Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 32223

Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes
3 answers
700 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 \c …
Anton's user avatar
  • 23
0 votes

The property of a Markov measure

I've got the following hint: to approximate $P$ with cylinder sets of increasing length (i.e. it seems, that HW was right). I'm not sure that this is the easiest way, but at least it will work. Thanks …
Anton's user avatar
  • 23