Results 121 to 130 of about 10,083 (253)
Ergodicity and mixing in quantum dynamics
, 2016 After a brief historical review of ergodicity and mixing in dynamics, particularly in quantum dynamics, we introduce definitions of quantum ergodicity and mixing using the structure of the system's energy levels and spacings.
Wu, Biao, Zhang, Dongliang, Quan, H. T.
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Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1973-2102, August 2026.ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
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MathematicsThe problem of verifying ergodicity and calculating the stationary distribution for continuous-time multidimensional Markov chains with a block tridiagonal generator (Quasi-Birth-and-Death (QBD) processes) is investigated.
Sergei A. Dudin +2 more
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Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, Volume 40, Issue 3, Page 1672-1686, July 2026.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
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On explicit forms for ergodicity coefficients
, 1993 Explicit forms for ergodicity coefficients are known only when the l1-norm or the l∞-norm is used [11, 15]. The purpose of this paper is to give a new approach to ergodicity coefficients and their functional forms.
Rhodius, Adolf
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Markov Determinantal Point Process for Dynamic Random Sets
Journal of Time Series Analysis, Volume 47, Issue 4, Page 784-802, July 2026.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
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Matrix-graphic simulation of social network: ergodic properties
Sistemnì Doslìdženâ ta Informacìjnì TehnologìïWe propose mathematical tools for social network simulation to obtain sufficient conditions for network ergodicity, defined as the existence of a steady state as time approaches infinity.
Igor Spectorsky +2 more
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Joint ergodicity of actions of an Abelian group
, 2014 Let be a countable abelian group and let be measure preserving -actions on a probability space. We prove that joint ergodicity of implies total joint ergodicity if each is totally ergodic.
SON, YOUNGHWAN
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On Exponential‐Family INGARCH Models
Journal of Time Series Analysis, Volume 47, Issue 4, Page 912-918, July 2026.ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang +3 more
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Classical Ergodicity and Modern Portfolio Theory [PDF]
, 2015 What role have theoretical methods initially developed in mathematics and physics played in the progress of financial economics? What is the relationship between financial economics and econophysics?
Poitras, Geoffrey, Heaney, John
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