The ergodic theory of discrete sample paths:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Providence, RI
American Math. Soc.
1996
|
| Series: | Graduate studies in mathematics
13 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XI, 249 S. |
| ISBN: | 0821804774 |
Staff View
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| 245 | 1 | 0 | |a The ergodic theory of discrete sample paths |c Paul C. Shields |
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Record in the Search Index
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| adam_text | Contents
Preface ix
I Basic concepts. 1
1.1 Stationary processes 1
1.2 The ergodic theory model 13
1.3 The ergodic theorem 33
1.4 Frequencies of finite blocks 43
1.5 The entropy theorem 51
1.6 Entropy as expected value . 56
1.7 Interpretations of entropy 66
1.8 Stationary coding 79
1.9 Process topologies 87
1.10 Cutting and stacking 103
II Entropy related properties. 121
11.1 Entropy and coding 121
11.2 The Lempel Ziv algorithm 131
11.3 Empirical entropy 137
11.4 Partitions of sample paths 147
11.5 Entropy and recurrence times 154
HI Entropy for restricted classes. 165
ELI Rates of convergence 165
111.2 Entropy and joint distributions 174
111.3 The J admissibility problem 184
111.4 Blowing up properties 194
111.5 The waiting time problem 200
IV B processes. 211
IV.l Almost block independence 211
IV.2 The finitely determined property 221
IV.3 Other B process characterizations 232
Bibliography 239
Index 245
vii
|
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| id | DE-604.BV011220024 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:06:01Z |
| institution | BVB |
| isbn | 0821804774 |
| language | English |
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| physical | XI, 249 S. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | American Math. Soc. |
| record_format | marc |
| series | Graduate studies in mathematics |
| series2 | Graduate studies in mathematics |
| spelling | Shields, Paul C. Verfasser aut The ergodic theory of discrete sample paths Paul C. Shields Providence, RI American Math. Soc. 1996 XI, 249 S. txt rdacontent n rdamedia nc rdacarrier Graduate studies in mathematics 13 Ergodentheorie swd Ergodiciteit gtt Procesos estocásticos Transformaciones (Matemáticas) Ergodic theory Measure-preserving transformations Stochastic processes Graduate studies in mathematics 13 (DE-604)BV009739289 13 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007527557&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Shields, Paul C. The ergodic theory of discrete sample paths Graduate studies in mathematics Ergodentheorie swd Ergodiciteit gtt Procesos estocásticos Transformaciones (Matemáticas) Ergodic theory Measure-preserving transformations Stochastic processes |
| title | The ergodic theory of discrete sample paths |
| title_auth | The ergodic theory of discrete sample paths |
| title_exact_search | The ergodic theory of discrete sample paths |
| title_full | The ergodic theory of discrete sample paths Paul C. Shields |
| title_fullStr | The ergodic theory of discrete sample paths Paul C. Shields |
| title_full_unstemmed | The ergodic theory of discrete sample paths Paul C. Shields |
| title_short | The ergodic theory of discrete sample paths |
| title_sort | the ergodic theory of discrete sample paths |
| topic | Ergodentheorie swd Ergodiciteit gtt Procesos estocásticos Transformaciones (Matemáticas) Ergodic theory Measure-preserving transformations Stochastic processes |
| topic_facet | Ergodentheorie Ergodiciteit Procesos estocásticos Transformaciones (Matemáticas) Ergodic theory Measure-preserving transformations Stochastic processes |
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