Results 41 to 50 of about 23,064 (196)
Automatic sequences as good weights for ergodic theorems
, 2018 We study correlation estimates of automatic sequences (that is, sequences computable by finite automata) with polynomial phases. As a consequence, we provide a new class of good weights for classical and polynomial ergodic theorems, not coming themselves
Eisner, Tanja, Konieczny, Jakub
core +2 more sources
Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
Journal of Forecasting, EarlyView.ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher +2 more
wiley +1 more source
Pointwise convergence of multiple ergodic averages and strictly ergodic models [PDF]
, 2017 By building some suitable strictly ergodic models, we prove that for an ergodic system $(X,\mathcal{X},\mu, T)$, $d\in{\mathbb N}$, $f_1, \ldots, f_d \in L^{\infty}(\mu)$, the averages $$\frac{1}{N^2} \sum_{(n,m)\in [0,N-1]^2} f_1(T^nx)f_2(T^{n+m}x ...
Huang, Wen, Shao, Song, Ye, Xiangdong
core
Convergence of polynomial ergodic averages [PDF]
Israel Journal of Mathematics, 2005 The main result of the paper is the proof of \(L^2\)-convergence of a product of measurable functions evaluated along polynomial times. Let \((X,{\mathcal B}, \mu,T)\) be an invertible dynamical system, let \(\{p_i(n)\}_{i=1}^\ell\) be integer polynomials, and let at least one of the following conditions hold: (i) the system \((X,{\mathcal B}, \mu,T)\)
Host, Bernard, Kra, Bryna
openaire +2 more sources
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT We investigate some chemostat models incorporating wall growth, competition, random fluctuations on the dilution rate, and different consumption functions (Monod and Haldane). We analyze the asymptotic behavior of the solutions of the corresponding random differential systems to establish conditions on the model parameters under which the ...
Javier López‐de‐la‐Cruz +2 more
wiley +1 more source
Time‐resolved XPCS analysis across broad time‐scales using multi‐tau two‐time correlations
Journal of Synchrotron Radiation, EarlyView.A scalable multi‐tau two‐time correlation framework enables efficient, time‐resolved XPCS analysis of long duration high‐frame‐rate modern synchrotron data while preserving sensitivity to non‐stationary dynamics.We present a multi‐tau two‐time correlation (MT‐2TC) analysis for X‐ray photon correlation spectroscopy that enables efficient analysis of ...
Fabio Brugnara +13 more
wiley +1 more source
Ergodic theory of generic continuous maps
, 2012 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
Abdenur, Flávio, Andersson, Martin
core +1 more source
Ergodic averages with deterministic weights [PDF]
Annales de l'Institut Fourier, 2002 We study the convergence of the ergodic averages 1 N∑ k=0 N-1 θ(k)f∘T u k where (θ(k)) k∈ℕ is a bounded sequence and (u k ) k∈ℕ a strictly increasing sequence of integers such that Sup α∈ℝ |∑ k=0 N-1 θ(k) exp (2iπαu k )|=O(N δ ) for some δ<1. Moreover we give explicit such sequences θ and u and we investigate in particular the case where θ is ...
Durand, Fabien, Schneider, Dominique
openaire +4 more sources
The importance of considering regimes in long‐term asset allocation to real estate
Real Estate Economics, EarlyView.Abstract We investigate the long‐term, regime‐dependent asset allocation of an investor's wealth in a mixed‐asset portfolio that includes publicly traded real estate. We show that augmenting standard VAR models with Markov‐switching features not only improves predictive power for asset returns but also introduces economically meaningful horizon effects
Massimo Guidolin +2 more
wiley +1 more source
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Generalizability theory (G‐theory) defines a statistical framework for assessing measurement reliability by decomposing observed variance into meaningful components attributable to persons, facets, and error. Classic G‐theory assumes homoscedastic residual variances across measurement conditions, an assumption that is often violated in ...
Philippe Rast, Peter E. Clayson
wiley +1 more source