Knowledge

Bernoulli scheme

Source 📝

426: 2970:
is independent of the partition (or rather, there are isomorphisms connecting the symbolic dynamics of different partitions, leaving the measure invariant), and so such systems can have a well-defined entropy independent of the partition.
997: 2957: 2167: 2301: 1932: 1769: 1695: 815: 506: 2708: 273: 1266: 2998:
can be judged to be isomorphic to Bernoulli schemes. The result was surprising, as many systems previously believed to be unrelated proved to be isomorphic. These include all finite
1169: 1447: 1391: 284: 2761: 2085: 593: 210: 1558: 2611: 1107: 2803: 2370: 2847: 1798: 1328: 624: 536: 1501: 2195: 2438: 1033: 2470: 2405: 1624: 1591: 2497: 145: 2553: 2028: 826: 3348: 3264: 2221: 1995: 1975: 1955: 1842: 1822: 2529: 693: 2093: 2229: 1850: 1700: 2855: 1629: 701: 444: 3066: 17: 3228: 2616:
These generalizations are also commonly called Bernoulli schemes, as they still share most properties with the finite case.
3384: 2995: 1175: 2994:
The Ornstein isomorphism theorem is in fact considerably deeper: it provides a simple criterion by which many different
2637: 3069:
to a Bernoulli shift; in the case of zero entropy, if it is Kakutani-equivalent to an irrational rotation of a circle.
2172:
This works because the countable direct product of a standard probability space is again a standard probability space.
225: 3450: 3129: 3038: 2718: 1117: 1192: 3050: 2984: 3196: 421:{\displaystyle X=\{x=(\ldots ,x_{-1},x_{0},x_{1},\ldots ):x_{k}\in \{1,\ldots ,N\}\;\forall k\in \mathbb {Z} \}.} 1126: 1396: 1340: 3270: 3206: 2999: 2724: 2048: 556: 161: 70:, and the dynamics on the Cantor set are isomorphic to that of the Bernoulli shift. This is essentially the 2980: 83: 1506: 3201: 2565: 3315: 3478: 3329: 3042: 2307: 2043: 2030:
and so is not quite a true metric; despite this, it is commonly called a "distance" in the literature.
1054: 2315: 1776: 1306: 605: 517: 3120:
Michael S. Keane, "Ergodic theory and subshifts of finite type", (1991), appearing as Chapter 2 in
3003: 1460: 106: 2178: 3473: 3166: 2988: 2777: 2812: 2410: 3468: 3371: 3124:, Tim Bedford, Michael Keane and Caroline Series, Eds. Oxford University Press, Oxford (1991). 3088: 1005: 2443: 2378: 1596: 1563: 1288: 432: 992:{\displaystyle \mu \left(\right)=\mathrm {Pr} (X_{0}=x_{0},X_{1}=x_{1},\ldots ,X_{n}=x_{n})} 3078: 3015: 2475: 1303:
provides a natural metric on a Bernoulli scheme. Another important metric is the so-called
123: 2538: 2004: 8: 1998: 3422: 3333: 3249: 2772: 2628: 2532: 2206: 2042:, rather than from the finite base space. Thus, one may take the base space to be any 1980: 1960: 1940: 1827: 1807: 102: 87: 2502: 633: 3446: 3224: 3180: 3161: 3125: 2967: 2714: 1276: 47: 43: 3021:
For the generalized case, the Ornstein isomorphism theorem still holds if the group
3393: 3279: 3175: 2963: 2768: 1300: 1284: 1038: 71: 51: 3157: 3054: 109: 67: 3375: 3026: 2201: 2039: 1042: 543: 79: 55: 2713:
This may be seen as resulting from the general definition of the entropy of a
2162:{\displaystyle (X,{\mathcal {A}},\mu )=(Y,{\mathcal {B}},\nu )^{\mathbb {Z} }} 1112:
Since the outcomes are independent, the shift preserves the measure, and thus
3462: 599: 512: 99: 3083: 3007: 2556: 1280: 627: 216: 3413:
Bowen, Lewis (2012). "Every countably infinite group is almost Ornstein".
46:
to more than two possible outcomes. Bernoulli schemes appear naturally in
27:
Generalization of the Bernoulli process to more than two possible outcomes
3011: 2987:. The result is sharp, in that very similar, non-scheme systems, such as 2962:
In general, this entropy will depend on the partition; however, for many
2038:
Most of the properties of the Bernoulli scheme follow from the countable
31: 820:
The equivalent expression, using the notation of probability theory, is
3398: 3379: 3284: 3245: 1560:
understood to be totally ordered. That is, each individual subsequence
63: 3298:
Ya.G. Sinai, (1959) "On the Notion of Entropy of a Dynamical System",
2624: 2198: 1037:
The Bernoulli scheme, as any stochastic process, may be viewed as a
2296:{\displaystyle (X,{\mathcal {A}},\mu )=(Y,{\mathcal {B}},\nu )^{G}} 59: 3427: 2767:
a base space which is not countable), one typically considers the
1279:. The Bernoulli shift can be understood as a special case of the 3380:"Entropy and isomorphism theorems for actions of amenable groups" 1927:{\displaystyle {\overline {f}}(A,B)=1-{\frac {2\sup |M|}{m+n}}} 1764:{\displaystyle 1\leq j_{1}<j_{2}<\cdots <j_{r}\leq n.} 2952:{\displaystyle H_{Y'}=-\sum _{y'\in Y'}\nu (y')\log \nu (y').} 1690:{\displaystyle 1\leq i_{1}<i_{2}<\cdots <i_{r}\leq m} 542:
is the product sigma algebra; that is, it is the (countable)
2983:
states that two Bernoulli schemes with the same entropy are
810:{\displaystyle \mu \left(\right)=\prod _{i=0}^{n}p_{x_{i}}} 501:{\displaystyle \mu =\{p_{1},\ldots ,p_{N}\}^{\mathbb {Z} }} 2306:
For this last case, the shift operator is replaced by the
2175:
As a further generalization, one may replace the integers
3162:"Bernoulli shifts with the same entropy are isomorphic" 3122:
Ergodic Theory, Symbolic Dynamics and Hyperbolic Spaces
546:
of the σ-algebras of the finite set {1, ..., 
86:
shows that Bernoulli shifts are isomorphic when their
3336: 3252: 2858: 2815: 2780: 2727: 2640: 2568: 2541: 2505: 2478: 2446: 2413: 2381: 2318: 2232: 2209: 2181: 2096: 2051: 2007: 1983: 1963: 1943: 1853: 1830: 1810: 1779: 1703: 1632: 1599: 1566: 1509: 1463: 1399: 1343: 1309: 1195: 1129: 1057: 1008: 829: 704: 636: 608: 559: 520: 447: 287: 228: 164: 126: 82:, which may be used to study Bernoulli schemes. The 1937:where the supremum is being taken over all matches 3342: 3258: 2951: 2841: 2797: 2755: 2703:{\displaystyle H=-\sum _{i=1}^{N}p_{i}\log p_{i}.} 2702: 2605: 2547: 2523: 2491: 2464: 2432: 2399: 2364: 2295: 2215: 2189: 2161: 2079: 2022: 1989: 1969: 1949: 1926: 1836: 1816: 1792: 1763: 1689: 1618: 1585: 1552: 1495: 1441: 1385: 1322: 1260: 1163: 1101: 1027: 991: 809: 687: 618: 587: 530: 500: 420: 267: 204: 139: 3354:Transactions of the American Mathematical Society 3018:: these are all isomorphic to Bernoulli schemes. 1503:of indexes into the string, i.e. pairs such that 3460: 3065:A system is termed "loosely Bernoulli" if it is 1894: 268:{\displaystyle X=\{1,\ldots ,N\}^{\mathbb {Z} }} 2974: 2717:of probability spaces, which follows from the 2559:, which is invariant under the group action: 1287:are one, the corresponding graph thus being a 1261:{\displaystyle BS(p)=BS(p_{1},\ldots ,p_{N}).} 3370: 3194: 2499:can be understood to be the set of functions 1022: 1009: 487: 454: 412: 394: 376: 294: 254: 235: 54:. Many important dynamical systems (such as 3142:Chaos, scattering and statistical mechanics 116:distinct possible values, with the outcome 2771:. So, for example, if one has a countable 397: 3426: 3397: 3283: 3266:-automorphisms and a problem of Kakutani" 3179: 3032: 2602: 2183: 2153: 1164:{\displaystyle (X,{\mathcal {A}},\mu ,T)} 492: 408: 259: 50:, and are thus important in the study of 3156: 2721:. For the case of a general base space 1442:{\displaystyle B=b_{1}b_{2}\cdots b_{n}} 1386:{\displaystyle A=a_{1}a_{2}\cdots a_{m}} 3327: 3243: 2756:{\displaystyle (Y,{\mathcal {B}},\nu )} 2080:{\displaystyle (Y,{\mathcal {B}},\nu )} 588:{\displaystyle (X,{\mathcal {A}},\mu )} 205:{\displaystyle \sum _{i=1}^{N}p_{i}=1.} 14: 3461: 3300:Doklady of Russian Academy of Sciences 3218: 1294: 3412: 3152: 3150: 2087:, and define the Bernoulli scheme as 3060: 2996:measure-preserving dynamical systems 1553:{\displaystyle a_{i_{k}}=b_{j_{k}},} 1330:metric, defined via a supremum over 2606:{\displaystyle \mu (gx)=\mu (x).\,} 1176:measure-preserving dynamical system 24: 3316:Metric Entropy of Dynamical System 3147: 3144:(1998), Cambridge University press 2739: 2631:of a Bernoulli scheme is given by 2272: 2244: 2136: 2108: 2063: 2033: 1141: 898: 895: 611: 571: 523: 398: 25: 3490: 3443:An Introduction to Ergodic Theory 3039:measure-preserving transformation 2719:asymptotic equipartition property 1275:= 2 Bernoulli scheme is called a 1118:measure-preserving transformation 1102:{\displaystyle T(x_{k})=x_{k+1}.} 2849:, one may define the entropy as 2365:{\displaystyle gx(f)=x(g^{-1}f)} 3435: 3406: 3364: 3321: 3000:stationary stochastic processes 1793:{\displaystyle {\overline {f}}} 1323:{\displaystyle {\overline {f}}} 151: = 1, ...,  3385:Journal d'Analyse Mathématique 3308: 3292: 3237: 3212: 3197:"Ornstein isomorphism theorem" 3188: 3134: 3114: 3109:The theory of Bernoulli shifts 3101: 2943: 2932: 2920: 2909: 2830: 2819: 2750: 2728: 2596: 2590: 2581: 2572: 2518: 2512: 2506: 2456: 2359: 2340: 2331: 2325: 2284: 2261: 2255: 2233: 2148: 2125: 2119: 2097: 2074: 2052: 1906: 1898: 1876: 1864: 1613: 1600: 1580: 1567: 1490: 1464: 1252: 1220: 1208: 1202: 1158: 1130: 1074: 1061: 986: 902: 883: 838: 758: 713: 682: 637: 619:{\displaystyle {\mathcal {A}}} 582: 560: 531:{\displaystyle {\mathcal {A}}} 357: 303: 13: 1: 3328:Hoffman, Christopher (1999). 3271:Israel Journal of Mathematics 3111:, Univ. Chicago Press (1973) 3094: 3045:(Lebesgue space) is called a 2991:, do not have this property. 2619: 1496:{\displaystyle (i_{k},j_{k})} 1449:be two strings of symbols. A 93: 3181:10.1016/0001-8708(70)90029-0 2981:Ornstein isomorphism theorem 2975:Ornstein isomorphism theorem 2190:{\displaystyle \mathbb {Z} } 1859: 1785: 1315: 84:Ornstein isomorphism theorem 7: 3202:Encyclopedia of Mathematics 3072: 2798:{\displaystyle Y'\subset Y} 1283:, where all entries in the 120:occurring with probability 62:that is the product of the 42:is a generalization of the 10: 3495: 3043:standard probability space 2966:, it is the case that the 2842:{\displaystyle \nu (Y')=1} 2433:{\displaystyle x\in Y^{G}} 2044:standard probability space 2440:understood as a function 1186:. It is often denoted by 1028:{\displaystyle \{X_{k}\}} 1002:for the random variables 3415:Contemporary Mathematics 3025:is a countably infinite 3004:subshifts of finite type 2989:Kolmogorov automorphisms 2465:{\displaystyle x:G\to Y} 2400:{\displaystyle f,g\in G} 1041:by endowing it with the 98:A Bernoulli scheme is a 3350:Counterexample Machine" 3244:Feldman, Jacob (1976). 3195:D.S. Ornstein (2001) , 3167:Advances in Mathematics 1619:{\displaystyle (j_{k})} 1586:{\displaystyle (i_{k})} 630:. Given a cylinder set 78:is in reference to the 3344: 3314:Ya. G. Sinai, (2007) " 3260: 3219:Klenke, Achim (2006). 3089:Hidden Bernoulli model 3047:Bernoulli automorphism 3033:Bernoulli automorphism 2953: 2843: 2799: 2757: 2704: 2670: 2627:demonstrated that the 2607: 2549: 2525: 2493: 2466: 2434: 2401: 2366: 2297: 2217: 2191: 2163: 2081: 2024: 1991: 1971: 1951: 1928: 1838: 1818: 1794: 1765: 1691: 1620: 1587: 1554: 1497: 1443: 1387: 1324: 1262: 1165: 1103: 1029: 993: 811: 789: 689: 620: 589: 550:}. Thus, the triplet 532: 502: 422: 269: 219:is usually denoted as 206: 185: 141: 18:Bernoulli automorphism 3441:Peter Walters (1982) 3345: 3261: 2954: 2844: 2800: 2758: 2705: 2650: 2608: 2550: 2526: 2494: 2492:{\displaystyle Y^{G}} 2467: 2435: 2402: 2367: 2298: 2218: 2192: 2164: 2082: 2025: 1997:. This satisfies the 1992: 1972: 1952: 1929: 1839: 1819: 1795: 1766: 1692: 1621: 1588: 1555: 1498: 1444: 1388: 1325: 1263: 1166: 1104: 1030: 994: 812: 769: 690: 621: 590: 533: 503: 423: 270: 207: 165: 142: 140:{\displaystyle p_{i}} 3334: 3250: 3079:Shift of finite type 2856: 2813: 2778: 2725: 2638: 2566: 2548:{\displaystyle \mu } 2539: 2503: 2476: 2472:(any direct product 2444: 2411: 2379: 2316: 2230: 2207: 2179: 2094: 2049: 2023:{\displaystyle m=n,} 2005: 1981: 1961: 1941: 1851: 1828: 1808: 1777: 1701: 1630: 1597: 1564: 1507: 1461: 1397: 1341: 1307: 1193: 1127: 1055: 1006: 827: 702: 634: 606: 557: 518: 445: 285: 226: 162: 124: 3445:, Springer-Verlag, 3372:Ornstein, Donald S. 3223:. Springer-Verlag. 3067:Kakutani-equivalent 2375:for group elements 1999:triangle inequality 1295:Matches and metrics 278:as a shorthand for 112:may take on one of 3399:10.1007/BF02790325 3340: 3285:10.1007/BF02761426 3256: 3221:Probability Theory 2949: 2905: 2839: 2795: 2753: 2700: 2629:Kolmogorov entropy 2603: 2545: 2533:exponential object 2521: 2489: 2462: 2430: 2397: 2362: 2293: 2213: 2187: 2159: 2077: 2020: 1987: 1967: 1947: 1924: 1834: 1814: 1790: 1761: 1687: 1616: 1583: 1550: 1493: 1439: 1383: 1320: 1258: 1178:, and is called a 1161: 1099: 1025: 989: 807: 685: 616: 585: 528: 498: 418: 265: 202: 137: 103:stochastic process 3479:Symbolic dynamics 3343:{\displaystyle K} 3259:{\displaystyle K} 3230:978-1-84800-047-6 3061:Loosely Bernoulli 3016:Sinai's billiards 2968:symbolic dynamics 2964:dynamical systems 2880: 2715:Cartesian product 2531:, as this is the 2216:{\displaystyle G} 1990:{\displaystyle B} 1970:{\displaystyle A} 1950:{\displaystyle M} 1922: 1862: 1837:{\displaystyle B} 1817:{\displaystyle A} 1788: 1318: 1277:Bernoulli process 1120:. The quadruplet 695:, its measure is 437:Bernoulli measure 52:dynamical systems 48:symbolic dynamics 44:Bernoulli process 16:(Redirected from 3486: 3453: 3439: 3433: 3432: 3430: 3410: 3404: 3403: 3401: 3368: 3362: 3361: 3349: 3347: 3346: 3341: 3325: 3319: 3312: 3306: 3296: 3290: 3289: 3287: 3265: 3263: 3262: 3257: 3241: 3235: 3234: 3216: 3210: 3209: 3192: 3186: 3185: 3183: 3158:Ornstein, Donald 3154: 3145: 3140:Pierre Gaspard, 3138: 3132: 3118: 3112: 3105: 2958: 2956: 2955: 2950: 2942: 2919: 2904: 2903: 2892: 2873: 2872: 2871: 2848: 2846: 2845: 2840: 2829: 2804: 2802: 2801: 2796: 2788: 2769:relative entropy 2762: 2760: 2759: 2754: 2743: 2742: 2709: 2707: 2706: 2701: 2696: 2695: 2680: 2679: 2669: 2664: 2612: 2610: 2609: 2604: 2555:is taken as the 2554: 2552: 2551: 2546: 2530: 2528: 2527: 2524:{\displaystyle } 2522: 2498: 2496: 2495: 2490: 2488: 2487: 2471: 2469: 2468: 2463: 2439: 2437: 2436: 2431: 2429: 2428: 2406: 2404: 2403: 2398: 2371: 2369: 2368: 2363: 2355: 2354: 2302: 2300: 2299: 2294: 2292: 2291: 2276: 2275: 2248: 2247: 2222: 2220: 2219: 2214: 2196: 2194: 2193: 2188: 2186: 2168: 2166: 2165: 2160: 2158: 2157: 2156: 2140: 2139: 2112: 2111: 2086: 2084: 2083: 2078: 2067: 2066: 2029: 2027: 2026: 2021: 1996: 1994: 1993: 1988: 1976: 1974: 1973: 1968: 1956: 1954: 1953: 1948: 1933: 1931: 1930: 1925: 1923: 1921: 1910: 1909: 1901: 1889: 1863: 1855: 1843: 1841: 1840: 1835: 1823: 1821: 1820: 1815: 1799: 1797: 1796: 1791: 1789: 1781: 1770: 1768: 1767: 1762: 1751: 1750: 1732: 1731: 1719: 1718: 1696: 1694: 1693: 1688: 1680: 1679: 1661: 1660: 1648: 1647: 1625: 1623: 1622: 1617: 1612: 1611: 1592: 1590: 1589: 1584: 1579: 1578: 1559: 1557: 1556: 1551: 1546: 1545: 1544: 1543: 1526: 1525: 1524: 1523: 1502: 1500: 1499: 1494: 1489: 1488: 1476: 1475: 1448: 1446: 1445: 1440: 1438: 1437: 1425: 1424: 1415: 1414: 1392: 1390: 1389: 1384: 1382: 1381: 1369: 1368: 1359: 1358: 1329: 1327: 1326: 1321: 1319: 1311: 1301:Hamming distance 1285:adjacency matrix 1267: 1265: 1264: 1259: 1251: 1250: 1232: 1231: 1180:Bernoulli scheme 1170: 1168: 1167: 1162: 1145: 1144: 1108: 1106: 1105: 1100: 1095: 1094: 1073: 1072: 1039:dynamical system 1034: 1032: 1031: 1026: 1021: 1020: 998: 996: 995: 990: 985: 984: 972: 971: 953: 952: 940: 939: 927: 926: 914: 913: 901: 890: 886: 882: 881: 863: 862: 850: 849: 816: 814: 813: 808: 806: 805: 804: 803: 788: 783: 765: 761: 757: 756: 738: 737: 725: 724: 694: 692: 691: 688:{\displaystyle } 686: 681: 680: 662: 661: 649: 648: 625: 623: 622: 617: 615: 614: 594: 592: 591: 586: 575: 574: 537: 535: 534: 529: 527: 526: 507: 505: 504: 499: 497: 496: 495: 485: 484: 466: 465: 427: 425: 424: 419: 411: 372: 371: 350: 349: 337: 336: 324: 323: 274: 272: 271: 266: 264: 263: 262: 211: 209: 208: 203: 195: 194: 184: 179: 146: 144: 143: 138: 136: 135: 72:Markov partition 36:Bernoulli scheme 21: 3494: 3493: 3489: 3488: 3487: 3485: 3484: 3483: 3459: 3458: 3457: 3456: 3440: 3436: 3411: 3407: 3376:Weiss, Benjamin 3369: 3365: 3335: 3332: 3331: 3326: 3322: 3313: 3309: 3297: 3293: 3251: 3248: 3247: 3242: 3238: 3231: 3217: 3213: 3193: 3189: 3155: 3148: 3139: 3135: 3119: 3115: 3106: 3102: 3097: 3075: 3063: 3055:Bernoulli shift 3037:An invertible, 3035: 2977: 2935: 2912: 2896: 2885: 2884: 2864: 2863: 2859: 2857: 2854: 2853: 2822: 2814: 2811: 2810: 2781: 2779: 2776: 2775: 2738: 2737: 2726: 2723: 2722: 2691: 2687: 2675: 2671: 2665: 2654: 2639: 2636: 2635: 2622: 2567: 2564: 2563: 2540: 2537: 2536: 2535:). The measure 2504: 2501: 2500: 2483: 2479: 2477: 2474: 2473: 2445: 2442: 2441: 2424: 2420: 2412: 2409: 2408: 2380: 2377: 2376: 2347: 2343: 2317: 2314: 2313: 2287: 2283: 2271: 2270: 2243: 2242: 2231: 2228: 2227: 2208: 2205: 2204: 2182: 2180: 2177: 2176: 2152: 2151: 2147: 2135: 2134: 2107: 2106: 2095: 2092: 2091: 2062: 2061: 2050: 2047: 2046: 2036: 2034:Generalizations 2006: 2003: 2002: 1982: 1979: 1978: 1962: 1959: 1958: 1942: 1939: 1938: 1911: 1905: 1897: 1890: 1888: 1854: 1852: 1849: 1848: 1829: 1826: 1825: 1809: 1806: 1805: 1780: 1778: 1775: 1774: 1746: 1742: 1727: 1723: 1714: 1710: 1702: 1699: 1698: 1675: 1671: 1656: 1652: 1643: 1639: 1631: 1628: 1627: 1607: 1603: 1598: 1595: 1594: 1574: 1570: 1565: 1562: 1561: 1539: 1535: 1534: 1530: 1519: 1515: 1514: 1510: 1508: 1505: 1504: 1484: 1480: 1471: 1467: 1462: 1459: 1458: 1433: 1429: 1420: 1416: 1410: 1406: 1398: 1395: 1394: 1377: 1373: 1364: 1360: 1354: 1350: 1342: 1339: 1338: 1310: 1308: 1305: 1304: 1297: 1246: 1242: 1227: 1223: 1194: 1191: 1190: 1184:Bernoulli shift 1140: 1139: 1128: 1125: 1124: 1084: 1080: 1068: 1064: 1056: 1053: 1052: 1016: 1012: 1007: 1004: 1003: 980: 976: 967: 963: 948: 944: 935: 931: 922: 918: 909: 905: 894: 877: 873: 858: 854: 845: 841: 837: 833: 828: 825: 824: 799: 795: 794: 790: 784: 773: 752: 748: 733: 729: 720: 716: 712: 708: 703: 700: 699: 676: 672: 657: 653: 644: 640: 635: 632: 631: 610: 609: 607: 604: 603: 570: 569: 558: 555: 554: 522: 521: 519: 516: 515: 491: 490: 486: 480: 476: 461: 457: 446: 443: 442: 431:The associated 407: 367: 363: 345: 341: 332: 328: 316: 312: 286: 283: 282: 258: 257: 253: 227: 224: 223: 190: 186: 180: 169: 163: 160: 159: 131: 127: 125: 122: 121: 110:random variable 96: 68:smooth manifold 56:Axiom A systems 40:Bernoulli shift 28: 23: 22: 15: 12: 11: 5: 3492: 3482: 3481: 3476: 3474:Ergodic theory 3471: 3455: 3454: 3434: 3405: 3363: 3339: 3320: 3307: 3305:, pp. 768–771. 3291: 3255: 3236: 3229: 3211: 3187: 3146: 3133: 3113: 3099: 3098: 3096: 3093: 3092: 3091: 3086: 3081: 3074: 3071: 3062: 3059: 3034: 3031: 3027:amenable group 2976: 2973: 2960: 2959: 2948: 2945: 2941: 2938: 2934: 2931: 2928: 2925: 2922: 2918: 2915: 2911: 2908: 2902: 2899: 2895: 2891: 2888: 2883: 2879: 2876: 2870: 2867: 2862: 2838: 2835: 2832: 2828: 2825: 2821: 2818: 2794: 2791: 2787: 2784: 2752: 2749: 2746: 2741: 2736: 2733: 2730: 2711: 2710: 2699: 2694: 2690: 2686: 2683: 2678: 2674: 2668: 2663: 2660: 2657: 2653: 2649: 2646: 2643: 2621: 2618: 2614: 2613: 2601: 2598: 2595: 2592: 2589: 2586: 2583: 2580: 2577: 2574: 2571: 2544: 2520: 2517: 2514: 2511: 2508: 2486: 2482: 2461: 2458: 2455: 2452: 2449: 2427: 2423: 2419: 2416: 2396: 2393: 2390: 2387: 2384: 2373: 2372: 2361: 2358: 2353: 2350: 2346: 2342: 2339: 2336: 2333: 2330: 2327: 2324: 2321: 2304: 2303: 2290: 2286: 2282: 2279: 2274: 2269: 2266: 2263: 2260: 2257: 2254: 2251: 2246: 2241: 2238: 2235: 2212: 2202:discrete group 2185: 2170: 2169: 2155: 2150: 2146: 2143: 2138: 2133: 2130: 2127: 2124: 2121: 2118: 2115: 2110: 2105: 2102: 2099: 2076: 2073: 2070: 2065: 2060: 2057: 2054: 2040:direct product 2035: 2032: 2019: 2016: 2013: 2010: 1986: 1966: 1946: 1935: 1934: 1920: 1917: 1914: 1908: 1904: 1900: 1896: 1893: 1887: 1884: 1881: 1878: 1875: 1872: 1869: 1866: 1861: 1858: 1833: 1813: 1787: 1784: 1760: 1757: 1754: 1749: 1745: 1741: 1738: 1735: 1730: 1726: 1722: 1717: 1713: 1709: 1706: 1686: 1683: 1678: 1674: 1670: 1667: 1664: 1659: 1655: 1651: 1646: 1642: 1638: 1635: 1615: 1610: 1606: 1602: 1582: 1577: 1573: 1569: 1549: 1542: 1538: 1533: 1529: 1522: 1518: 1513: 1492: 1487: 1483: 1479: 1474: 1470: 1466: 1453:is a sequence 1436: 1432: 1428: 1423: 1419: 1413: 1409: 1405: 1402: 1380: 1376: 1372: 1367: 1363: 1357: 1353: 1349: 1346: 1332:string matches 1317: 1314: 1296: 1293: 1269: 1268: 1257: 1254: 1249: 1245: 1241: 1238: 1235: 1230: 1226: 1222: 1219: 1216: 1213: 1210: 1207: 1204: 1201: 1198: 1172: 1171: 1160: 1157: 1154: 1151: 1148: 1143: 1138: 1135: 1132: 1110: 1109: 1098: 1093: 1090: 1087: 1083: 1079: 1076: 1071: 1067: 1063: 1060: 1043:shift operator 1024: 1019: 1015: 1011: 1000: 999: 988: 983: 979: 975: 970: 966: 962: 959: 956: 951: 947: 943: 938: 934: 930: 925: 921: 917: 912: 908: 904: 900: 897: 893: 889: 885: 880: 876: 872: 869: 866: 861: 857: 853: 848: 844: 840: 836: 832: 818: 817: 802: 798: 793: 787: 782: 779: 776: 772: 768: 764: 760: 755: 751: 747: 744: 741: 736: 732: 728: 723: 719: 715: 711: 707: 684: 679: 675: 671: 668: 665: 660: 656: 652: 647: 643: 639: 613: 602:. A basis of 596: 595: 584: 581: 578: 573: 568: 565: 562: 544:direct product 525: 513:σ-algebra 509: 508: 494: 489: 483: 479: 475: 472: 469: 464: 460: 456: 453: 450: 435:is called the 429: 428: 417: 414: 410: 406: 403: 400: 396: 393: 390: 387: 384: 381: 378: 375: 370: 366: 362: 359: 356: 353: 348: 344: 340: 335: 331: 327: 322: 319: 315: 311: 308: 305: 302: 299: 296: 293: 290: 276: 275: 261: 256: 252: 249: 246: 243: 240: 237: 234: 231: 213: 212: 201: 198: 193: 189: 183: 178: 175: 172: 168: 134: 130: 95: 92: 80:shift operator 26: 9: 6: 4: 3: 2: 3491: 3480: 3477: 3475: 3472: 3470: 3469:Markov models 3467: 3466: 3464: 3452: 3451:0-387-90599-5 3448: 3444: 3438: 3429: 3424: 3420: 3416: 3409: 3400: 3395: 3391: 3387: 3386: 3381: 3377: 3373: 3367: 3359: 3355: 3351: 3337: 3324: 3317: 3311: 3304: 3301: 3295: 3286: 3281: 3277: 3273: 3272: 3267: 3253: 3240: 3232: 3226: 3222: 3215: 3208: 3204: 3203: 3198: 3191: 3182: 3177: 3173: 3169: 3168: 3163: 3159: 3153: 3151: 3143: 3137: 3131: 3130:0-19-853390-X 3127: 3123: 3117: 3110: 3104: 3100: 3090: 3087: 3085: 3082: 3080: 3077: 3076: 3070: 3068: 3058: 3056: 3052: 3048: 3044: 3040: 3030: 3028: 3024: 3019: 3017: 3013: 3009: 3008:Markov chains 3005: 3001: 2997: 2992: 2990: 2986: 2982: 2972: 2969: 2965: 2946: 2939: 2936: 2929: 2926: 2923: 2916: 2913: 2906: 2900: 2897: 2893: 2889: 2886: 2881: 2877: 2874: 2868: 2865: 2860: 2852: 2851: 2850: 2836: 2833: 2826: 2823: 2816: 2808: 2792: 2789: 2785: 2782: 2774: 2770: 2766: 2747: 2744: 2734: 2731: 2720: 2716: 2697: 2692: 2688: 2684: 2681: 2676: 2672: 2666: 2661: 2658: 2655: 2651: 2647: 2644: 2641: 2634: 2633: 2632: 2630: 2626: 2617: 2599: 2593: 2587: 2584: 2578: 2575: 2569: 2562: 2561: 2560: 2558: 2542: 2534: 2515: 2509: 2484: 2480: 2459: 2453: 2450: 2447: 2425: 2421: 2417: 2414: 2394: 2391: 2388: 2385: 2382: 2356: 2351: 2348: 2344: 2337: 2334: 2328: 2322: 2319: 2312: 2311: 2310: 2309: 2288: 2280: 2277: 2267: 2264: 2258: 2252: 2249: 2239: 2236: 2226: 2225: 2224: 2210: 2203: 2200: 2173: 2144: 2141: 2131: 2128: 2122: 2116: 2113: 2103: 2100: 2090: 2089: 2088: 2071: 2068: 2058: 2055: 2045: 2041: 2031: 2017: 2014: 2011: 2008: 2000: 1984: 1964: 1944: 1918: 1915: 1912: 1902: 1891: 1885: 1882: 1879: 1873: 1870: 1867: 1856: 1847: 1846: 1845: 1831: 1811: 1803: 1782: 1771: 1758: 1755: 1752: 1747: 1743: 1739: 1736: 1733: 1728: 1724: 1720: 1715: 1711: 1707: 1704: 1697:and likewise 1684: 1681: 1676: 1672: 1668: 1665: 1662: 1657: 1653: 1649: 1644: 1640: 1636: 1633: 1626:are ordered: 1608: 1604: 1575: 1571: 1547: 1540: 1536: 1531: 1527: 1520: 1516: 1511: 1485: 1481: 1477: 1472: 1468: 1456: 1452: 1434: 1430: 1426: 1421: 1417: 1411: 1407: 1403: 1400: 1378: 1374: 1370: 1365: 1361: 1355: 1351: 1347: 1344: 1335: 1333: 1312: 1302: 1292: 1290: 1286: 1282: 1278: 1274: 1255: 1247: 1243: 1239: 1236: 1233: 1228: 1224: 1217: 1214: 1211: 1205: 1199: 1196: 1189: 1188: 1187: 1185: 1181: 1177: 1155: 1152: 1149: 1146: 1136: 1133: 1123: 1122: 1121: 1119: 1115: 1096: 1091: 1088: 1085: 1081: 1077: 1069: 1065: 1058: 1051: 1050: 1049: 1047: 1044: 1040: 1035: 1017: 1013: 981: 977: 973: 968: 964: 960: 957: 954: 949: 945: 941: 936: 932: 928: 923: 919: 915: 910: 906: 891: 887: 878: 874: 870: 867: 864: 859: 855: 851: 846: 842: 834: 830: 823: 822: 821: 800: 796: 791: 785: 780: 777: 774: 770: 766: 762: 753: 749: 745: 742: 739: 734: 730: 726: 721: 717: 709: 705: 698: 697: 696: 677: 673: 669: 666: 663: 658: 654: 650: 645: 641: 629: 628:cylinder sets 601: 600:measure space 579: 576: 566: 563: 553: 552: 551: 549: 545: 541: 514: 481: 477: 473: 470: 467: 462: 458: 451: 448: 441: 440: 439: 438: 434: 415: 404: 401: 391: 388: 385: 382: 379: 373: 368: 364: 360: 354: 351: 346: 342: 338: 333: 329: 325: 320: 317: 313: 309: 306: 300: 297: 291: 288: 281: 280: 279: 250: 247: 244: 241: 238: 232: 229: 222: 221: 220: 218: 199: 196: 191: 187: 181: 176: 173: 170: 166: 158: 157: 156: 154: 150: 132: 128: 119: 115: 111: 108: 104: 101: 100:discrete-time 91: 89: 85: 81: 77: 73: 69: 65: 61: 57: 53: 49: 45: 41: 37: 33: 19: 3442: 3437: 3418: 3414: 3408: 3389: 3383: 3366: 3360:: 4263–4280. 3357: 3353: 3323: 3310: 3302: 3299: 3294: 3278:(1): 16–38. 3275: 3269: 3239: 3220: 3214: 3200: 3190: 3171: 3165: 3141: 3136: 3121: 3116: 3108: 3107:P. Shields, 3103: 3084:Markov chain 3064: 3046: 3036: 3022: 3020: 3012:Anosov flows 2993: 2978: 2961: 2809:, such that 2806: 2805:of the base 2764: 2712: 2623: 2615: 2557:Haar measure 2374: 2308:group action 2305: 2174: 2171: 2037: 1936: 1801: 1772: 1454: 1450: 1336: 1331: 1298: 1281:Markov shift 1272: 1270: 1183: 1179: 1173: 1113: 1111: 1045: 1036: 1001: 819: 597: 547: 539: 510: 436: 430: 277: 217:sample space 214: 152: 148: 117: 113: 97: 75: 58:) exhibit a 39: 35: 29: 3174:: 337–352. 2223:, so that 107:independent 105:where each 74:. The term 32:mathematics 3463:Categories 3095:References 3051:isomorphic 2985:isomorphic 2620:Properties 2001:only when 94:Definition 90:is equal. 64:Cantor set 3428:1103.4424 3421:: 67–78. 3392:: 1–141. 3207:EMS Press 3049:if it is 3006:, finite 2930:ν 2927:⁡ 2907:ν 2894:∈ 2882:∑ 2878:− 2817:ν 2790:⊂ 2773:partition 2748:ν 2685:⁡ 2652:∑ 2648:− 2625:Ya. Sinai 2588:μ 2570:μ 2543:μ 2513:→ 2457:→ 2418:∈ 2392:∈ 2349:− 2281:ν 2253:μ 2199:countable 2145:ν 2117:μ 2072:ν 1886:− 1860:¯ 1786:¯ 1753:≤ 1737:⋯ 1708:≤ 1682:≤ 1666:⋯ 1637:≤ 1457:of pairs 1427:⋯ 1371:⋯ 1316:¯ 1237:… 1150:μ 958:… 868:… 831:μ 771:∏ 743:… 706:μ 667:… 580:μ 471:… 449:μ 405:∈ 399:∀ 386:… 374:∈ 355:… 318:− 307:… 245:… 167:∑ 3378:(1987). 3160:(1970). 3073:See also 2940:′ 2917:′ 2901:′ 2890:′ 2869:′ 2827:′ 2786:′ 1957:between 1804:between 1802:distance 60:repellor 626:is the 433:measure 147:, with 88:entropy 3449:  3227:  3128:  3014:, and 1289:clique 1048:where 155:, and 66:and a 34:, the 3423:arXiv 3246:"New 3053:to a 3041:of a 2197:by a 1451:match 1182:or a 1174:is a 1116:is a 598:is a 76:shift 3447:ISBN 3225:ISBN 3126:ISBN 2979:The 2765:i.e. 2407:and 1977:and 1824:and 1773:The 1740:< 1734:< 1721:< 1669:< 1663:< 1650:< 1593:and 1393:and 1337:Let 1299:The 1271:The 511:The 215:The 3419:567 3394:doi 3358:351 3330:"A 3303:124 3280:doi 3176:doi 2924:log 2682:log 1895:sup 1844:is 538:on 38:or 30:In 3465:: 3417:. 3390:48 3388:. 3382:. 3374:; 3356:. 3352:. 3276:24 3274:. 3268:. 3205:, 3199:, 3170:. 3164:. 3149:^ 3057:. 3029:. 3010:, 3002:, 1334:. 1291:. 200:1. 3431:. 3425:: 3402:. 3396:: 3338:K 3318:" 3288:. 3282:: 3254:K 3233:. 3184:. 3178:: 3172:4 3023:G 2947:. 2944:) 2937:y 2933:( 2921:) 2914:y 2910:( 2898:Y 2887:y 2875:= 2866:Y 2861:H 2837:1 2834:= 2831:) 2824:Y 2820:( 2807:Y 2793:Y 2783:Y 2763:( 2751:) 2745:, 2740:B 2735:, 2732:Y 2729:( 2698:. 2693:i 2689:p 2677:i 2673:p 2667:N 2662:1 2659:= 2656:i 2645:= 2642:H 2600:. 2597:) 2594:x 2591:( 2585:= 2582:) 2579:x 2576:g 2573:( 2519:] 2516:Y 2510:G 2507:[ 2485:G 2481:Y 2460:Y 2454:G 2451:: 2448:x 2426:G 2422:Y 2415:x 2395:G 2389:g 2386:, 2383:f 2360:) 2357:f 2352:1 2345:g 2341:( 2338:x 2335:= 2332:) 2329:f 2326:( 2323:x 2320:g 2289:G 2285:) 2278:, 2273:B 2268:, 2265:Y 2262:( 2259:= 2256:) 2250:, 2245:A 2240:, 2237:X 2234:( 2211:G 2184:Z 2154:Z 2149:) 2142:, 2137:B 2132:, 2129:Y 2126:( 2123:= 2120:) 2114:, 2109:A 2104:, 2101:X 2098:( 2075:) 2069:, 2064:B 2059:, 2056:Y 2053:( 2018:, 2015:n 2012:= 2009:m 1985:B 1965:A 1945:M 1919:n 1916:+ 1913:m 1907:| 1903:M 1899:| 1892:2 1883:1 1880:= 1877:) 1874:B 1871:, 1868:A 1865:( 1857:f 1832:B 1812:A 1800:- 1783:f 1759:. 1756:n 1748:r 1744:j 1729:2 1725:j 1716:1 1712:j 1705:1 1685:m 1677:r 1673:i 1658:2 1654:i 1645:1 1641:i 1634:1 1614:) 1609:k 1605:j 1601:( 1581:) 1576:k 1572:i 1568:( 1548:, 1541:k 1537:j 1532:b 1528:= 1521:k 1517:i 1512:a 1491:) 1486:k 1482:j 1478:, 1473:k 1469:i 1465:( 1455:M 1435:n 1431:b 1422:2 1418:b 1412:1 1408:b 1404:= 1401:B 1379:m 1375:a 1366:2 1362:a 1356:1 1352:a 1348:= 1345:A 1313:f 1273:N 1256:. 1253:) 1248:N 1244:p 1240:, 1234:, 1229:1 1225:p 1221:( 1218:S 1215:B 1212:= 1209:) 1206:p 1203:( 1200:S 1197:B 1159:) 1156:T 1153:, 1147:, 1142:A 1137:, 1134:X 1131:( 1114:T 1097:. 1092:1 1089:+ 1086:k 1082:x 1078:= 1075:) 1070:k 1066:x 1062:( 1059:T 1046:T 1023:} 1018:k 1014:X 1010:{ 987:) 982:n 978:x 974:= 969:n 965:X 961:, 955:, 950:1 946:x 942:= 937:1 933:X 929:, 924:0 920:x 916:= 911:0 907:X 903:( 899:r 896:P 892:= 888:) 884:] 879:n 875:x 871:, 865:, 860:1 856:x 852:, 847:0 843:x 839:[ 835:( 801:i 797:x 792:p 786:n 781:0 778:= 775:i 767:= 763:) 759:] 754:n 750:x 746:, 740:, 735:1 731:x 727:, 722:0 718:x 714:[ 710:( 683:] 678:n 674:x 670:, 664:, 659:1 655:x 651:, 646:0 642:x 638:[ 612:A 583:) 577:, 572:A 567:, 564:X 561:( 548:N 540:X 524:A 493:Z 488:} 482:N 478:p 474:, 468:, 463:1 459:p 455:{ 452:= 416:. 413:} 409:Z 402:k 395:} 392:N 389:, 383:, 380:1 377:{ 369:k 365:x 361:: 358:) 352:, 347:1 343:x 339:, 334:0 330:x 326:, 321:1 314:x 310:, 304:( 301:= 298:x 295:{ 292:= 289:X 260:Z 255:} 251:N 248:, 242:, 239:1 236:{ 233:= 230:X 197:= 192:i 188:p 182:N 177:1 174:= 171:i 153:N 149:i 133:i 129:p 118:i 114:N 20:)

Index

Bernoulli automorphism
mathematics
Bernoulli process
symbolic dynamics
dynamical systems
Axiom A systems
repellor
Cantor set
smooth manifold
Markov partition
shift operator
Ornstein isomorphism theorem
entropy
discrete-time
stochastic process
independent
random variable
sample space
measure
σ-algebra
direct product
measure space
cylinder sets
dynamical system
shift operator
measure-preserving transformation
measure-preserving dynamical system
Bernoulli process
Markov shift
adjacency matrix

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.