Results 11 to 20 of about 94,647 (164)
Can future systemic financial risks be quantified?: ergodic vs nonergodic stochastic processes
Brazilian Journal of Political Economy, 2009 Different axioms underlie efficient market theory and Keynes's liquidity preference theory. Efficient market theory assumes the ergodic axiom. Consequently, today's decision makers can calculate with actuarial precision the future value of all possible ...
Paul Davidson
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A Note on Ergodic Theory [PDF]
Proceedings of the American Mathematical Society, 1951 The purpose of this paper is to present solutions to certain problems in ergodic theory suggested by Einar Hille in his book Functional analysis and semi-groups [1]. 1 Let T(t) ( > 0) be a semi-group of linear bounded transformations on a complex Banach space X to itself.
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Quantum ergodicity in the SYK model
Nuclear Physics B, 2018 We present a replica path integral approach describing the quantum chaotic dynamics of the SYK model at large time scales. The theory leads to the identification of non-ergodic collective modes which relax and eventually give way to an ergodic long time ...
Alexander Altland, Dmitry Bagrets
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Ergodic theorem, ergodic theory, and statistical mechanics [PDF]
Proceedings of the National Academy of Sciences, 2015 This perspective highlights the mean ergodic theorem established by John von Neumann and the pointwise ergodic theorem established by George Birkhoff, proofs of which were published nearly simultaneously in PNAS in 1931 and 1932. These theorems were of great significance both in mathematics and in statistical mechanics.
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Ergodic limits for inhomogeneous evolution equations
Electronic Journal of Qualitative Theory of Differential Equations, 2020 Let $u$ satisfy an inhomogeneous wave equation such as \begin{align*} u''(t)+A^{2}u(t)=h(t),\qquad u(0)=f,\quad u'(0)=g. \end{align*} We show that in many cases, the limit as $t\rightarrow \infty$ of $\frac{1}{t}\int_{0}^{t}u(s)ds$ exists, and can be ...
Behzad Rouhani +2 more
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Two dimensional kicked quantum Ising model: dynamical phase transitions
New Journal of Physics, 2014 Using an efficient one and two qubit gate simulator operating on graphical processing units, we investigate ergodic properties of a quantum Ising spin $1/2$ model on a two-dimensional lattice, which is periodically driven by a δ -pulsed transverse ...
C Pineda, T Prosen, E Villaseñor
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Hyperbolic Covariant Coherent Structures in Two Dimensional Flows
Fluids, 2017 A new method to describe hyperbolic patterns in two-dimensional flows is proposed. The method is based on the Covariant Lyapunov Vectors (CLVs), which have the properties of being covariant with the dynamics, and thus, being mapped by the tangent linear ...
Giovanni Conti, Gualtiero Badin
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The ergodic theory of hyperbolic groups [PDF]
, 2012 These notes are a self-contained introduction to the use of dynamical and probabilistic methods in the study of hyperbolic groups. Most of this material is standard; however some of the proofs given are new, and some results are proved in greater ...
Calegari, Danny
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Ergodic Capacity Analysis of Downlink Communication Systems under Covariance Shaping Equalizers
Mathematics, 2022 Advances in higher-end spectrum utilization has enabled user equipment to dock multiple antenna elements, and hence make use of selectivity via equalization in new generation of mobile networks.
Ubaid M. Al-Saggaf +2 more
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Stochastic Ergodicity Breaking: a Random Walk Approach
, 2005 The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a potential field,
B. D. Hughes +4 more
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