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Ergodicity of nonstationary stochastic processes

Abstract

We extended recently in various works the classical ergodic theory that was known for stationary processes to nonstationary processes including random periodic processes, random quasi-periodic processes, and sublinear Markovian semigroups. I will discuss their fundamental distinctions from the classical case and mention briefly their intradisciplinary connections with some other mathematics areas and applications. This talk is based on various joint works with Chunrong Feng, Yu Liu, Yujia Liu, Yan Luo, Baoyou Qu, Johnny Zhong.