3 papers
math.PR2024
Ergodicity and Mixing of Sublinear Expectation System and Applications
Wen Huang, Chunlin Liu, Shige Peng +1
We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expect…
math.PR2024
Finite ergodic components for upper probabilities
Chunrong Feng, Wen Huang, Chunlin Liu +1
Under the notion of ergodicity of upper probability in the sense of Feng and Zhao (2021) that any invariant set either has capacity or its complement has capacity 0, we introdu…
math.PR2024
Ergodicity and Mixing of invariant capacities and applications
Chunrong Feng, Wen Huang, Chunlin Liu +1
We introduce the notion of common conditional expectation to investigate Birkhoff's ergodic theorem and subadditive ergodic theorem for invariant upper probabilities. If in additio…