Results 111 to 120 of about 5,030,646 (292)
Ergodic Properties of Classical SU(2) Lattice Gauge Theory
, 1999 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.
A. Schäfer +30 more
core +3 more sources
Ergodic averages with the Hecke eigenvalue square weights and the Piltz divisor function weights [PDF]
, 2022 Jiseong Kim
openalex +1 more source
A criterion for zero averages and full support of ergodic measures [PDF]
, 2016 Consider a homeomorphism $f$ defined on a compact metric space $X$ and a continuous map $\phi\colon X \to \mathbb{R}$. We provide an abstract criterion, called \emph{control at any scale with a long sparse tail} for a point $x\in X$ and the map $\phi ...
C. Bonatti, L. Díaz, J. Bochi
semanticscholar +1 more source
Monetary and Macroprudential Policies under Dollar‐Denominated Foreign Debt
Journal of Money, Credit and Banking, EarlyView.Abstract This paper studies monetary and macroprudential policies in a small open economy that borrows from abroad in foreign currency. The model features a novel mechanism in which exchange rate depreciation triggered by a borrowing constraint is amplified through balance of payments adjustments, increasing the real burden of foreign debt and causing ...
HIDEHIKO MATSUMOTO
wiley +1 more source
Super convergence of ergodic averages for quasiperiodic orbits [PDF]
, 2015 The Birkhoff ergodic theorem asserts that time averages of a function evaluated along a trajectory of length N converge to the space average, the integral of f, as N→∞, for ergodic dynamical systems. But that convergence can be slow.
Suddhasattwa Das, J. Yorke
semanticscholar +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Boundary Value Problems, 2021 The aim of this paper is to investigate the optimal harvesting strategies of a stochastic competitive Lotka–Volterra model with S-type distributed time delays and Lévy jumps by using ergodic method.
Hong Qiu, Wenmin Deng, Mingqi Xiang
doaj +1 more source
Ergodicity of Stochastically Forced Large Scale Geophysical Flows
, 2001 We investigate the ergodicity of 2D large scale quasigeostrophic flows under random wind forcing. We show that the quasigeostrophic flows are ergodic under suitable conditions on the random forcing and on the fluid domain, and under no restrictions on ...
Duan, Jinqiao, Goldys, Beniamin
core +2 more sources
Markov Determinantal Point Process for Dynamic Random Sets
Journal of Time Series Analysis, EarlyView.ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley +1 more source
Non-ergodic transitions in many-body Langevin systems: a method of dynamical system reduction
, 2006 We study a non-ergodic transition in a many-body Langevin system. We first derive an equation for the two-point time correlation function of density fluctuations, ignoring the contributions of the third- and fourth-order cumulants.
Dean D +6 more
core +4 more sources