cannot be minimal.     

New results on affine invariant points

We prove a conjecture of B. Grünbaum stating that the set of affine invariant points of a convex body equals the set of points invariant under all affine linear symmetries of the convex body. As a consequence we give a short proof of the fact that the affine space of affine linear points is infinite dimensional. In particular, we show that the set of affine invariant points with no dual is of the second category. We investigate extremal cases for a class of symmetry measures. We show that the centers of the John and Löwner ellipsoids can be far apart and we give the optimal order for the extremal distance between the two centers.     

Generalized Morse sequences

Summary A method for construction of almost periodic points in the shift space on two symbols is developed, and a necessary and sufficient condition is given for the orbit closure of such a point to be strictly ergodic. Points satisfying this condition are called generalized Morse sequences. The spectral properties of the shift operator in strictly ergodic systems arising from generalized Morse sequences are investigated. It is shown that under certain broad regularity conditions both the continuous and discrete parts of the spectrum are non-trivial. The eigenfunctions and eigenvalues are calculated. Using the results, given any subgroup of the group of roots of unity, a generalized Morse sequence can be constructed whose continuous spectrum is non-trivial and whose eigenvalue group is precisely the given group. New examples are given for almost periodic points whose orbit closure is not strictly ergodic.     

Pathwise Duals of Monotone and Additive Markov Processes

This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and whose generator can be represented in monotone maps has a pathwise dual process. In the special setting of attractive spin systems, this has been discovered earlier by Gray. We show that the dual simplifies a lot when the state space is a lattice (in the order-theoretic meaning of the word) and all monotone maps satisfy an additivity condition. This leads to a unified treatment of several well-known dualities, including Siegmund’s dual for processes with a totally ordered state space, duality of additive spin systems, and a duality due to Krone for the two-stage contact process, and allows for the construction of new dualities as well. We show that the well-known representation of additive spin systems in terms of open paths in a graphical representation can be generalized to additive Markov processes taking values in general lattices, but for the process and its dual to be representable on the same underlying space, we need to assume that the lattice is distributive. In the final section, we show how our results can be generalized from finite state spaces to interacting particle systems with finite local state spaces.     

An Ergodic Decomposition Defined by Regular Jointly Measurable Markov Semigroups on Polish Spaces

For a regular jointly measurable Markov semigroup on the space of finite Borel measures on a Polish space we give a Yosida-type decomposition of the state space, which yields a parametrisation of the ergodic probability measures associated to this semigroup in terms of subsets of the state space. In this way we extend results by Costa and Dufour (J. Appl. Probab. 43:767?C781, 2006). As a consequence we obtain an integral decomposition of every invariant probability measure in terms of the ergodic probability measures. Our approach is completely centered around the reduction to and relationship with the case of a single regular Markov operator associated to the Markov semigroup, the resolvent operator, which enables us to fully exploit results in that situation (Worm and Hille in Ergod. Theory Dyn. Syst. 31(2):571?C597, 2011).     

Hypoellipticity and Ergodicity of the Wonham Filter as a Diffusion Process

The ergodicity problem of the Wonham filter as a diffusion process is discussed. Since the Wonham equation is degenerate, we apply an ergodic theorem of degenerate Markov diffusions to the problem. Under a certain condition, the Wonham equation satisfies Hörmander’s condition, and the Wonham filter has a continuous transition density. From these results, we obtain that the Wonham filter is uniformly ergodic as a diffusion process.     

Dominated Pesin theory: convex sum of hyperbolic measures

In the uniformly hyperbolic setting it is well known that the set of all measures supported on periodic orbits is dense in the convex space of all invariant measures. In this paper we consider the converse question, in the non-uniformly hyperbolic setting: assuming that some ergodic measure converges to a convex combination of hyperbolic ergodic measures, what can we deduce about the initial measures?To every hyperbolic measure μ whose stable/unstable Oseledets splitting is dominated we associate canonically a unique class H(μ) of periodic orbits for the homoclinic relation, called its intersection class. In a dominated setting, we prove that a measure for which almost every measure in its ergodic decomposition is hyperbolic with the same index, such as the dominated splitting, is accumulated by ergodic measures if, and only if, almost all such ergodic measures have a common intersection class.We provide examples which indicate the importance of the domination assumption.     

Invariant measures and asymptotics for some skew products

For certain group extensions of uniquely ergodic transformations, we identify all locally finite, ergodic, invariant measures. These are Maharam type measures. We also establish the asymptotic behaviour for these group extensions proving logarithmic ergodic theorems, and bounded rational ergodicity.     

Uniform ergodicities and perturbation bounds of Markov chains on base norm spaces

It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigations of limiting behavior of Markov processes. Several interesting properties of the ergodicity coefficient of a positive mapping defined on base norm spaces have been studied. In this paper, we consider uniformly mean ergodic and asymptotically stable Markov operators on such spaces. In terms of the ergodicity coefficient, we establish uniform mean ergodicity criterion. Moreover, we develop the perturbation theory for uniformly asymptotically stable Markov chains on base norm spaces. In particularly, main results open new perspectives in the perturbation theory for quantum Markov processes defined on von Neumann algebras.     

Markov branching processes with killing and resurrection

In this paper, we consider Markov branching processes with killing and resurrection. We first show that the Markov branching process with killing and stable resurrection is just the Feller minimum process which is honest and thus unique. We then further show that this honest Feller minimum process is not only positive recurrent but also strongly ergodic. The generating function of the important stationary distribution is explicitly expressed. For the interest of comparison and completeness, the results of the Markov branching processes with killing and instantaneous resurrection are also briefly stated. A new result regarding strong ergodicity of this difficult case is presented. The birth and death process with killing and resurrection together with another example is also analyzed.     

非齐次马尔科夫链遍历性的一些结果

本文利用两个非齐次马尔科夫链的转移矩阵列的比较，讨论了两个链启遍历性的关系，得到一个非齐次马尔科夫链是强遍历的一些充分条件．本文还分析了非齐次马尔科夫链的一致强、弱遍历性的关系，得到一个非齐次马尔科夫链是一致强遍历的一些充分条件．     

On stochastic processes in a multilevel control bulk queueing system

This article analyzes some stochastic processes that arise in a bulk single server queue with continuously operating server, state dependent compound Poisson input flow and general state dependent service process. The authors treat the queueing process as a semi–regenerative process and obtain the invariant probability measure and the transient distribution for the embedded Markov chain. The stationary probability measure for the queueing process with continuous time parameter is found by using semi-regenerative techniques. The authors also study the input and output processes and establish ergodic theorems for some functionals of these processes. The results are obtained in terms of the invariant probability measure for the embedded process and the stationary measure for the queueing process with continuous time parameter     

Existence of the optimal measurable coupling and ergodicity for Markov processes

The existence theorem of the optimal measurable coupling of two probability kernels on a complete separable metric measurable space is proved. Then by this theorem, a general ergodicity theorem for Markov processes is obtained. And as an immediate application to particle systems the uniqueness theorem of the stationary distribution is supplemented, i.e. the uniqueness theorem also implies the existence of the stationary distribution.     

Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling

We investigate a piecewise-deterministic Markov process with a Polish state space, whose deterministic behaviour between random jumps is governed by a finite number of semiflows. We provide tractable conditions ensuring a form of exponential ergodicity and the strong law of large numbers for the chain given by the post-jump locations. Further, we establish a one-to-one correspondence between invariant measures of the chain and those of the continuous-time process. These results enable us to derive the strong law of large numbers for the latter. The studied dynamical system is inspired by certain models of gene expression, which are also discussed here.