We investigate conditions for the ergodicity of threshold autoregressive time series by embedding the time series in a general state Markov chain and apply a FosterLyapunov drift condition to demonstrate ergodicity of the Markov chain. We are particularly interested in demonstrating V uniform ergodicity where the test function V () is a function of a norm on the statespace. In this dissertation we provide conditions under which the general state space chain may be approximated by a simpler system, whether deterministic or stochastic, and provide conditions on the simpler system which imply V uniform ergodicity of the general state space Markov chain and thus the threshold autoregressive time series embedded in it. We also examine conditions under which the general state space chain may be classified as transient. Finally, in some cases we provide conditions under which central limit theorems will exist for the V uniformly ergodic general state space chain.

We investigate conditions for the ergodicity of threshold autoregressive time series by embedding the time series in a general state Markov chain and apply a FosterLyapunov drift condition to demonstrate ergodicity of the Markov chain. We are particularly interested in demonstrating V uniform ergodicity where the test function V () is a function of a norm on the statespace. In this dissertation we provide conditions under which the general state space chain may be approximated by a simpler system, whether deterministic or stochastic, and provide conditions on the simpler system which imply V uniform ergodicity of the general state space Markov chain and thus the threshold autoregressive time series embedded in it. We also examine conditions under which the general state space chain may be classified as transient. Finally, in some cases we provide conditions under which central limit theorems will exist for the V uniformly ergodic general state space chain.

The aim of this dissertation is to investigate ergodic properties, in particular unique ergodicity, in a noncommutative setting, that is in C*-dynamical systems. Fairly recently Abadie and Dykema introduced a broader notion of unique ergodicity, namely relative unique ergodicity. Our main focus shall be to present their result for arbitrary abelian groups containing a F lner sequence, and thus generalizing the Z-action dealt with by Abadie and Dykema, and also to present examples of C*-dynamical systems that exhibit variations of these (uniquely) ergodic notions. Abadie and Dykema gives some characterizations of relative unique ergodicity, and among them they state that a C*-dynamical system that is relatively uniquely ergodic has a conditional expectation onto the xed point space under the automorphism in question, which is given by the limit of some ergodic averages. This is possible due to a result by Tomiyama which states that any norm one projection of a C*-algebra onto a C*-subalgebra is a conditional expectation. Hence the rst chapter is devoted to the proof of Tomiyama's result, after which some examples of C*-dynamical systems are considered. In the last chapter we deal with unique and relative unique ergodicity in C*-dynamical systems, and look at examples that illustrate these notions. Speci cally, we present two examples of C*-dynamical systems that are uniquely ergodic, one with an R2-action and the other with a Z-action, an example of a C*-dynamical system that is relatively uniquely ergodic but not uniquely ergodic, and lastly an example of a C*-dynamical system that is ergodic, but not uniquely ergodic. / Dissertation (MSc)--University of Pretoria, 2013. / gm2014 / Mathematics and Applied Mathematics / unrestricted

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Neste trabalho, mostramos que os bilhares hiperbólicos construídos originalmente por Bussolari- Lenci têm a propriedade de Bernoulli. Tais bilhares não satisfazem as técnicas standard de Wojtkowski-Markarian-Donnay-Bunimovich para bilhares focalizadores hiperbólicos, a qual requer que o diâmetro da mesa do bilhar seja de mesma ordem que o maior raio de curvatura ao longo da componente focalizadora. Nossa prova, utiliza um teorema ergódico local que nos diz que sob certas condições, existe um conjunto de medida total do espaço de fase do bilhar tal que cada ponto desse conjunto possui uma vizinhança contida (mod 0) em uma componente Bernoulli da aplicação do bilhar. / In this work, we show that hyperbolic billiards constructed originally by Bussolari-Lenci has the Bernoulli property. These billiards do not satisfy the standard Wojtkowski-Markarian-Donnay- Bunimovich technique for the hyperbolicity of focusing or mixed billiards in the plane, which requires the diameter of a billiard table to be of the same order as the largest ray of curvature along the focusing boundary. Our proof employs a locally ergodic theorem which says that under a few conditions, there exists a full measure set of the billiard phase space such that each of its points has a neighborhood contained, up to a zero measure set, in one Bernoulli component of the billiard map.

Orientador: Ali Messaoudi / Banca: Salvador Addas Zanata / Banca: Claudio Aguinaldo Buzzi / Resumo: Uma substituicão é uma aplicação de um conjunto nito A (alfabeto) ao conjunto das palavras nitas sobre A. Neste trabalho, estudaremos propriedades topológicas e métricas dos sistemas din^amicos associados a substituicões. Em particular, mostraremos que, para uma classe de substituicões, o sistema dinâmico associado é minimal e ergódico. / Abstract: A substitution is a map from a nite set A (alphabet) to the set of nite words whose letters belong to A. In this work, we study some topological and metrical properties of the dynamical system associated to a substitution. In particular, we prove that for a class of substitutions, the associated dynamical system is minimal and ergodic. / Mestre

In this dissertation we study groups of automorphisms of rooted trees arising from the transformations of the boundaries of these trees. The boundary of every regular rooted tree can be endowed with various algebraic structures. The transformations of these algebraic structures under certain conditions induce endomorphisms or automorphisms of the tree itself that can be described using the language of Mealy automata. This connection can be used to study boundarytransformations using the propertiesof the induced endomorphisms, or vice versa. We concentrate on two ways to interpret the boundary of the rooted d-regular tree. In the first approach discussed in detail in Chapter 3 we treat it as the ring Zd of d-adic integers. This is achieved by naturally identifying the nth level of the rooted d-ary tree with the ring Z/(dnZ). Under this interpretation we study transformations of Zd induced by polynomials in Z[x]. We show that they always induce endomorphisms of the tree, completely describe these endomorphisms using the language of automata and show that all of their sections are again induced by polynomials in Z[x] of the same degree. In the case of permutational polynomials acting on Zd by bijections the induced endomorphisms are automorphisms of the tree. For d = 2 such polynomials were completely characterized by Rivest in [Riv01]. As our main application we utilize the result of Rivest to derive the conditions on the coefficients of a permutational polynomial f(x) ∈ Z[x] that are necessary and sufficient for f to induce a level transitive automorphism of the binary tree, which is equivalent to the ergodicity of the action of f(x) on Z2 with respect to the normalized Haar measure. Such polynomials have applications in cryptography and are used in certain generators of random numbers. In the second approach, to be discussed in Chapter 4, we treat the boundary of the rooted binary tree as the ring (Z/2Z)[[t]] of formal power series over Z/2Z. This view allowed us to completely describe the structure of a certain group generated by a 4-state 2-letter bireversible automaton. Namely, we show that it is isomorphic to the lamplighter group (Z/2Z)2 ≀ Z of rank two. We show that the action of the generators of this group on the boundary of the tree can be induced by affine transformations of (Z/2Z)[[t]]. To our best knowledge, this is the first realization of the rank 2 lamplighter group by a bireversible automaton.

In this thesis we concentrate on instances of the GLE which can be represented in a Markovian form in an extended phase space. We extend previous results on the geometric ergodicity of this class of GLEs using Lyapunov techniques, which allows us to conclude ergodicity for a large class of GLEs relevant to molecular dynamics applications. The main body of this thesis concerns the numerical discretisation of the GLE in the extended phase space representation. We generalise numerical discretisation schemes which have been previously proposed for the underdamped Langevin equation and which are based on a decomposition of the vector field into a Hamiltonian part and a linear SDE. Certain desirable properties regarding the accuracy of configurational averages of these schemes are inherited in the GLE context. We also rigorously prove geometric ergodicity on bounded domains by showing that a uniform minorisation condition and a uniform Lyapunov condition are satisfied for sufficiently small timestep size. We show that the discretisation schemes which we propose behave consistently in the white noise and overdamped limits, hence we provide a family of universal integrators for Langevin dynamics. Finally, we consider multiple-time stepping schemes making use of a decomposition of the fluctuation-dissipation term into a reversible and non-reversible part. These schemes are designed to efficiently integrate instances of the GLE whose Markovian representation involves a high number of auxiliary variables or a configuration dependent fluctuation-dissipation term. We also consider an application of dynamics based on the GLE in the context of large scale Bayesian inference as an extension of previously proposed adaptive thermostat methods. In these methods the gradient of the log posterior density is only evaluated on a subset (minibatch) of the whole dataset, which is randomly selected at each timestep. Incorporating a memory kernel in the adaptive thermostat formulation ensures that time-correlated gradient noise is dissipated in accordance with the fluctuation-dissipation theorem. This allows us to relax the requirement of using i.i.d. minibatches, and explore a variety of minibatch sampling approaches.

Neste trabalho, mostramos que os bilhares hiperbólicos construídos originalmente por Bussolari- Lenci têm a propriedade de Bernoulli. Tais bilhares não satisfazem as técnicas standard de Wojtkowski-Markarian-Donnay-Bunimovich para bilhares focalizadores hiperbólicos, a qual requer que o diâmetro da mesa do bilhar seja de mesma ordem que o maior raio de curvatura ao longo da componente focalizadora. Nossa prova, utiliza um teorema ergódico local que nos diz que sob certas condições, existe um conjunto de medida total do espaço de fase do bilhar tal que cada ponto desse conjunto possui uma vizinhança contida (mod 0) em uma componente Bernoulli da aplicação do bilhar. / In this work, we show that hyperbolic billiards constructed originally by Bussolari-Lenci has the Bernoulli property. These billiards do not satisfy the standard Wojtkowski-Markarian-Donnay- Bunimovich technique for the hyperbolicity of focusing or mixed billiards in the plane, which requires the diameter of a billiard table to be of the same order as the largest ray of curvature along the focusing boundary. Our proof employs a locally ergodic theorem which says that under a few conditions, there exists a full measure set of the billiard phase space such that each of its points has a neighborhood contained, up to a zero measure set, in one Bernoulli component of the billiard map.

Accurate prediction and control pervades domains such as engineering, physics, chemistry, and biology. Often, it is discovered that the systems under consideration cannot be well represented by linear, periodic nor random data. It has been shown that these systems exhibit deterministic chaos behavior. Deterministic chaos describes systems which are governed by deterministic rules but whose data appear to be random or quasi-periodic distributions. Deterministically chaotic systems characteristically exhibit sensitive dependence upon initial conditions manifested through rapid divergence of states initially close to one another. Due to this characterization, it has been deemed impossible to accurately predict future states of these systems for longer time scales. Fortunately, the deterministic nature of these systems allows for accurate short term predictions, given the dynamics of the system are well understood. This fact has been exploited in the research community and has resulted in various algorithms for short term predictions. Detection of normality in deterministically chaotic systems is critical in understanding the system sufficiently to able to predict future states. Due to the sensitivity to initial conditions, the detection of normal operational states for a deterministically chaotic system can be challenging. The addition of small perturbations to the system, which may result in bifurcation of the normal states, further complicates the problem. The detection of anomalies and prediction of future states of the chaotic system allows for greater understanding of these systems. The goal of this research is to produce methodologies for determining states of normality for deterministically chaotic systems, detection of anomalous behavior, and the more accurate prediction of future states of the system. Additionally, the ability to detect subtle system state changes is discussed. The dissertation addresses these goals by proposing new representational techniques and novel prediction methodologies. The value and efficiency of these methods are explored in various case studies. Presented is an overview of chaotic systems with examples taken from the real world. A representation schema for rapid understanding of the various states of deterministically chaotic systems is presented. This schema is then used to detect anomalies and system state changes. Additionally, a novel prediction methodology which utilizes Lyapunov exponents to facilitate longer term prediction accuracy is presented and compared with other nonlinear prediction methodologies. These novel methodologies are then demonstrated on applications such as wind energy, cyber security and classification of social networks.