# Tagged Questions

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### First return time in an interval for N particles rotating on the circle at constant random speeds

Here is my problem: draw N velocities $v_1,v_2,\dots,v_n$ in $[-\pi,\pi]^N$ from some measure (Haar measure of uniform independent for simplicity) and make $N$ particles rotate around the circle with ...
422 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
281 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### Generalized Skorokhod spaces

Skorokhod spaces of cĂ dlĂ g 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 $L^2$ ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 $M$ ...
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### 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 havenâ€™t really found a clear solution to it. Hopefully somebody here can help me. We have a ...
500 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.
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### 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). ...
467 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 ...
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### 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 ...
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 ...