# Tagged Questions

**4**

votes

**1**answer

196 views

### Birkhoff Ergodic Theorem and Ergodic Decomposition Theorem for Continuous-Time Markov Processes

I have a couple of questions regarding ergodicity for Markov processes in continuous time. (In particular, the first question seems like it should be particularly basic, and yet I haven't managed to ...

**3**

votes

**3**answers

205 views

### Do regular conditional distributions almost surely assign trivial measure to all members of the conditioning $\sigma$-algebra?

Let $(X,\Sigma)$ be a standard measurable space, let $\rho$ be a probability measure on $(X,\Sigma)$, and let $\mathcal{E}$ be a sub-$\sigma$-algebra of $\Sigma$. We will say that a stochastic kernel ...

**18**

votes

**2**answers

701 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 = ...

**8**

votes

**1**answer

355 views

### Strange definition of ergodicity

I've already asked this question on math.stack a few days ago and haven't received an answer, so I'm asking here.
In an engineering course, a stationary process was defined to be ergodic if for all ...

**2**

votes

**0**answers

86 views

### Pointwise convergence of ergodic averages of unconventional conditional expectations

Let $(X_i,Y_i)_{i\in\mathbb{Z}}$ be a finite-valued stationary process whose $\sigma$-algebra of tail events is trivial. Let $\mathcal{F}_n^m$ be the $\sigma$-algebra generated by $X_n,\dots,X_m$ ...

**5**

votes

**1**answer

218 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 ...

**1**

vote

**2**answers

367 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 ...

**4**

votes

**0**answers

76 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

302 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

91 views

### order of convergence of the conditional entropy (3)

I'm sorry for having open two questions which have been solved by elementary counter-examples provided by @AnthonyQuas. Actually I'm not an expert in information theory and I expected that a positive ...

**1**

vote

**1**answer

95 views

### order of convergence of the conditional entropy (2)

Let $X_n$ be a random variable distributed on $A_n:=\{1, \ldots, n\}$ and $g_n\colon A_n \to A_n$ such that $\Pr\big(X_n \neq g_n(X_n)\big) \to 0$. Putting $Y_n=g_n(X_n)$, then by Fano's inequality ...

**2**

votes

**0**answers

173 views

### Reference request: stationary measures as convex combinations of ergodic measures

Does anyone know a good reference for the fact that a stationary probability measure is a convex combination of the stationary and ergodic probability measures?
I have found some references for the ...

**2**

votes

**0**answers

143 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 ...

**5**

votes

**0**answers

175 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 ...

**8**

votes

**1**answer

240 views

### Random variables invariant under almost automorphisms.

Let $\Omega$ be a standard atomless probability space, we can assume $\Omega=(0,1)$ with Lebesgue measure. A bijection $f:\Omega/A_1\to\Omega/A_2$ is almost automorphism, if $P(A_1)=P(A_2)=0$, $f(A)$ ...

**2**

votes

**3**answers

222 views

### The property of a Markov measure

Given $\sigma$ a shift map, $m$ - a Markov measure, $C_a$, $C_b$ - cylinder sets.
Suppose $P \in C_b$. The problem is to show the following
\begin{equation}
m(C_a \cap \sigma^{-1}(P)) = \frac{m(C_a ...

**4**

votes

**1**answer

183 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

**2**answers

304 views

### What time does it take for irrational rotations to hit an interval?

Hi,
Consider $\theta_n = (\theta_0 + n \theta) \mod 1$, $\theta$ being an irrational number, and $\theta_0$ an uniform random variable in $(0,1)$. Is there any estimates for the time it will take ...

**4**

votes

**1**answer

245 views

### Stationary, ergodic measures from the structuralist point of view

Stationary, ergodic measures are a class of objects very familiar to probabilists. In a sense, these are the weakest generalization of the classic case of independent, identically distributed random ...

**6**

votes

**0**answers

177 views

### Generating stationary, ergodic random fields on a homogeneous space

Consider a homogeneous space $M$, which for the sake of concreteness, let's take to be $M = \mathbb R^d$. Fix some space $A$, and consider the space of functions $X = C(M,A)$, along with its Borel ...

**7**

votes

**0**answers

218 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

**0**answers

157 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 ...

**12**

votes

**3**answers

633 views

### Looking for at least one beautiful and not too technical result in asymptotic group theory

We have a student seminar devoted to the problems of asymptotic group theory with some connections to ergodic theory and measure theory in general. Each talk concerns one of the problems of this ...

**6**

votes

**2**answers

725 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 ...

**8**

votes

**3**answers

476 views

### non-integrable subadditive ergodic theorem

Dear MO_World,
I have (another) question about relaxing the assumptions in the sub-additive ergodic theorem. Apologies if this is something I should know already...
There are a number of statements ...

**1**

vote

**0**answers

285 views

### What is the mean-value of a particular exponential sum related to the non-trivial zeros of Riemann's zeta function?

This question arose from an earlier one and the MO user's useful answers there: What are the values of the derivative of Riemann's zeta function at the known non-trivial zeros? (which is not a ...

**4**

votes

**1**answer

162 views

### Subadditive Kingmans theorem for lattices.

I am looking for a multidimensional version of Kingman's subadditive theorem. I found this but it is not exactely what I need.
I would rather have something like that:
Let us consider ...

**12**

votes

**5**answers

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 ...

**3**

votes

**1**answer

434 views

### Ergodicity of Convoluted White Noise

I have a question regarding ergodicity in infinite dimensional spaces.
Let $\mathcal{D}$ be the space of distributions on a Schwartz space, and let $\mu$ be the white noise process which exists by ...

**12**

votes

**2**answers

751 views

### Non-integrable ergodic theory

Can anyone help me out with proofs/counterexamples? I'm working on an operator-valued multiplicative ergodic theorem and need what may(?) be a well-known fact. This fact (if true) would help me get ...

**3**

votes

**1**answer

296 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

**1**answer

675 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 ...

**10**

votes

**3**answers

1k views

### A random walk on random lines

I am wondering if this random walk remains finite with positive probability.
Start with three lines $A,B,C$ that are extensions of an equilateral triangle.
Let $p_0$ be one corner. Generate a line ...

**5**

votes

**0**answers

376 views

### Is there a continuous-time version of Kingman's subadditive decomposition theorem?

Kingman's subadditive ergodic theorem (see this article) states that if $x_{m,n}$ is a real valued process indexed on the set of pairs of non-negative integers $m < n$ satisfying:
$x_{l,n} \le ...

**2**

votes

**1**answer

271 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). ...

**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 ...

**4**

votes

**1**answer

476 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 ...

**20**

votes

**5**answers

803 views

### Iterated Circumcircle

Take three noncollinear points (a,b,c), compute the center of their circumcircle x, and replace a random one of a,b,c with x. Repeat. It seems this process may converge to a point, assuming no ...

**5**

votes

**1**answer

350 views

### Is the average first return time of a partitioned ergodic transformation just the number of elements in the partition?

For some reason my thinking is very fuzzy today, so I apologize for the following rather silly question below...
Let $T$ be an ergodic transformation of $(X,\Omega, \mathbb{P})$ and let $X$ be ...

**3**

votes

**1**answer

261 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 ...