All Questions
Tagged with ergodic-theory pr.probability
165 questions
4
votes
1
answer
213
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 ...
- 1,302
5
votes
1
answer
437
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 ...
CommunityBot
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6
votes
0
answers
301
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 $\...
- 8,512
1
vote
0
answers
179
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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 ...
- 1,648
8
votes
3
answers
749
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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 ...
- 23.2k
0
votes
0
answers
337
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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 ...
CommunityBot
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5
votes
1
answer
225
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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 $\mathbb{Z}^...
CommunityBot
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13
votes
2
answers
1k
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 ...
- 6,711
6
votes
1
answer
805
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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 ...
2
votes
1
answer
1k
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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 ...
- 31.5k
3
votes
1
answer
295
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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 $\sigma$-...
CommunityBot
- 1
6
votes
1
answer
819
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 sigma-...
- 23.2k
7
votes
0
answers
717
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 x_{...
- 4,922
2
votes
1
answer
349
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). ...
- 6,206
5
votes
1
answer
400
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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 ...
- 7,329