Results 21 to 30 of about 353 (46)
A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains [PDF]
, 2010 We develop necessary and sufficient conditions for uniqueness of the invariant measure of the filtering process associated to an ergodic hidden Markov model in a finite or countable state space.
Chigansky, Pavel, van Handel, Ramon
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Computational and Mathematical BiophysicsInfectious illnesses like hepatitis place a heavy cost on global health, and precise mathematical models must be created in order to understand and manage them.
Aguegboh Nnaemeka S. +4 more
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The Limit Theorems for Transportation Networks [PDF]
, 2007 2000 Mathematics Subject Classi cation: 60K25 (primary); 60F05, 37A50 (secondary)The questions of ergodicity and of existence of explicit formulas for the stationary distribution are examined for various types of transportation networks which can be ...
G. Afanasieva, L., Sergeev, A.
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Invariant monotone coupling need not exist
, 2013 We show by example that there is a Cayley graph, having two invariant random subgraphs X and Y, such that there exists a monotone coupling between them in the sense that $X\subset Y$, although no such coupling can be invariant.
Mester, Péter
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On the exchange of intersection and supremum of sigma-fields in filtering theory
, 2011 We construct a stationary Markov process with trivial tail sigma-field and a nondegenerate observation process such that the corresponding nonlinear filtering process is not uniquely ergodic. This settles in the negative a conjecture of the author in the
A. Budhiraja +31 more
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Maharam extension and stationary stable processes
, 2012 We give a second look at stationary stable processes by interpreting the self-similar property at the level of the L\'evy measure as characteristic of a Maharam system.
Roy, Emmanuel
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Poisson suspensions and infinite ergodic theory
, 2008 We investigate ergodic theory of Poisson suspensions. In the process, we establish close connections between finite and infinite measure preserving ergodic theory.
Daley +5 more
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Correlation bound for distant parts of factor of IID processes
, 2016 We study factor of i.i.d. processes on the $d$-regular tree for $d \geq 3$. We show that if such a process is restricted to two distant connected subgraphs of the tree, then the two parts are basically uncorrelated.
Backhausz, Ágnes +3 more
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Poisson-Pinsker factor and infinite measure preserving group actions
, 2009 We solve the question of the existence of a Poisson-Pinsker factor for conservative ergodic infinite measure preserving action of a countable amenable group by proving the following dichotomy: either it has totally positive Poisson entropy (and is of ...
Roy, Emmanuel
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Extreme values for Benedicks-Carleson quadratic maps [PDF]
, 2010 We consider the quadratic family of maps given by $f_{a}(x)=1-a x^2$ with $x\in [-1,1]$, where $a$ is a Benedicks-Carleson parameter. For each of these chaotic dynamical systems we study the extreme value distribution of the stationary stochastic ...
Ana Cristina +3 more
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