scholarly journals An Approach of Randomness of a Sample Based on Its Weak Ergodic Limit

2017 ◽  
Vol 2017 ◽  
pp. 1-5
Author(s):  
Jaime A. Londoño

For a Polish Sample Space with a Borel σ-field with a surjective measurable transformation, we define an equivalence relation on sample points according to their ergodic limiting averages. We show that this equivalence relation partitions the subset of sample points on measurable invariant subsets, where each limiting distribution is the unique ergodic probability measure defined on each set. The results obtained suggest some natural objects for the model of a probabilistic time-invariant phenomenon are uniquely ergodic probability spaces. As a consequence of the results gained in this paper, we propose a notion of randomness that is weaker than recent approaches to Schnorr randomness.

2018 ◽  
Vol 30 (6) ◽  
pp. 1300-1310
Author(s):  
JEAN BÉRARD ◽  
NICOLAS JUILLET

We discuss the reconciliation problem between probability measures: given n⩾2 probability spaces $(\Omega,{\mathcal{F}}_1,{\mathbb{P}}_1),\ldots,(\Omega,{\mathcal{F}}_n,{\mathbb{P}}_n)$ with a common sample space, does there exist an overall probability measure ${\mathbb{P}} \ \text{on} \ {\mathcal{F}} = \sigma({\mathcal{F}}_1,\ldots,{\mathcal{F}}_n)$ such that, for all i, the restriction of ${\mathbb{P}} \ \text{to} \ {\mathcal{F}}_i$ coincides with ${\mathbb{P}}_i$? General criteria for the existence of a reconciliation are stated, along with some counterexamples that highlight some delicate issues. Connections to earlier (recent and far less recent) work are discussed, and elementary self-contained proofs for the various results are given.


2012 ◽  
Vol 20 (4) ◽  
pp. 257-263
Author(s):  
Hiroyuki Okazaki

Summary In [14] we formalized probability and probability distribution on a finite sample space. In this article first we propose a formalization of the class of finite sample spaces whose element’s probability distributions are equivalent with each other. Next, we formalize the probability measure of the class of sample spaces we have formalized above. Finally, we formalize the sampling and posterior probability.


2018 ◽  
Vol 154 (9) ◽  
pp. 2005-2019 ◽  
Author(s):  
Amine Marrakchi

An ergodic probability measure preserving (p.m.p.) equivalence relation ${\mathcal{R}}$ is said to be stable if ${\mathcal{R}}\cong {\mathcal{R}}\times {\mathcal{R}}_{0}$ where ${\mathcal{R}}_{0}$ is the unique hyperfinite ergodic type $\text{II}_{1}$ equivalence relation. We prove that a direct product ${\mathcal{R}}\times {\mathcal{S}}$ of two ergodic p.m.p. equivalence relations is stable if and only if one of the two components ${\mathcal{R}}$ or ${\mathcal{S}}$ is stable. This result is deduced from a new local characterization of stable equivalence relations. The similar question on McDuff $\text{II}_{1}$ factors is also discussed and some partial results are given.


Author(s):  
Gianluca Cassese

AbstractWe investigate the possibility of completing financial markets in a model with no exogenous probability measure, with market imperfections and with an arbitrary sample space. We also consider whether such an extension may be possible in a competitive environment. Our conclusions highlight the economic role of complexity.


2016 ◽  
Vol 37 (7) ◽  
pp. 2084-2098
Author(s):  
CLINTON T. CONLEY ◽  
BENJAMIN D. MILLER

Suppose that $X$ is a Polish space, $E$ is a countable Borel equivalence relation on $X$, and $\unicode[STIX]{x1D707}$ is an $E$-invariant Borel probability measure on $X$. We consider the circumstances under which for every countable non-abelian free group $\unicode[STIX]{x1D6E4}$, there is a Borel sequence $(\cdot _{r})_{r\in \mathbb{R}}$ of free actions of $\unicode[STIX]{x1D6E4}$ on $X$, generating subequivalence relations $E_{r}$ of $E$ with respect to which $\unicode[STIX]{x1D707}$ is ergodic, with the further property that $(E_{r})_{r\in \mathbb{R}}$ is an increasing sequence of relations which are pairwise incomparable under $\unicode[STIX]{x1D707}$-reducibility. In particular, we show that if $E$ satisfies a natural separability condition, then this is the case as long as there exists a free Borel action of a countable non-abelian free group on $X$, generating a subequivalence relation of $E$ with respect to which $\unicode[STIX]{x1D707}$ is ergodic.


2008 ◽  
Vol 28 (5) ◽  
pp. 1615-1633 ◽  
Author(s):  
BENJAMIN MILLER

AbstractGiven a Polish space X, a countable Borel equivalence relation E on X, and a Borel cocycle $\rho : E \rightarrow (0, \infty )$, we characterize the circumstances under which there is a probability measure μ on X such that ρ(ϕ−1(x),x)=[d(ϕ*μ)/dμ](x) μ-almost everywhere, for every Borel injection ϕ whose graph is contained in E.


Author(s):  
Grigoris I Kalogeropoulos ◽  
Athanasios D Karageorgos ◽  
Athanasios A Pantelous

Abstract The study of linear time invariant descriptor systems has intimately been related to the study of matrix pencils. It is true that a large number of systems can be reduced to the study of differential (or difference) systems, $S\left ( {F,G} \right )$, $$\begin{align*} & S\left({F,G}\right): F\dot{x}(t) = G{x}(t) \left(\text{or the dual, } F{x}(t) = G\dot{x}(t)\right), \end{align*}$$and $$\begin{align*} & S\left({F,G}\right): Fx_{k+1} = Gx_k \left(\text{or the dual, } Fx_k=Gx_{k+1}\right)\!, F,G \in{\mathbb{C}^{m \times n}}, \end{align*}$$and their properties can be characterized by homogeneous matrix pencils, $sF - \hat{s}G$. Based on the fact that the study of the invariants for the projective equivalence class can be reduced to the study of the invariants of the matrices of set ${\mathbb{C}^{k \times 2}}$ (for $k \geqslant 3$ with all $2\times 2$-minors non-zero) under the extended Hermite equivalence, in the context of the bilinear strict equivalence relation, a novel projective transformation is analytically derived.


1993 ◽  
Vol 58 (3) ◽  
pp. 894-907 ◽  
Author(s):  
Alexander S. Kechris

LetXbe a standard Borel space (i.e., a Polish space with the associated Borel structure), and letEbe acountableBorel equivalence relation onX, i.e., a Borel equivalence relationEfor which every equivalence class [x]Eis countable. By a result of Feldman-Moore [FM],Eis induced by the orbits of a Borel action of a countable groupGonX.The structure of general countable Borel equivalence relations is very little understood. However, a lot is known for the particularly important subclass consisting of hyperfinite relations. A countable Borel equivalence relation is calledhyperfiniteif it is induced by a Borel ℤ-action, i.e., by the orbits of a single Borel automorphism. Such relations are studied and classified in [DJK] (see also the references contained therein). It is shown in Ornstein-Weiss [OW] and Connes-Feldman-Weiss [CFW] that for every Borel equivalence relationEinduced by a Borel action of a countable amenable groupGonXand for every (Borel) probability measure μ onX, there is a Borel invariant setY⊆Xwith μ(Y) = 1 such thatE↾Y(= the restriction ofEtoY) is hyperfinite. (Recall that a countable group G isamenableif it carries a finitely additive translation invariant probability measure defined on all its subsets.) Motivated by this result, Weiss [W2] raised the question of whether everyEinduced by a Borel action of a countable amenable group is hyperfinite. Later on Weiss (personal communication) showed that this is true forG= ℤn. However, the problem is still open even for abelianG. Our main purpose here is to provide a weaker affirmative answer for general amenableG(and more—see below). We need a definition first. Given two standard Borel spacesX, Y, auniversally measurableisomorphism betweenXandYis a bijection ƒ:X→Ysuch that both ƒ, ƒ-1are universally measurable. (As usual, a mapg:Z→W, withZandWstandard Borel spaces, is calleduniversally measurableif it is μ-measurable for every probability measure μ onZ.) Notice now that to assert that a countable Borel equivalence relation onXis hyperfinite is trivially equivalent to saying that there is a standard Borel spaceYand a hyperfinite Borel equivalence relationFonY, which isBorelisomorphic toE, i.e., there is a Borel bijection ƒ:X→YwithxEy⇔ ƒ(x)Fƒ(y). We have the following theorem.


2018 ◽  
Vol 40 (6) ◽  
pp. 1510-1544 ◽  
Author(s):  
SIEGFRIED BECKUS ◽  
FELIX POGORZELSKI

In the realm of Delone sets in locally compact, second countable Hausdorff groups, we develop a dynamical systems approach in order to study the continuity behavior of measured quantities arising from point sets. A special focus is both on the autocorrelation, as well as on the density of states for random bounded operators. It is shown that for uniquely ergodic limit systems, the latter measures behave continuously with respect to the Chabauty–Fell convergence of hulls. In the special situation of Euclidean spaces, our results complement recent developments in describing spectra as topological limits: we show that the measured quantities under consideration can be approximated via periodic analogs.


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