A sequence (sn) of integers is good for the mean ergodic theorem if for each invertible measure preserving system (X, B, µ, T) and any bounded measurable function f , the averages 1 N P N n=1 f (T sn x) converge in the L 2 (µ) norm. We construct a sequence (sn) that is good for the mean ergodic theorem, but the sequence (s 2 n) is not. Furthermore, we show that for any set of bad exponents B, t...

We prove a conditioned version of the ergodic theorem for Markov processes, which we call a quasi-ergodic theorem. We also prove a convergence result for conditioned processes as the conditioning event becomes rarer.

Michael Lavine Duke University, Durham, NC, USA. Summary. In recent years there have been several papers giving examples of Markov Chain Monte Carlo (MCMC) algorithms whose invariant measures are improper (have infinite mass) and which therefore are not positive recurrent, yet which have subchains from which valid inference can be derived. These are nonergodic (not having a limiting distributio...

These are notes for a talk in the Junior Geometry seminar at UT Austin on Oseledec’s multiplicative ergodic theorem given in Fall 2002. The purpose of the notes is to insure that I know, or at least am convinced that I think I know, what I am talking about. They contain far more material than the talks themselves, constituting a complete proof of the discrete-time version of the multiplicative ...

In 1931, Birkhoff gave a general and rigorous description of the ergodic hypothesis from statistical meachanics. This concept can be generalized by group actions of a large class of amenable groups on σ-finite measure spaces. The expansion of this theory culminated in Lindenstrauss’ celebrated proof of the general pointwise ergodic theorem in 2001. The talk is devoted to the introduction of abs...