Download or read book The Ergodic Theory of Discrete Sample Paths written by Paul C. Shields and published by American Mathematical Soc.. This book was released on 1996 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is about finite-alphabet stationary processes, which are important in physics, engineering, and data compression. The focus is on the combinatorial properties of typical finite sample paths drawn from a stationary, ergodic process. A primary goal, only partially realized, is to develop a theory based directly on sample path arguments with minimal appeals to the probability formalism. A secondary goal is to give a careful presentation of the many models for stationary finite-alphabet processes that have been developed in probability theory, ergodic theory, and information theory.

Download or read book The Ergodic Theory of Discrete Groups written by Peter J. Nicholls and published by Cambridge University Press. This book was released on 1989-08-17 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interaction between ergodic theory and discrete groups has a long history and much work was done in this area by Hedlund, Hopf and Myrberg in the 1930s. There has been a great resurgence of interest in the field, due in large measure to the pioneering work of Dennis Sullivan. Tools have been developed and applied with outstanding success to many deep problems. The ergodic theory of discrete groups has become a substantial field of mathematical research in its own right, and it is the aim of this book to provide a rigorous introduction from first principles to some of the major aspects of the theory. The particular focus of the book is on the remarkable measure supported on the limit set of a discrete group that was first developed by S. J. Patterson for Fuchsian groups, and later extended and refined by Sullivan.

Download or read book Computational Ergodic Theory written by Geon Ho Choe and published by Springer Science & Business Media. This book was released on 2005-12-08 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ergodic theory is hard to study because it is based on measure theory, which is a technically difficult subject to master for ordinary students, especially for physics majors. Many of the examples are introduced from a different perspective than in other books and theoretical ideas can be gradually absorbed while doing computer experiments. Theoretically less prepared students can appreciate the deep theorems by doing various simulations. The computer experiments are simple but they have close ties with theoretical implications. Even the researchers in the field can benefit by checking their conjectures, which might have been regarded as unrealistic to be programmed easily, against numerical output using some of the ideas in the book. One last remark: The last chapter explains the relation between entropy and data compression, which belongs to information theory and not to ergodic theory. It will help students to gain an understanding of the digital technology that has shaped the modern information society.

Download or read book Ergodic Theory written by Cesar E. Silva and published by Springer Nature. This book was released on 2023-07-31 with total page 707 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume in the Encyclopedia of Complexity and Systems Science, Second Edition, covers recent developments in classical areas of ergodic theory, including the asymptotic properties of measurable dynamical systems, spectral theory, entropy, ergodic theorems, joinings, isomorphism theory, recurrence, nonsingular systems. It enlightens connections of ergodic theory with symbolic dynamics, topological dynamics, smooth dynamics, combinatorics, number theory, pressure and equilibrium states, fractal geometry, chaos. In addition, the new edition includes dynamical systems of probabilistic origin, ergodic aspects of Sarnak's conjecture, translation flows on translation surfaces, complexity and classification of measurable systems, operator approach to asymptotic properties, interplay with operator algebras

Download or read book An Outline of Ergodic Theory written by Steven Kalikow and published by Cambridge University Press. This book was released on 2010-03-25 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: This informal introduction provides a fresh perspective on isomorphism theory, which is the branch of ergodic theory that explores the conditions under which two measure preserving systems are essentially equivalent. It contains a primer in basic measure theory, proofs of fundamental ergodic theorems, and material on entropy, martingales, Bernoulli processes, and various varieties of mixing. Original proofs of classic theorems - including the Shannon–McMillan–Breiman theorem, the Krieger finite generator theorem, and the Ornstein isomorphism theorem - are presented by degrees, together with helpful hints that encourage the reader to develop the proofs on their own. Hundreds of exercises and open problems are also included, making this an ideal text for graduate courses. Professionals needing a quick review, or seeking a different perspective on the subject, will also value this book.

Download or read book Ergodic Theory via Joinings written by Eli Glasner and published by American Mathematical Soc.. This book was released on 2015-01-09 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces modern ergodic theory. It emphasizes a new approach that relies on the technique of joining two (or more) dynamical systems. This approach has proved to be fruitful in many recent works, and this is the first time that the entire theory is presented from a joining perspective. Another new feature of the book is the presentation of basic definitions of ergodic theory in terms of the Koopman unitary representation associated with a dynamical system and the invariant mean on matrix coefficients, which exists for any acting groups, amenable or not. Accordingly, the first part of the book treats the ergodic theory for an action of an arbitrary countable group. The second part, which deals with entropy theory, is confined (for the sake of simplicity) to the classical case of a single measure-preserving transformation on a Lebesgue probability space.

Download or read book Ergodic Theory of Numbers written by Karma Dajani and published by American Mathematical Soc.. This book was released on 2002-12-31 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ergodic Theory of Numbers looks at the interaction between two fields of mathematics: number theory and ergodic theory (as part of dynamical systems). It is an introduction to the ergodic theory behind common number expansions, like decimal expansions, continued fractions, and many others. However, its aim does not stop there. For undergraduate students with sufficient background knowledge in real analysis and graduate students interested in the area, it is also an introduction to a "dynamical way of thinking". The questions studied here are dynamical as well as number theoretical in nature, and the answers are obtained with the help of ergodic theory. Attention is focused on concepts like measure-preserving, ergodicity, natural extension, induced transformations, and entropy. These concepts are then applied to familiar expansions to obtain old and new results in an elegant and straightforward manner. What it means to be ergodic and the basic ideas behind ergodic theory will be explained along the way. The subjects covered vary from classical to recent, which makes this book appealing to researchers as well as students.

Download or read book Probability Random Processes and Ergodic Properties written by Robert M. Gray and published by Springer Science & Business Media. This book was released on 2009-07-31 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/communication theorists and people working in signal processing. It will also interest those working with random or stochastic processes, including mathematicians, statisticians, and economists. Highlights: Complete tour of book and guidelines for use given in Introduction, so readers can see at a glance the topics of interest. Structures mathematics for an engineering audience, with emphasis on engineering applications. New in the Second Edition: Much of the material has been rearranged and revised for pedagogical reasons. The original first chapter has been split in order to allow a more thorough treatment of basic probability before tackling random processes and dynamical systems. The final chapter has been broken into two pieces to provide separate emphasis on process metrics and the ergodic decomposition of affine functionals. Many classic inequalities are now incorporated into the text, along with proofs; and many citations have been added.

Download or read book Asymptotic Nonparametric Statistical Analysis of Stationary Time Series written by Daniil Ryabko and published by Springer. This book was released on 2019-03-07 with total page 77 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general qualitative assumptions, such as independence or finite memory, clearly fail. However, it has long been considered too general to be able to make statistical inference. One of the reasons for this is that rates of convergence, even of frequencies to the mean, are not available under this assumption alone. Recently, it has been shown that, while some natural and simple problems, such as homogeneity, are indeed provably impossible to solve if one only assumes that the data is stationary (or stationary ergodic), many others can be solved with rather simple and intuitive algorithms. The latter include clustering and change point estimation among others. In this volume these results are summarize. The emphasis is on asymptotic consistency, since this the strongest property one can obtain assuming stationarity alone. While for most of the problem for which a solution is found this solution is algorithmically realizable, the main objective in this area of research, the objective which is only partially attained, is to understand what is possible and what is not possible to do for stationary time series. The considered problems include homogeneity testing (the so-called two sample problem), clustering with respect to distribution, clustering with respect to independence, change point estimation, identity testing, and the general problem of composite hypotheses testing. For the latter problem, a topological criterion for the existence of a consistent test is presented. In addition, a number of open problems is presented.

Download or read book Algorithmic Learning Theory written by Sanjay Jain and published by Springer. This book was released on 2013-09-27 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 24th International Conference on Algorithmic Learning Theory, ALT 2013, held in Singapore in October 2013, and co-located with the 16th International Conference on Discovery Science, DS 2013. The 23 papers presented in this volume were carefully reviewed and selected from 39 submissions. In addition the book contains 3 full papers of invited talks. The papers are organized in topical sections named: online learning, inductive inference and grammatical inference, teaching and learning from queries, bandit theory, statistical learning theory, Bayesian/stochastic learning, and unsupervised/semi-supervised learning.

Download or read book Ergodic Theory written by Idris Assani and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-06-20 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph discusses recent advances in ergodic theory and dynamical systems. As a mixture of survey papers of active research areas and original research papers, this volume attracts young and senior researchers alike. Contents: Duality of the almost periodic and proximal relations Limit directions of a vector cocycle, remarks and examples Optimal norm approximation in ergodic theory The iterated Prisoner’s Dilemma: good strategies and their dynamics Lyapunov exponents for conservative twisting dynamics: a survey Takens’ embedding theorem with a continuous observable

Download or read book Mathematical Structures of Ergodicity and Chaos in Population Dynamics written by Paweł J. Mitkowski and published by Springer Nature. This book was released on 2020-09-19 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns issues related to biomathematics, medicine, or cybernetics as practiced by engineers. Considered population dynamics models are still in the interest of researchers, and even this interest is increasing, especially now in the time of SARS-CoV-2 coronavirus pandemic, when models are intensively studied in order to help predict its behaviour within human population. The structures of population dynamics models and practical methods of finding their solutions are discussed. Finally, the hypothesis of the existence of non-trivial ergodic properties of the model of erythropoietic response dynamics formulated by A. Lasota in the form of delay differential equation with unimodal feedback is analysed. The research can be compared with actual medical data, as well as shows that the structures of population models can reflect the dynamic structures of reality.

Download or read book Entropy in Dynamical Systems written by Tomasz Downarowicz and published by Cambridge University Press. This book was released on 2011-05-12 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive text on entropy covers three major types of dynamics: measure preserving transformations; continuous maps on compact spaces; and operators on function spaces. Part I contains proofs of the Shannon–McMillan–Breiman Theorem, the Ornstein–Weiss Return Time Theorem, the Krieger Generator Theorem and, among the newest developments, the ergodic law of series. In Part II, after an expanded exposition of classical topological entropy, the book addresses symbolic extension entropy. It offers deep insight into the theory of entropy structure and explains the role of zero-dimensional dynamics as a bridge between measurable and topological dynamics. Part III explains how both measure-theoretic and topological entropy can be extended to operators on relevant function spaces. Intuitive explanations, examples, exercises and open problems make this an ideal text for a graduate course on entropy theory. More experienced researchers can also find inspiration for further research.

Download or read book Sample Path Analysis of Queueing Systems written by Muhammad El-Taha and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sample-Path Analysis of Queueing Systems uses a deterministic (sample-path) approach to analyze stochastic systems, primarily queueing systems and more general input-output systems. Among other topics of interest it deals with establishing fundamental relations between asymptotic frequencies and averages, pathwise stability, and insensitivity. These results are utilized to establish useful performance measures. The intuitive deterministic approach of this book will give researchers, teachers, practitioners, and students better insights into many results in queueing theory. The simplicity and intuitive appeal of the arguments will make these results more accessible, with no sacrifice of mathematical rigor. Recent topics such as pathwise stability are also covered in this context. The book consistently takes the point of view of focusing on one sample path of a stochastic process. Hence, it is devoted to providing pure sample-path arguments. With this approach it is possible to separate the issue of the validity of a relationship from issues of existence of limits and/or construction of stationary framework. Generally, in many cases of interest in queueing theory, relations hold, assuming limits exist, and the proofs are elementary and intuitive. In other cases, proofs of the existence of limits will require the heavy machinery of stochastic processes. The authors feel that sample-path analysis can be best used to provide general results that are independent of stochastic assumptions, complemented by use of probabilistic arguments to carry out a more detailed analysis. This book focuses on the first part of the picture. It does however, provide numerous examples that invoke stochastic assumptions, which typically are presented at the ends of the chapters.

Download or read book From Quasicrystals to More Complex Systems written by F. Axel and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of part of the written versions of the Physics Courses given at the Winter School "Order, Chance and Risk: Aperiodic Phenomena from Solid State to Finance" held at the Les Houches Center for Physics, between February 23 and March 6, 1998. The School gathered lecturers and participants from all over the world. On a thematic level, the content of the school can be viewed both as a continuation (aperiodic phenomena in solid state physics) and an extension (mathematical aspects of fmance and economy) of the previous "Beyond Quasicrystals", also held at Les Houches, March 7-18 1994 and published in the same ·series. One of its important goals was to promote in-depth concrete scientific exchanges between theoretical physicists, experimental physicists and mathematicians on the one hand, and on the other hand practitioners of the economico-fmancial sphere and specialists of financial mathematics. Therefore, besides the mathematical tools and concepts at work in theoretical descriptions, relevant experimental data were also presented together with methods allowing their interpretation. As a result of this choice, the School was stimulated by experimentalists and fmancial market operators who joined the theoretical physicists and mathematicians at the conference. The present volume deals with the theoretical and experimental studies on aperiodic solids with long range order, incommensurate phases, quasicrystals, glasses, and more complex systems (fractal, chaotic), while a second volume to appear in the same series is devoted to the finance and economy facet.

Download or read book S minaire de Probabilit s LI written by Catherine Donati-Martin and published by Springer Nature. This book was released on 2022-05-13 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs. The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevède and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.

Download or read book Ergodic Theory written by Manfred Einsiedler and published by Springer Science & Business Media. This book was released on 2010-09-11 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is a rigorous introduction to ergodic theory, developing the machinery of conditional measures and expectations, mixing, and recurrence. Beginning by developing the basics of ergodic theory and progressing to describe some recent applications to number theory, this book goes beyond the standard texts in this topic. Applications include Weyl's polynomial equidistribution theorem, the ergodic proof of Szemeredi's theorem, the connection between the continued fraction map and the modular surface, and a proof of the equidistribution of horocycle orbits. Ergodic Theory with a view towards Number Theory will appeal to mathematicians with some standard background in measure theory and functional analysis. No background in ergodic theory or Lie theory is assumed, and a number of exercises and hints to problems are included, making this the perfect companion for graduate students and researchers in ergodic theory, homogenous dynamics or number theory.