# Tagged Questions

**4**

votes

**0**answers

66 views

### Best convergence rate for convolutions on $\mathbb{Z}_p$

Suppose, that we have sequence of i.i.d variables $X_1,\ldots,X_n$ taking values in $\mathbb{Z}_p$ such that $d_{TV}(X_1,U) < \delta$.
How fast, in terms of $\delta$ and $n$ does the sum ...

**7**

votes

**2**answers

289 views

### Convergence rate of the convolution of almost uniform measures on $\mathbb{Z}_p$

Statement Given a finite abelian group $G$ and two independent random variables $X,Y$ taking values in $G$ and satisfying $d_{TV}(X,U_G)\leqslant \delta$ and $d_{TV}(Y,U_G)\leqslant \delta$ (where ...

**2**

votes

**0**answers

131 views

### Markov operators and existence of ergodic measures

My question refers to the yesterday's question (see here)
of John Learner and goes as follows:
Can we deduce the existence of an ergodic measure if we know that an invariant measure exists, but the ...

**4**

votes

**1**answer

177 views

### Practical way to check for geometric convergence

Target distribution is multimodal, 24 dimensions, continuous state space. For MCMC integration (MH sampler) I use a manually tuned proposal distribution.
When I measure the convergence rate ...

**9**

votes

**1**answer

611 views

### Different uses of the word “ergodic”

There appear to be two definitions of the word ergodic.
The dynamical systems definition says that a measure space $(X,\mathit B, \mu)$ and measure preserving transformation $T: X \mapsto X$ is ...

**12**

votes

**2**answers

1k views

### Random walk is to diffusion as self-avoiding random walk is to …?

One can view a random walk as a discrete process whose continuous
analog is diffusion.
For example, discretizing the heat diffusion equation
(in both time and space) leads to random walks.
Is there a ...

**3**

votes

**1**answer

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 ...