Oberseminar Stochastik: Elias Zimmermann (Universität Leipzig): Strictly irreducible Markov chains and random ergodic theorems for semigroup actions
Wednesday, 27.11.2024 16:00 im Raum SRZ 216
Abstract: Let G be a measurable semigroup. Consider a stationary ergodic Markov chain ? = (?n)n ??
taking values in G. We are interested in conditions on ? ensuring that for every measure preserving and
ergodic action {Tg}g G? of G on a probability space (X,?) and every f ? L1(X) the random averages
(f + f T? ?0 + ... + f T? ?0...?N-2)/N
converge a.s. to the integral ? f d?. Considering the shift map S on the path space (?,P) of the Markov
chain we may associate to every such action {Tg}g G? the skew product T of S and {Tg}g G? . This allows
us to reduce the above problem to the question whether for every ergodic action {Tg}g G? of G the
respective skew product T is also ergodic.
For iid processes ? this question is answered in the affirmative by a classical result of Kakutani. As a
consequence on obtains Kakutani?s well known random ergodic theorem, which has found wide
applications in the study of random walk dynamics. For finite state Markov chains Bufetov introduced the
condition of strict irreducibility and showed that Markov chains satisfying this condition also satisfy the
above property. Such Markov chains arise for instance naturally from Markov codings of certain word
hyperbolic groups such as free groups and Fuchsian groups. In this talk I will explain how the notion of
strict irreducibility can be extended to Markov chains with arbitrary state spaces. The main result I will
present shows that the strictly irreducible Markov chains are precisely the Markov chains satisfying the
above property. This provides us with random ergodic theorems for Markovian averages of general
semigroup actions generalizing Kakutani?s as well as Bufetovs results. The talk is based on joint work
with Pablo Lummerzheim and Felix Pogorzelski.
Angelegt am 14.11.2024 von Claudia Giesbert
Geändert am 14.11.2024 von Claudia Giesbert
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Interdisziplinäres Praktikum: Nichtlineare Modellierung in den Naturwissenschaften
Tuesday, 28.04.2020 13:00
Dieses Praktikum richtet sich vor allem an
Studierende der Mathematik, Physik, Chemie und Biologie.
In interdisziplinären Kleingruppen werden anwendungsorientierte Fragestellungen bearbeitet.
Viele physikalische, chemische oder auch biologische
Prozesse beinhalten mehrere zeitliche und räumliche
Skalen. Die zugrunde liegenden Prozesse weisen
zudem häufig eine nichtlineare Dynamik auf, die das
makroskopische Verhalten maßgeblich bestimmt. Die
Modellierung solcher Prozesse stellt aufgrund der
komplexen Dynamik eine große Herausforderung dar,
sowohl bei der physikalischen, chemischen oder
biologischen Formulierung als auch der mathema-
tischen/numerischen Behandlung.
Informationen im verlinkten Poster unten. Einschreiben können Sie sich im Learnweb.