An Introduction to Ergodic Theory

Author: Peter Walters

Publisher: Springer Science & Business Media

ISBN: 9780387951522

Category: Mathematics

Page: 250

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The first part of this introduction to ergodic theory addresses measure-preserving transformations of probability spaces and covers such topics as recurrence properties and the Birkhoff ergodic theorem. The second part focuses on the ergodic theory of continuous transformations of compact metrizable spaces. Several examples are detailed, and the final chapter outlines results and applications of ergodic theory to other branches of mathematics.
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Ergodic Theory

with a view towards Number Theory

Author: Manfred Einsiedler,Thomas Ward

Publisher: Springer Science & Business Media

ISBN: 9780857290212

Category: Mathematics

Page: 481

View: 2722

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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.
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An Introduction to Infinite Ergodic Theory

Author: Jon Aaronson

Publisher: American Mathematical Soc.

ISBN: 0821804944

Category: Mathematics

Page: 284

View: 7384

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Infinite ergodic theory is the study of measure preserving transformations of infinite measure spaces. The book focuses on properties specific to infinite measure preserving transformations. The work begins with an introduction to basic nonsingular ergodic theory, including recurrence behavior, existence of invariant measures, ergodic theorems, and spectral theory. A wide range of possible ``ergodic behavior'' is catalogued in the third chapter mainly according to the yardsticks of intrinsic normalizing constants, laws of large numbers, and return sequences. The rest of the book consists of illustrations of these phenomena, including Markov maps, inner functions, and cocycles and skew products. One chapter presents a start on the classification theory.
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Mathematics of Complexity and Dynamical Systems

Author: Robert A. Meyers

Publisher: Springer Science & Business Media

ISBN: 1461418054

Category: Mathematics

Page: 1858

View: 3967

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Mathematics of Complexity and Dynamical Systems is an authoritative reference to the basic tools and concepts of complexity, systems theory, and dynamical systems from the perspective of pure and applied mathematics. Complex systems are systems that comprise many interacting parts with the ability to generate a new quality of collective behavior through self-organization, e.g. the spontaneous formation of temporal, spatial or functional structures. These systems are often characterized by extreme sensitivity to initial conditions as well as emergent behavior that are not readily predictable or even completely deterministic. The more than 100 entries in this wide-ranging, single source work provide a comprehensive explication of the theory and applications of mathematical complexity, covering ergodic theory, fractals and multifractals, dynamical systems, perturbation theory, solitons, systems and control theory, and related topics. Mathematics of Complexity and Dynamical Systems is an essential reference for all those interested in mathematical complexity, from undergraduate and graduate students up through professional researchers.
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Ergodic Theory, Hyperbolic Dynamics and Dimension Theory

Author: Luís Barreira

Publisher: Springer Science & Business Media

ISBN: 3642280900

Category: Mathematics

Page: 290

View: 7788

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Over the last two decades, the dimension theory of dynamical systems has progressively developed into an independent and extremely active field of research. The main aim of this volume is to offer a unified, self-contained introduction to the interplay of these three main areas of research: ergodic theory, hyperbolic dynamics, and dimension theory. It starts with the basic notions of the first two topics and ends with a sufficiently high-level introduction to the third. Furthermore, it includes an introduction to the thermodynamic formalism, which is an important tool in dimension theory. The volume is primarily intended for graduate students interested in dynamical systems, as well as researchers in other areas who wish to learn about ergodic theory, thermodynamic formalism, or dimension theory of hyperbolic dynamics at an intermediate level in a sufficiently detailed manner. In particular, it can be used as a basis for graduate courses on any of these three subjects. The text can also be used for self-study: it is self-contained, and with the exception of some well-known basic facts from other areas, all statements include detailed proofs.
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Ergodic Theory

Author: Karl E. Petersen,Karl Petersen

Publisher: Cambridge University Press

ISBN: 9780521389976

Category: Mathematics

Page: 329

View: 9790

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The author presents the fundamentals of the ergodic theory of point transformations and several advanced topics of intense research. The study of dynamical systems forms a vast and rapidly developing field even when considering only activity whose methods derive mainly from measure theory and functional analysis. Each of the basic aspects of ergodic theory--examples, convergence theorems, recurrence properties, and entropy--receives a basic and a specialized treatment. The author's accessible style and the profusion of exercises, references, summaries, and historical remarks make this a useful book for graduate students or self study.
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An Introduction to Markov Processes

Author: Daniel W. Stroock

Publisher: Springer Science & Business Media

ISBN: 3642405231

Category: Mathematics

Page: 203

View: 4062

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This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm. The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.
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Classical Descriptive Set Theory

Author: Alexander Kechris

Publisher: Springer

ISBN: 0387943749

Category: Mathematics

Page: 404

View: 1980

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Descriptive set theory has been one of the main areas of research in set theory for almost a century. This text presents a largely balanced approach to the subject, which combines many elements of the different traditions. It includes a wide variety of examples, more than 400 exercises, and applications, in order to illustrate the general concepts and results of the theory.
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Infinite Ergodic Theory of Numbers

Author: Marc Kesseböhmer,Sara Munday,Bernd Otto Stratmann

Publisher: Walter de Gruyter GmbH & Co KG

ISBN: 3110439425

Category: Mathematics

Page: 204

View: 9465

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By connecting dynamical systems and number theory, this graduate textbook on ergodic theory acts as an introduction to a highly active area of mathematics, where a variety of strands of research open up. The text explores various concepts in infinite ergodic theory, always using continued fractions and other number-theoretic dynamical systems as illustrative examples. Contents: Preface Mathematical symbols Number-theoretical dynamical systems Basic ergodic theory Renewal theory and α-sum-level sets Infinite ergodic theory Applications of infinite ergodic theory Bibliography Index
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An Introduction to Measure-Theoretic Probability

Author: George G. Roussas

Publisher: Academic Press

ISBN: 0128002905

Category: Mathematics

Page: 426

View: 7756

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An Introduction to Measure-Theoretic Probability, Second Edition, employs a classical approach to teaching the basics of measure theoretic probability. This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas should be equipped with. This edition requires no prior knowledge of measure theory, covers all its topics in great detail, and includes one chapter on the basics of ergodic theory and one chapter on two cases of statistical estimation. Topics range from the basic properties of a measure to modes of convergence of a sequence of random variables and their relationships; the integral of a random variable and its basic properties; standard convergence theorems; standard moment and probability inequalities; the Hahn-Jordan Decomposition Theorem; the Lebesgue Decomposition T; conditional expectation and conditional probability; theory of characteristic functions; sequences of independent random variables; and ergodic theory. There is a considerable bend toward the way probability is actually used in statistical research, finance, and other academic and nonacademic applied pursuits. Extensive exercises and practical examples are included, and all proofs are presented in full detail. Complete and detailed solutions to all exercises are available to the instructors on the book companion site. This text will be a valuable resource for graduate students primarily in statistics, mathematics, electrical and computer engineering or other information sciences, as well as for those in mathematical economics/finance in the departments of economics. Provides in a concise, yet detailed way, the bulk of probabilistic tools essential to a student working toward an advanced degree in statistics, probability, and other related fields Includes extensive exercises and practical examples to make complex ideas of advanced probability accessible to graduate students in statistics, probability, and related fields All proofs presented in full detail and complete and detailed solutions to all exercises are available to the instructors on book companion site Considerable bend toward the way probability is used in statistics in non-mathematical settings in academic, research and corporate/finance pursuits.
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