All Questions
Tagged with ds.dynamical-systems pr.probability
120 questions
4
votes
0
answers
98
views
Weighted distribution of irrational rotation
Let $\theta\in [0,1]\setminus\mathbb{Q}$. Let $\alpha_0=\theta$ and $\alpha_1=1$. Let $0<p_0<1$ and $p_1=1-p_0$. For a finite word $I=(i_1, i_2, \dots, i_n)\in \{0,1\}^n$, denote by $I'=(i_1, ...
- 675
4
votes
1
answer
277
views
Shannon entropy of $p(x)(1-p(x))$ is no less than entropy of $p(x)$
If $p(x)$ is a discrete probabilistic density function, one could construct another discrete probabilistic density function proportional to $p(x)[1-p(x)]$ with a corresponding partition function to ...
- 191
8
votes
3
answers
255
views
Random reflections unexpectedly produce banded distributions
Start with $p_1$ a random point on the origin-centered unit circle $C$.
At step $i$, select a random point $q_i$ on $C$, and a random mirror line
$M_i$ through $q_i$, and reflect $p_i$ in $M_i$ to ...
- 151k
2
votes
1
answer
119
views
time delay ergodic theorem
given dynamic system $(X, \mathcal{B}, F, \mu), \mu \circ F^{-1}=\mu, F $ is mixing, $ A \in \mathcal{B}, s.t. \mu(A) >0 $.
consider dynamic system $(X\times X, \mathcal{B}\otimes \mathcal{B}, ...
- 553
3
votes
0
answers
123
views
Maximal ergodic theorem on some dyadic intervals
What we refer to maximal ergodic theorem in this thread is the following: let $\left(\Omega,\mathcal F,\mu\right)$ be a probability space and let $T\colon\Omega\to \Omega$ be a measurable and measure ...
- 3,958
4
votes
2
answers
2k
views
On Mathematical Foundations of Football
Football (soccer) is arguably one of the most unpredictable sports. Countless variables play a role in determining the outcome of a certain football match. Due to the high complexity of the entire set ...
5
votes
0
answers
143
views
Smoothing properties of convolutions of $P^1(\mathbb{R})$ by $SL(2,\mathbb{R})$
Consider the action of $SL_2(\mathbb R)$ on real projective space $P^1(\mathbb R)$; given $A \in SL_2(\mathbb R)$ and $\alpha \in P^1(\mathbb R)$ we write $A . \alpha \in P^1(\mathbb R)$ for this ...
- 485
1
vote
0
answers
79
views
Dynamics for sets related to Brownian motion: zero set, fast points
For sets like the Cantor set, we have preserving maps (eg. the shift-maps and conjugates to it) that allows us to study dynamical quantities such as invariant measure and entropy. I am wondering if we ...
- 5,474
3
votes
2
answers
194
views
A Really Simple Stochastic Dynamic Billiard
Consider the following stochastic dynamical system.
Fix $a > 0$, $b > 0$, $c>0$ and $v > 0$, and let $\mathbf{r}(t)=(x(t),y(t),z(t))$ be the position at time $t$ of a point which moves ...
- 640
3
votes
1
answer
127
views
A Simple Stochastic Dynamic Billiard
Consider the following stochastic dynamical system.
Fix $a > 0$, $b > 0$, and $v > 0$, and let $\mathbf{r}(t)=(x(t),y(t))$ be the position at time $t$ of a point which moves in the ...
- 640
10
votes
2
answers
678
views
Irrational rotation - recurrence times
I consider the irrational rotation
$T_\alpha(x) = x + \alpha \text{ mod } 1$ for given irrational $\alpha \in [0,1]$. For a given open interval $A \subset [0,1]$ with length $|A|>0$, I consider the ...
- 103
1
vote
1
answer
208
views
Absolute continuity of harmonic measure for a random walk and its reflection
Let $G$ be a hyperbolic group, and $\mu$ a (nonsymmetric) probability measure on $G$ whose support generates $G$ as a semigroup.
Let $\nu$ be the associated harmonic ($\mu$ stationary) on $\partial G$....
- 2,964
3
votes
3
answers
394
views
When is the minimal Martin boundary closed?
Let $\Gamma$ be a finitely generated group and $\mu$ a symmetric measure of finite support on $\Gamma$. Let $\partial_{M}\Gamma$ be the Martin boundary of $(\Gamma,\mu)$ and let $\partial^{min}_{M}\...
- 2,964
1
vote
0
answers
336
views
Existence of solution for Poisson equation in Markov chain
Consider $X_n\in \mathcal{X}$ a controlled Markov chain taking value in a compact set $\mathcal{X}$ with action $a\in \mathcal{A}$, where the action set $|\mathcal{A}|$ is finite.
(In particular, we ...
- 185
12
votes
2
answers
3k
views
Is it fine to inquire about a paper that's been under review for around 9 months?
I have submitted a paper on applied probability in one of SIAM journals. The paper is under review for 9 months. I asked the editor 1 month ago about it, I was told that one review report has come and ...
1
vote
1
answer
202
views
Return time estimates in countable state Markov chains
Consider a countable-state Markov chain; for the sake of concreteness identify the set of states with the set of nonnegative integers {0, 1, 2, ... }. Suppose the transition probabilities $P_{ij} = \...
- 8,903
4
votes
0
answers
56
views
Is there an equivalent line time-invariant system for a linear time-varying system with specific properties? [closed]
Given a discrete-time linear time-varying system (LTV)
$$x(k+1) = A(k) x(k) + B(k) u(k)$$
where $A(k)$ and $B(k)$ are generated by a stationary random process. Is there an equivalent linear time-...
- 141
10
votes
1
answer
494
views
Ping-pong progress through a quincunx
A quincunx or
Galton board consists of
staggered pegs from which ping-pong balls bounce and eventually display
a binomial / normal distribution in catch-bins. I am wondering if the
downward progress ...
- 151k
4
votes
1
answer
173
views
Expectation and Dependence
Probably a very simple question, I think I'm looking for a general statement that says 'if one decreases the independence between two processes then the expected value of the maximum of these two ...
- 717
4
votes
1
answer
222
views
Is there a version of the Return Times Theorem for Dunford-Schwartz operators?
Bourgain's "Return Times Theorem" establishes that if $(\Omega_{j},\mathcal{F}_{j},\mathbb{P}_{j},T_{j})$ ($j=1,2$) are measure-preserving Dynamical systems (i.e. $(\Omega_{j},\mathcal{F}_{j},\mathbb{...
- 486
2
votes
1
answer
200
views
Measurable isomorphism between two non-totally ergodic systems
Suppose $(X,\mathcal A,\mu,T)$ is a finite measure-preserving system. Then we define a new measure system $(X^{(K)},\mathcal A^{(K)},\mu^{(K)},T^{(K)})$ defined by $X^{(K)}=X\times \{1,2,...,K\}$ for ...
- 319
2
votes
0
answers
157
views
Gaussian Integrals and Pseudo-Anosov Maps
The hep-th section of arXiv if often filled with beautiful semi-rigorous computations on Mathematics. However sometimes it is very difficult to understand what is being stated.
Here I take from: ...
- 22.8k
2
votes
0
answers
491
views
Is there a Bayesian theory of deterministic signal? Prequel and motivation for my previous question
This is a prequel to my question:
What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)
Clearly my ...
- 1,026
3
votes
0
answers
157
views
Question about martin boundaries of random walks induced on transient subgroups
Suppose $\Gamma$ is a discrete, finitely generated, non-amenable group, and
consider a random walk given by a measure $\mu$.
Assume the measure is symmetric, finitely generated, and the support of
$\...
- 2,964
6
votes
2
answers
3k
views
What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)
Because I still have no idea how it is possible for me to write down seemingly important equations ... that don't make any sense (at least for me) and because I haven't got any helpful comment so far, ...
- 1,026
2
votes
0
answers
299
views
A weighted ergodic average
According to my simulations, it looks like the number of times that the $N$ first iterates $u_0$, $\ldots$, $u_{N-1}$ of the sequence $(u_n)$ defined here meets an interval $I$ is close to $N|I|$ ...
- 2,560
5
votes
0
answers
81
views
What statistical data/quantities are known about the time spent by a generic orbit of an ergodic system in a fixed set?
By the ergodic theorem, we know that for almost every point, the average time spent by an orbit in a set is equal to the relative measure of that set.
What other information about that time can we ...
user76098
7
votes
2
answers
321
views
Random suborbits of a rotation
Let $u_n = x + n\alpha \pmod 1$ with $\alpha$ irrational. We know that $(u_n)_{n \geq 0}$ is dense in $\mathbb{R}/\mathbb{Z}$ (equivalently $(u_n)_{n \geq 0}$ visits every open interval infinitely ...
- 2,560
2
votes
2
answers
492
views
Can I use Birkhoff's Ergodic Theorem for Vector Valued Process?
I have a stationary process $\{u_n\}$ and I have a function $f:\mathbb{R}^L\to \mathbb{R}^+$. I want to evaluate the following limit $$\lim_{n\to \infty}\frac{1}{n}\sum_{k=1}^n g(f(\mathbf{u}_{k}))$$ ...
13
votes
7
answers
2k
views
Finite-space dynamical systems
This question is quite open-ended, but I will formulate several sub-questions that I'll try to make precise. It is about finite-state dynamical system: start with a finite set $X$, with say $n$ ...
- 14.4k
15
votes
1
answer
1k
views
In how many steps a random walk visits all the elements of a finite group, with a probability 1/2?
This question is a variation of the return to the origin problem.
Let $G$ be the finite group $\mathbb{Z}/n \times \mathbb{Z}/n$ and let the random transformation $T: G \to G$ such that $T(a,b) = (...
3
votes
0
answers
209
views
On the decay of correlations of an ergodic sequence over the set $X_{0}=0$
The following question arose while I was trying to explore possible further extensions of a CLT by Liverani which I mentioned here already (see this link, I can tell you more details upon request). It ...
- 486
5
votes
0
answers
127
views
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 ...
18
votes
0
answers
667
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 $n=...
- 151k
18
votes
3
answers
1k
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 ...
- 151k
21
votes
3
answers
1k
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 = \frac{1}{\sqrt{n}}\sum_{k=1}^...
- 3,323
5
votes
1
answer
348
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 ...
- 22.8k
7
votes
2
answers
335
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 ...
- 151k
1
vote
2
answers
415
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 $\phi\in\{-u+...
- 1,805
15
votes
2
answers
571
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}, d-\...
- 151k
2
votes
0
answers
81
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 $I$-...
- 708
11
votes
2
answers
928
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 $\...
- 8,903
7
votes
1
answer
319
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 ...
- 277
5
votes
0
answers
221
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 ...
- 6,206
3
votes
1
answer
3k
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 welcome....
- 93
2
votes
1
answer
1k
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 ...
- 151
9
votes
2
answers
586
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 &...
- 8,512
5
votes
1
answer
140
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 ...
- 3,547
2
votes
1
answer
348
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 ...
- 96.4k
7
votes
0
answers
299
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 ...
- 8,512