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Longer titles found: Ergodicity economics (view), Quantum ergodicity (view)

searching for Ergodicity 90 found (157 total)

alternate case: ergodicity

Stationary ergodic process (260 words) [view diff] exact match in snippet view article find links to article

process is a stochastic process which exhibits both stationarity and ergodicity. In essence this implies that the random process will not change its statistical
Quantitative analysis (finance) (3,964 words) [view diff] exact match in snippet view article
are frequently challenged by empirical evidence. Thus, under the non-ergodicity hypothesis, the future returns about an investment strategy, which operates
Roman Holowinsky (180 words) [view diff] exact match in snippet view article find links to article
proving, with Kannan Soundararajan, an important case of the quantum unique ergodicity (QUE) conjecture. In 2011, Holowinsky was also awarded a Sloan Fellowship
Federico Rodriguez Hertz (1,128 words) [view diff] exact match in snippet view article find links to article
doctoral degree at the IMPA in Brazil in 2001 (with a thesis on "Stable Ergodicity of Toral Automorphisms" under Jacob Palis). His doctoral thesis was published
Gauss–Kuzmin–Wirsing operator (3,078 words) [view diff] no match in snippet view article find links to article
In mathematics, the Gauss–Kuzmin–Wirsing operator is the transfer operator of the Gauss map that takes a positive number to the fractional part of its
Gisiro Maruyama (381 words) [view diff] exact match in snippet view article find links to article
known as the Euler–Maruyama method. In harmonic analysis, he studied the ergodicity and mixing properties of stationary stochastic processes in terms of their
Ergodic flow (5,093 words) [view diff] exact match in snippet view article find links to article
classical theorems of Gustav Hedlund from the early 1930s assert the ergodicity of the geodesic and horocycle flows corresponding to compact Riemann surfaces
Models of DNA evolution (6,331 words) [view diff] no match in snippet view article find links to article
A number of different Markov models of DNA sequence evolution have been proposed. These substitution models differ in terms of the parameters used to describe
Kannan Soundararajan (733 words) [view diff] exact match in snippet view article find links to article
made important contributions in settling the arithmetic Quantum Unique Ergodicity conjecture for Maass wave forms and modular forms. He received the Salem
Social cognitive optimization (1,007 words) [view diff] exact match in snippet view article find links to article
algorithm is based on the social cognitive theory, and the key point of the ergodicity is the process of individual learning of a set of agents with their own
Cynthia Clark (747 words) [view diff] exact match in snippet view article find links to article
there in 1977 in statistics. Her dissertation was titled Convergence and ergodicity for conditional distributions: theory and applications, and was supervised
Krylov–Bogolyubov theorem (421 words) [view diff] exact match in snippet view article find links to article
(Section 1). For the 2nd theorem: G. Da Prato and J. Zabczyk (1996): Ergodicity for Infinite Dimensional Systems. Cambridge Univ. Press. ISBN 0-521-57900-7
Piecewise-deterministic Markov process (671 words) [view diff] exact match in snippet view article find links to article
v18-1958. S2CID 1453859. Costa, O. L. V.; Dufour, F. (2008). "Stability and Ergodicity of Piecewise Deterministic Markov Processes" (PDF). SIAM Journal on Control
Volatility tax (828 words) [view diff] exact match in snippet view article find links to article
returns of an asset or portfolio. It thus represents the degree of “non-ergodicity” of the geometric average. Standard quantitative finance assumes that
Algorithmic trading (10,562 words) [view diff] no match in snippet view article find links to article
Algorithmic trading is a method of executing orders using automated pre-programmed trading instructions accounting for variables such as time, price, and
Filmworks V: Tears of Ecstasy (282 words) [view diff] exact match in snippet view article find links to article
"Prediction" - 1:09 "Concordance" - 1:13 "Modulus" - 1:01 "Addition" - 1:08 "Ergodicity" - 1:24 "Prism" - 1:15 "Mean Difference" - 2:13 "Likelihood" - 1:18 "Deviation"
Single-particle tracking (1,750 words) [view diff] exact match in snippet view article find links to article
"Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking". Phys. Chem
Michael Brin Prize in Dynamical Systems (952 words) [view diff] exact match in snippet view article find links to article
Rodriguez Hertz for his work on geometric and measure rigidity and on stable ergodicity of partially hyperbolic systems. 2017 : Lewis Bowen for creation of entropy
Anomalous diffusion (1,944 words) [view diff] exact match in snippet view article find links to article
"Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking". Phys. Chem
Elon Lindenstrauss (734 words) [view diff] exact match in snippet view article find links to article
Bourgain) he made major progress on Peter Sarnak's Arithmetic Quantum Unique Ergodicity conjecture. The proof of the conjecture was completed by Kannan Soundararajan
Quantum cellular automaton (1,334 words) [view diff] exact match in snippet view article find links to article
(2006), pp122-133. See also quant-ph/0512040 S. Richter and R.F. Werner, "Ergodicity of quantum cellular automata", J. Stat. Phys. 82, 1996: pp. 963–998. See
Asher Peres (957 words) [view diff] exact match in snippet view article find links to article
PMID 9897286. Barnett, Alex H. (20 Jan 2006). "Asymptotic rate of quantum ergodicity in chaotic Euclidean billiards". arXiv:math-ph/0512030v2. Peres, Asher
David George Kendall (541 words) [view diff] exact match in snippet view article find links to article
journalist Bridget Kendall MBE. Kendall, David G. (1960), "Geometric ergodicity and the theory of queues", in Arrow, Kenneth J.; Karlin, Samuel; Suppes
Constantino Tsallis (373 words) [view diff] exact match in snippet view article find links to article
supplement it, such as in the case of anomalous systems characterised by non-ergodicity or metastable states. One experimental verification of the predictions
David Sherrington (physicist) (564 words) [view diff] exact match in snippet view article
phase transition in the model to a glassy phase that displays a loss of ergodicity. Sherrington has made numerous subsequent contributions to replica theory
Analytic element method (1,279 words) [view diff] exact match in snippet view article find links to article
flow and transport in highly heterogeneous three-dimensional aquifers: Ergodicity, Gaussianity, and anomalous behavior—1. Conceptual issues and numerical
Steven Kerckhoff (326 words) [view diff] exact match in snippet view article find links to article
(1990), no. 1, 25–47. Kerckhoff, Steven; Masur, Howard; Smillie, John, Ergodicity of billiard flows and quadratic differentials. Annals of Mathematics (2)
J. M. R. Parrondo (317 words) [view diff] exact match in snippet view article find links to article
looking at information as a thermodynamic concept, which as a result of ergodicity breaking changed the entropy of the system. "Noise-Induced Non-equilibrium
Don Coppersmith (428 words) [view diff] exact match in snippet view article find links to article
2005. Coppersmith, Don; Wu, Chai Wah (2008-12-01). "Conditions for weak ergodicity of inhomogeneous Markov chains". Statistics & Probability Letters. 78
Hopf decomposition (1,877 words) [view diff] exact match in snippet view article find links to article
then the complement of B ∪ TB ∪ T2B ∪ ⋅⋅⋅ has measure zero. Note that ergodicity and non-transitivity imply that the action of T is conservative and hence
Almost Mathieu operator (1,319 words) [view diff] exact match in snippet view article find links to article
does not depend on ω {\displaystyle \omega } . On the other hand, by ergodicity, the supports of absolutely continuous, singular continuous, and pure
Volatility (finance) (3,030 words) [view diff] exact match in snippet view article
Sarkissian, Jack (2016). "Express Measurement of Market Volatility Using Ergodicity Concept". doi:10.2139/ssrn.2812353. S2CID 168496910. SSRN 2812353. {{cite
Fracton (subdimensional particle) (6,174 words) [view diff] exact match in snippet view article
Rakovsky, Tibor; Verresen, Ruben; Knap, Michael; Pollmann, Frank (2020). "Ergodicity Breaking Arising from Hilbert Space Fragmentation in Dipole-Conserving
Maria Gordina (477 words) [view diff] exact match in snippet view article find links to article
stochastic and geometric analysis, infinite-dimensional analysis, and ergodicity of hypoelliptic diffusions". Baudoin, Fabrice; Feng, Qi; Gordina, Maria
Zeev Rudnick (682 words) [view diff] exact match in snippet view article find links to article
theory. Together with Peter Sarnak, he has formulated the Quantum Unique Ergodicity conjectures for eigenfunctions on negatively curved manifolds, and has
Asymptotic equipartition property (3,965 words) [view diff] exact match in snippet view article find links to article
shown previously to approach H as k → ∞. The assumptions of stationarity/ergodicity/identical distribution of random variables is not essential for the asymptotic
Stochastic cellular automaton (872 words) [view diff] exact match in snippet view article find links to article
Dobrushin; V. I. Kri︠u︡kov; A. L. Toom (1978). Stochastic Cellular Systems: Ergodicity, Memory, Morphogenesis. Manchester University Press. ISBN 9780719022067
Coherence (signal processing) (1,361 words) [view diff] exact match in snippet view article
spectral density is denoted as |G|. Given the restrictions noted above (ergodicity, linearity) the coherence function estimates the extent to which y(t)
James Tenney (1,746 words) [view diff] exact match in snippet view article find links to article
Postal Pieces (2004, The Barton Workshop, New World Records) Melody, Ergodicity And Indeterminacy (2007, The Barton Workshop, Mode Records) Arbor Vitæ:
Alex Barnett (mathematician) (286 words) [view diff] exact match in snippet view article
2012. Barnett, Alexander (29 June 2006). "Asymptotic rate of quantum ergodicity in chaotic Euclidean billiards". Communications on Pure and Applied Mathematics
Hillel Furstenberg (1,470 words) [view diff] exact match in snippet view article find links to article
numbers includes arbitrary large arithmetic progressions. He proved unique ergodicity of horocycle flows on compact hyperbolic Riemann surfaces in the early
Joseph Ford (physicist) (252 words) [view diff] exact match in snippet view article
fundamental and significant contributions to theory of statistical mechanics, ergodicity, and stochasticity, and chaos" In 1995, the Georgia Institute of Technology
Russell Lyons (604 words) [view diff] exact match in snippet view article find links to article
11 October 2015. (joint with Yuval Peres) "Random orderings and unique ergodicity of automorphism groups - Russell Lyons". YouTube. Institute for Advanced
Sergei B. Kuksin (460 words) [view diff] exact match in snippet view article find links to article
221, 2001, pp. 351–366 doi:10.1007/s002200100479 with A. Shirikyan: Ergodicity for the randomly forced 2D Navier-Stokes equations, Mathematical Physics
Michael Lin (mathematician) (667 words) [view diff] exact match in snippet view article
Lin, Michael (2011). "Variance bounding Markov chains, L2-uniform mean ergodicity and the CLT". Stochastics and Dynamics. 11 (1): 81–94. doi:10.1142/S0219493711003176
Brian Marcus (617 words) [view diff] exact match in snippet view article find links to article
Mathematics 105 (1977), 81-105 doi:10.2307/1971026. with Rufus Bowen: Unique ergodicity of horocycle foliations, Israel Journal of Mathematics 26 (1977) 43-67
Bikas Chakrabarti (1,756 words) [view diff] exact match in snippet view article find links to article
Chakrabarti, Phys. Rev. B], showing that quantum fluctuations can increase the ergodicity in a spin-glass model, by tunneling between 'trapping' minima, separated
William Goldman (mathematician) (868 words) [view diff] exact match in snippet view article
Dehn twists and the generalized Fenchel–Nielsen flows, he proved the ergodicity of the action of the mapping class group on the SU(2)-character variety
Dinh Tien-Cuong (585 words) [view diff] exact match in snippet view article find links to article
S2CID 119321985. Dinh, Tien-Cuong; Sibony, Nessim (5 July 2017). "Unique ergodicity for foliations in $$\mathbb {P}^2$$ P 2 with an invariant curve". Inventiones
EPS Statistical and Nonlinear Physics Prize (143 words) [view diff] exact match in snippet view article find links to article
disordered systems, explaining new ways in which those systems can break ergodicity and fail to equilibrate, and her investigations of rough, high-dimensional
Aleksandr Borovkov (339 words) [view diff] exact match in snippet view article find links to article
Breach, 1998 Mathematical Statistics. New York: Gordon & Breach, 1998 Ergodicity and stability of stochastic processes. New York: Wiley, 1998. with A.
Demon algorithm (612 words) [view diff] exact match in snippet view article find links to article
particular system approaches all possible states over very long times (quasi-ergodicity), the resulting Monte Carlo dynamics realistically sample microscopic
Leonard Gross (1,137 words) [view diff] exact match in snippet view article find links to article
important work in the study of loop groups, for example proving the Gross ergodicity theorem for the pinned Wiener measure under the action of the smooth loop
Irreversible process (2,528 words) [view diff] exact match in snippet view article find links to article
605–609. doi:10.1016/s0035-3159(97)89987-4. Lucia, U. (2008). "Probability, ergodicity, irreversibility and dynamical systems". Proceedings of the Royal Society
Blackman–Tukey transformation (976 words) [view diff] exact match in snippet view article find links to article
2014-08-25. Nick Kingsbury (31 October 2005). "Connexions module: m11103 | Ergodicity" (PDF). Retrieved 2014-08-25. Donna Williams (15 January 2004). "Understanding
Ralf Metzler (332 words) [view diff] exact match in snippet view article find links to article
"Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking". Phys. Chem
Blackman–Tukey transformation (976 words) [view diff] exact match in snippet view article find links to article
2014-08-25. Nick Kingsbury (31 October 2005). "Connexions module: m11103 | Ergodicity" (PDF). Retrieved 2014-08-25. Donna Williams (15 January 2004). "Understanding
Metropolis–Hastings algorithm (4,556 words) [view diff] exact match in snippet view article find links to article
π ( x ) {\displaystyle \pi (x)} must be unique. This is guaranteed by ergodicity of the Markov process, which requires that every state must (1) be aperiodic—the
Simon problems (1,031 words) [view diff] exact match in snippet view article find links to article
large value of n also undergo non-collisional singularities. 1989 2nd (a) Ergodicity of gases with soft cores Find repulsive smooth potentials for which the
Majority problem (1,270 words) [view diff] exact match in snippet view article find links to article
S2CID 118954791. Mendonça, J. R. G. (2011). "Sensitivity to noise and ergodicity of an assembly line of cellular automata that classifies density". Physical
Spectral density (5,856 words) [view diff] exact match in snippet view article find links to article
_{-\infty }^{\infty }R_{xx}(\tau )e^{-i2\pi f\tau }d\tau } Assuming the ergodicity of x ( t ) {\displaystyle x(t)} , the power spectral density can be found
David A. Huse (944 words) [view diff] exact match in snippet view article find links to article
associated phase transition, and implications for thermalization and ergodicity." In 1982 he married Julia Smith. They have two sons. Huse, David A.;
Jeff Rosenthal (1,368 words) [view diff] exact match in snippet view article find links to article
Fulford. Duanmu, Haosui; Rosenthal, Jeffrey S.; Weiss, William (2021). Ergodicity of markov processes via nonstandard analysis. American Mathematical Society
John Smillie (mathematician) (867 words) [view diff] exact match in snippet view article
1090/S0273-0979-1985-15398-4. Kerckhoff, Steven; Masur, Howard; Smillie, John (1986). "Ergodicity of Billiard Flows and Quadratic Differentials". Annals of Mathematics
Information theory (7,872 words) [view diff] exact match in snippet view article find links to article
independent identically distributed random variable, whereas the properties of ergodicity and stationarity impose less restrictive constraints. All such sources
Hardy–Littlewood inequality (1,125 words) [view diff] exact match in snippet view article find links to article
Inequalities (PDF). Pal, Subhadip; Khare, Kshitij (2014). "Geometric ergodicity for Bayesian shrinkage models". Electronic Journal of Statistics. 8 (1):
Alexander Gorban (1,973 words) [view diff] exact match in snippet view article find links to article
summation, multi-sheeted extension of master equation, and evaluation of ergodicity coefficient, Physica A 390 (2011) 1009-1025. Gorban A.N., Radulescu O
Rahul Nandkishore (1,200 words) [view diff] exact match in snippet view article find links to article
addition, he founded the study of fracton dynamics, including new routes to ergodicity breaking and new hydrodynamic universality classes, both effects that
Spin glass (4,923 words) [view diff] exact match in snippet view article find links to article
the complex nature of a glassy low temperature phase characterized by ergodicity breaking, ultrametricity and non-selfaverageness. Further developments
Schwinger function (2,553 words) [view diff] exact match in snippet view article find links to article
M_{ij}=S(f_{i}+\theta f_{j})} has to be positive semidefinite. (OS4) Ergodicity. The time translation semigroup acts ergodically on the measure space
Monte Carlo method (10,679 words) [view diff] exact match in snippet view article find links to article
Carlo method Direct simulation Monte Carlo Dynamic Monte Carlo method Ergodicity Genetic algorithms Kinetic Monte Carlo List of software for Monte Carlo
Quasi-stationary distribution (1,226 words) [view diff] exact match in snippet view article find links to article
ecology and epidemiology. 1960. VERE-JONES, D. (1962-01-01). "Geometric Ergodicity in Denumerable Markov Chains". The Quarterly Journal of Mathematics. 13
Entropy as an arrow of time (5,136 words) [view diff] exact match in snippet view article find links to article
either ergodic or mixing, and it is strongly suspected that mixing and ergodicity somehow underlie the fundamental mechanism of the arrow of time. While
Infosys Prize (2,078 words) [view diff] exact match in snippet view article find links to article
critical values of general zeta functions to prove the Quantum Unique Ergodicity Conjecture for classical holomorphic forms." 2012 Manjul Bhargava Princeton
Glass transition (6,793 words) [view diff] exact match in snippet view article find links to article
corresponding crystal. Glass is a "frozen liquid” (i.e., liquids where ergodicity has been broken), which spontaneously relax towards the supercooled liquid
Yakov Pesin (1,227 words) [view diff] exact match in snippet view article find links to article
1--22 Pesin, Yakov (2004). Lectures on Partial Hyperbolicity and Stable Ergodicity. Zurich Lectures in Advanced Mathematics. EMS. ISBN 3-03719-003-5. Luis
Stem cell (11,722 words) [view diff] exact match in snippet view article find links to article
Lewenstein, Maciej; Garcia Parajo, Maria F. (25 February 2015). "Weak Ergodicity Breaking of Receptor Motion in Living Cells Stemming from Random Diffusivity"
Éric Moulines (747 words) [view diff] exact match in snippet view article find links to article
examples », Chapman and Hall/CRC, 2014 C Andrieu, É Moulines, « On the ergodicity properties of some adaptive MCMC algorithms », The Annals of Applied Probability
List of conjectures (1,577 words) [view diff] exact match in snippet view article find links to article
Polignac 46 Quantum PCP conjecture quantum information theory quantum unique ergodicity conjecture dynamical systems 2004, Elon Lindenstrauss, for arithmetic
Richard G. Palmer (885 words) [view diff] exact match in snippet view article find links to article
J. Phys. A 15, 3881 (1982). doi:10.1088/0305-4470/15/12/037 "Broken Ergodicity", R.G. Palmer, Adv. Phys. 31, 669 (1982). doi:10.1080/00018738200101438
Jörg Kärger (1,481 words) [view diff] exact match in snippet view article find links to article
(18 October 2011). "Single-Particle and Ensemble Diffusivities-Test of Ergodicity". Angewandte Chemie International Edition. 51 (5). Wiley: 1152–1155. doi:10
William A Gardner (2,108 words) [view diff] exact match in snippet view article find links to article
The two chapters on stochastic calculus and the theory of duality and ergodicity are two of the most accessible and easy to understand presentations of
Uniformly bounded representation (3,535 words) [view diff] exact match in snippet view article find links to article
12: 213–227 Day, Mahlon M. (1950), "Means for the bounded functions and ergodicity of the bounded representations of semi-groups", Trans. Amer. Math. Soc
Lane P. Hughston (4,056 words) [view diff] exact match in snippet view article find links to article
Tokyo, Japan. D. C. Brody, D. W. Hook & L. P. Hughston (2007) Unitarity, Ergodicity, and Quantum Thermodynamics, Journal of Physics A, Vol 40, 503–509. D
Translation surface (4,595 words) [view diff] exact match in snippet view article find links to article
{cg} },c_{\mathrm {sc} }} are called Siegel–Veech constants. Using the ergodicity of the S L 2 ( R ) {\displaystyle \mathrm {SL} _{2}(\mathbb {R} )} -action
Free energy principle (6,427 words) [view diff] exact match in snippet view article find links to article
physics, such as random dynamical system, non-equilibrium steady state and ergodicity, places substantial constraints on the theoretical and empirical study
Icosahedral twins (3,747 words) [view diff] exact match in snippet view article find links to article
(2013). "Surveying a complex potential energy landscape: Overcoming broken ergodicity using basin-sampling". Chemical Physics Letters. 584: 1–9. Bibcode:2013CPL
Coarse-grained modeling (2,377 words) [view diff] exact match in snippet view article find links to article
Rademacher JD, Zagaris A (2016). Macroscopic and Large Scale Phenomena: Coarse Graining, Mean Field Limits and Ergodicity. Springer. ISBN 978-3-319-26883-5.
Stochastic geometry models of wireless networks (7,849 words) [view diff] exact match in snippet view article find links to article
located anywhere on the plane. Under the assumption of point process ergodicity (satisfied when using homogeneous Poisson processes), the results for
Fiveling (9,307 words) [view diff] exact match in snippet view article find links to article
(2013). "Surveying a complex potential energy landscape: Overcoming broken ergodicity using basin-sampling". Chemical Physics Letters. 584: 1–9. Bibcode:2013CPL