منابع مشابه
Strong mixing property for STIT tessellations
The so-called STIT tessellations form the class of homogeneous (spatially stationary) tessellations of R which are stable under the nesting/iteration operation. In this paper, we establish the strong mixing property for these tessellations and give the optimal form of the rate of decay for the quantity |P(A ∩ Y = ∅, ThB ∩ Y = ∅) − P(A ∩ Y = ∅)P(B ∩ Y = ∅)| when A and B are two compact sets, h a...
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Résumé Nous prouvons le propriétés de grandes déviations (P.G.D.) pour les mesures empiriques en τ -topologie, dans les cas de suites stationnaires sous conditions de mélange α(n) exp(−n(log n)1+δ) pour certain δ > 0, ou φ(n) exp(−n`(n)) avec `(n)→∞. Les examples de châınes de Markov récurrentes au sense de Doeblin montrent que ces conditions ne permettrent pas de amélioration substantielle, et...
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The strong mixing property for a sequence of random variables is interesting in its own right. It is discussed that under what conditions the strong mixing property holds for linear stochastic processes and in particular ARMA processes. Then an example of Non-Strong mixing Autoregressive Processes is discussed here.
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The notion of an attractor is one of the basic concepts in the theory of dynamical systems. For deterministic systems this notion has been of importance since several decades. Since about fifteen years also attractors for stochastic systems have been taken under consideration. The crucial obstacle came from the fact that the classical approach, using the Markov property of individual solutions ...
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Using the Freese-McKenzie commutator theory for congruence modular varieties as the starting point, we develop commutator theory for the variety of loops. The fundamental theorem of congruence commutators for loops relates generators of the congruence commutator to generators of the total inner mapping group. We specialize the fundamental theorem into several varieties of loops, and also discus...
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ژورنال
عنوان ژورنال: Ergodic Theory and Dynamical Systems
سال: 2015
ISSN: 0143-3857,1469-4417
DOI: 10.1017/etds.2015.47