All Questions
10 questions with no upvoted or accepted answers
5
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183
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Central limit theorem versus entropy in dynamical systems context
A dynamical system $(S^1,T, \mu)$, $T_* \mu=\mu$, $T$ ergodic, $S^1$ is circle. Assume it has central limit theorem.
Want to know the relation between its measure-theoretic entropy $h_{\mu}(T)$ and ...
- 553
5
votes
0
answers
143
views
Law of Large Numbers for the Tasep from a Bernoulli Configuration (Rost's Theorem)
Let $(\eta_{t}^{\rho})_{t\geq 0}$ be a totally asymmetric simple exclusion process (TASEP) from an initial configuration distributed according to the Bernoulli measure $\nu_{\rho}$ on $\{0,1\}^{\...
4
votes
0
answers
95
views
When the Jacobian of unstable measure converges
Let $T:X \to X$ be a hyperbolic map on the compact metric space $X$. Hyperbolicity means that $T$ has local stable and unstable sets with uniform exponential bounds, which satisfy a local product ...
- 1,043
4
votes
0
answers
405
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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 ...
- 710
3
votes
0
answers
153
views
Metropolis-Hastings sampling as a group action
Suppose that you have a topological space $\Omega \subset \mathbb R^n$ accompanied a measure $\mu$ and you're running an iterative sampling algorithm like Metropolis-Hastings. To sample you choose a ...
3
votes
0
answers
188
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Invariant subspaces of Markov operators
I am currently working on some kind of graph theoretic problem and the following question came up:
Suppose you have a Markov operator $T$ on $\ell^\infty$, that is a positive, bounded operator such ...
- 381
3
votes
0
answers
95
views
Empirically random, quickly multiplicable matrices
I have encountered a need for fast computation of a transformation $Ax$ where $A\in \mathbb{C}^{K\times N},\ K\sim 10^7,\ N\sim 10^3$ is designed, and $x\in \mathbb{C}^N$ has iid $\mathcal{CN}(0,1)$ ...
2
votes
0
answers
83
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Random time change and ergodicity
I guess it is a standard question in ergodic theory but I failed to find any reference to similar problems and I have no clue on how to tackle it.
Let $(B_{t})_{t\in \mathbb{R}}$ be a standard ...
- 21
2
votes
0
answers
313
views
Correlation decay rate
Let $T$ be a continuous transformation of a probability measure space $(X,\mathcal{B}(X),\mu)$ and
$\varphi ,\phi \in L^2(\mu)$ (so-called observable) . The correlation function of $\varphi ,\phi$ (a ...
- 136
2
votes
0
answers
113
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Characterizing the relationship between element-wise Markov transitions and the full-conditionals of the stationary distribution
Consider a $p$ dimensional random variable with a discrete support. Consider a Markov transition kernel on the state space that is defined in terms of element-wise transition distributions.
One can ...
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