Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions

We prove that any strongly mixing action of a countable abelian group on a probability space has higher order mixing properties. This is achieved via introducing and utilizing $\mathcal R$-limits, a notion of convergence which is based on the classical Ramsey Theorem. $\mathcal R$-limits are intrinsically connected with a new combinatorial notion of largeness which is similar to but has stronger properties than the classical notions of uniform density one and IP$^*$. While th...

We study characterizations of ergodicity, weak mixing and strong mixing of W*-dynamical systems in terms of joinings and subsystems of such systems. Ergodic joinings and Ornstein's criterion for strong mixing are also discussed in this context.

We link conditional weak mixing and ergodicity of the tensor product in Riesz spaces. In particular, we characterise conditional weak mixing of a conditional expectation preserving system by the ergodicity of its tensor product with itself or other ergodic systems. In order to achieve this we characterise the components of the weak order units in the tensor product of two Dedekind complete Riesz spaces with weak order units.

We study the strong Borel-Cantelli property both for events and for shifts on sequence spaces considering both a conventional and a nonconventional setups. Namely, under certain conditions on events $\Gamma_1,\Gamma_2,...$ we show that with probability one \[ \left(\sum_{n=1}^N\prod_{i=1}^\ell P(\Gamma_{q_i(n)})\right)^{-1}\sum_{n=1}^N\prod_{i=1}^\ell\mathbb{I}_{\Gamma_{q_i(n)}}\to 1\,\,\mbox{as}\,\, N\to\infty \] where $q_i(n),\, i=1,...,\ell$ are integer valued functions sa...

This article investigates weak convergence of the sequential $d$-dimensional empirical process under strong mixing. Weak convergence is established for mixing rates $\alpha_n = O(n^{-a})$, where $a>1$, which slightly improves upon existing results in the literature that are based on mixing rates depending on the dimension $d$.

Properties of strong mixing have been established for the stationary linear Hawkes process in the univariate case, and can serve as a basis for statistical applications. In this paper, we provide the technical arguments needed to extend the proof to the multivariate case. We illustrate these properties by establishing a functional central limit theorem for multivariate Hawkes processes.

In this article, we present a twisted version of strong openness property in $L^p$ with applications.

In this note we review recent progress in the problem of mixing for a nonlinear PDE of parabolic type, perturbed by a bounded random force.

For a general group G we consider various weak mixing properties of nonsingular actions. In the case where the action is actually measure preserving all these properties coincide, and our purpose here is to check which implications persist in the nonsingular case.

Our goal in the present paper is to give a new ergodic proof of a well-known Veech's result, build upon our previous works.