8
votes
0answers
132 views

The lonely molecule

Suppose $n$ air molecules (infinitesimal points) are bouncing around in a unit $d$-dimensional cube, with perfectly elastic wall collisions. Let $k=n^{\frac{1}{d}}$. For example, in 3D, $d=3$, with ...
12
votes
3answers
800 views

Not-lonely runners

The lonely runner conjecture has several formulations. They all involve a number $n$ runners running on a circular track, each with a different speeds, and the conjecture is that each runner is ...
16
votes
2answers
534 views

Central Limit Theorem(s) for irrational rotation

Let $\alpha$ be irrational and $T: S^1 \rightarrow S^1$ be the rotation by $\alpha$. I'm interested in what type of Central Limit Theorem (if any) can hold for sums $Y_n = ...
5
votes
1answer
211 views

“strongly mixing” action on dimers?

In Local Statistics of Lattice Dimers we study a nice familiar object, domino tilings in the plane extending out to infinity. His paper is going to discuss the frequency of various "motifs" in ...
7
votes
2answers
261 views

Wait time to grid network disconnection with failing edges

Let $G_n$ be an $n \times n$ planar toroidal grid graph, with each node connected to its four neighbors, with the top row connected to the bottom, and the right column connected to the left. Suppose ...
1
vote
2answers
364 views

$\{\phi:\int \phi d\mu=0\}$ for a fixed shift invariant $\mu$

Given a shift invariant probability measure $\mu$ on a mixing subshift of finite type. What are the Lipschitz functions with zero integral with respect to the measure $\mu?$ Clearly any ...
14
votes
2answers
464 views

Spearing rolling hula hoops

Or: Stabbing rolling disks. Imagine there are $n$ unit-diameter disks rolling between $x=0$ and $x=d$, reflecting off either end. The disk centers start at a random location within $[\frac{1}{2}, ...
2
votes
0answers
69 views

Link between presence of attracting random fixed points and synchronisation - is this an open question?

This is a question in the theory of random dynamical systems. Let $(X,d)$ be a compact metric space, let $(I,\mathcal{I},\nu)$ be a probability space, and let $(f_\alpha)_{\alpha \in I}$ be an ...
1
vote
0answers
192 views

Question on measure zero set of initial conditions in dynamical systems

[Update] Let $S \subseteq \mathbb{R}^n$ be a closed, bounded, convex set with measure $m(S)>0$ and let an autonomous dynamical system (system of ODEs) be given by $$\frac{dx}{dt} = f(x),$$ where ...
9
votes
1answer
240 views

Random circle rotations

Weyl's equidistribution theorem states that the orbit of a point on the circle under rotation by $\alpha$ becomes asymptotically equidistributed with respect to Lebesgue (Haar) measure whenever ...
6
votes
1answer
230 views

Why aren't operator semigroups studied from a dynamical perspective?

Often times one talks about iterating a continuous map to get discrete topological dynamics, or having a 1-parameter family of continuous maps to get continuous topological dynamics. When studying ...
5
votes
0answers
172 views

Quasicompactness of transfer operators associated to IID matrix products

Let $P^1$ denote one-dimensional real projective space, and for each $A \in GL(2,\mathbb{R})$ let $\overline{A}$ denote the homeomorphism of $P^1$ induced by $A$. I am currently reading a paper which ...
1
vote
1answer
373 views

Good books on stochastic partial differential equations?

I have a system of 2 PDEs, one with a probabilistic right side, and kind of stuck on what to read about those things.. Any good books around? Both analytical (if any) and numerical methods are ...
2
votes
1answer
266 views

Derivative of a random process

Consider $w(t)$ as Guassian random process, with $w(t)$ being $\mathcal{N}(\mu,\sigma)$ and i.i.d for all t. I consider applying a (stochastic)derivative operation to the random process. What is the ...
7
votes
2answers
367 views

Fixed objects of the M endofunctor on category Meas

Consider the category $\operatorname{Meas}$ of measurable spaces: its objects are sets equipped with $\sigma$-algebras, and its morphisms are measurable functions between spaces. As Gerald Edgar ...
5
votes
1answer
119 views

Do distinct idempotent measures on finite binary systems have distinct supports?

Suppose that $(S,*)$ is a finite set equipped with a binary operation. Extend the binary operation to the vector space $V$ with basis $S$. The set of probability measures on $S$, viewed as a compact ...
1
vote
1answer
164 views

random matrix products reference

For a long time the standard (though not the easiest to find) reference on random matrix products was Bougerol and Lacrois: Bougerol, Philippe, and Jean Lacroix. Products of random matrices with ...
7
votes
0answers
127 views

Generalized Skorokhod spaces

Skorokhod spaces of càdlàg functions are an extremely useful setting to describe stochastic processes. I'd like to understand the Skorokhod topology from a pure topological point of view, without ...
2
votes
0answers
158 views

Invariant Measures of Markov Chains under Perturbations

This is a more specific version of a question I asked before without much luck. I believe this should be standard perturbation theory, but looking at Kato's book has not helped. Any references would ...
8
votes
5answers
383 views

Path length of ball on tilted, perforated plane

Imagine that an $\epsilon$-radius hole is punched in the plane centered on every integer-coordinate point. Now a point "ball" is dropped on the plane at a random spot $p$. If $p$ has not already ...
7
votes
0answers
207 views

resampling over Bowen balls

Hello MO World I'm working on a paper involving embedding your favourite measure-preserving transformation into a topological model (think Krieger generator theorem: embedding in a full shift) and ...
1
vote
0answers
155 views

Entropy of Bernoulli walks on semi-groups.

Consider the Fibonacci semi-group $<L,R|LRR=RLL>$ with a Bernoulli walk $P(R)=p, P(L)=1-p$. Is the entropy $H(p)$ an unimodal function with maximum at p=0.5? Is this true for all finitely ...
6
votes
2answers
714 views

De Finetti's theorem, the pointwise ergodic theorem, and reverse martingales

De Finetti's theorem says that an exchangeable sequence of random variables $X_i$ is a mixture of i.i.d. random variables. In other words, if $\mu$ is a measure on $\mathbb{R}^\infty$ that is ...
2
votes
2answers
262 views

Scale random variables in a way they have equal probabilities of being minimal

I have several positive random variables $x_i,\ i=1,...,N$ taken from different unknown distributions (these distributions can be closely approximated by log-normal if needed). I can sample these ...
3
votes
0answers
151 views

How can the topological entropy and $L^2$ mixing rate be related?

For a product of otherwise identical systems evolving at different rates, the toplogical entropy and a quantity very closely related to (indeed, identifiable with a nondegenerate variant of) the $L^2$ ...
12
votes
5answers
2k views

Proof of Krylov-Bogoliubov Theorem

Where can I find a proof (in English) of the Krylov-Bogoliubov theorem, which states if $X$ is a compact metric space and $T\colon X \to X$ is continuous, then there is a $T$-invariant Borel ...
4
votes
1answer
373 views

A question on random walks on semisimple groups

Let $G$ be a connected semisimple Lie group without compact factor, $\mu$ be a Borel probability measure on $G$ such that the group generated by $\mathrm{supp}(\mu)$ is Zariski dense in $G$. For ...
3
votes
1answer
294 views

trivial map on $\sigma-$algebra $\mod{}0$ is trivial

Hi everyone! I am currently studying the basic theory of measurable actions and need the following result, which I am not able to prove myself. It is stated without a proof, so probably it should not ...
2
votes
1answer
668 views

Given a probability \mu, can we always find a transformation T s.t. \mu is T-invariant?

It is true that, under some conditions, given a measure-preserving transformation $T$, we can always construct a $T$-invariant probability. I am wondering whether we can do a converse. See Parry's ...
9
votes
0answers
337 views

Question from an economist: solving a model of traders' behavior with expectations about the future values of the variable they are currently optimizing

Motivation I am an economist writing a paper for an academic finance journal. My paper is about the behavior of currency traders, who choose the price at which they will sell currency today, based on ...
52
votes
3answers
2k views

Perron number distribution

A Perron number is a real algebraic integer $\lambda$ that is larger than the absolute value of any of its Galois conjugates. The Perron-Frobenius theorem says that any non-negative integer matrix $M$ ...
1
vote
1answer
236 views

Stability of discrete queue (new twist)

Hi, I am new to queueing theory. I am interested in a question that I feel should be fairly basic, yet I haven’t really found a clear solution to it. Hopefully somebody here can help me. We have a ...
2
votes
5answers
491 views

Recommended book for introduction to Chaotic dynamics? (application in probability distributions)

I'm just starting some research and I need a good introductory book in the topic of chaotic dynamics. Does anyone have a suggestion? Thanks.
2
votes
1answer
269 views

exactness of the Gauss transformation

Dear all, I would like to know if the Gauss transformation T(x) = fractional part of 1/x, x in (0,1) (with the Gauss invariant probability measure) is an exact endomorphism (in the sense of Rokhlin). ...
4
votes
1answer
464 views

Birkhoff ergodic theorem for dynamical systems driven by a Wiener process

At the risk of asking a stupid question I have the following problem. Suppose I have a measure preserving dynamical system $(X, \mathcal{F}, \mu, T_s)$, where $X$ is a set $\mathcal{F}$ is a ...
5
votes
1answer
515 views

Spectrum of a generic integral matrix.

My collaborators and I are studying certain rigidity properties of hyperbolic toral automorphisms. These are given by integral matrices A with determinant 1 and without eigenvalues on the unit ...
3
votes
1answer
260 views

Finitarily Markovian Finite Factors of Bernoulli Schemes

By processes, I mean discrete, stationary stochastic processes, that is $(X,\mathcal{U},\mu,T)$ where $X$ is the set of doubly infinite sequences of some alphabet $A$, $\mathcal{U}$ is the ...
0
votes
1answer
172 views

Difference Equations & Possible Limits

The answer to this may well be in some elementary textbook - a reference might be more useful than a short answer here. If we look at the behaviour of a point in R n under matrix multiplication, we ...