Measures of Maximal Entropy for Random Β-expansions
نویسنده
چکیده
Let β > 1 be a non-integer. We consider β-expansions of the form ∑∞ i=1 di βi , where the digits (di)i≥1 are generated by means of a random map Kβ defined on {0, 1}N× [0, bβc/(β − 1)]. We show that Kβ has a unique measure νβ of maximal entropy log(1 + bβc). Under this measure, the digits (di)i≥1 form a uniform Bernoulli process, and the projection of this measure on the second coordinate is an infinite convolution of Bernoulli measures. In case 1 has a finite greedy expansion with positive coefficients, the measure of maximal entropy is Markov. We also discuss the uniqueness of β-expansions.
منابع مشابه
Measures of maximal entropy
We extend the results of Walters on the uniqueness of invariant measures with maximal entropy on compact groups to an arbitrary locally compact group. We show that the maximal entropy is attained at the left Haar measure and the measure of maximal entropy is unique.
متن کاملMaximal-entropy random walk unifies centrality measures
This paper compares a number of centrality measures and several (dis-)similarity matrices with which they can be defined. These matrices, which are used among others in community detection methods, represent quantities connected to enumeration of paths on a graph and to random walks. Relationships between some of these matrices are derived in the paper. These relationships are inherited by the ...
متن کاملAsymptotic forms for hard and soft edge general β conditional gap probabilities
An infinite log-gas formalism, due to Dyson, and independently Fogler and Shklovskii, is applied to the computation of conditioned gap probabilities at the hard and soft edges of random matrix β-ensembles. The conditioning is that there are n eigenvalues in the gap, with n |t|, t denoting the end point of the gap. It is found that the entropy term in the formalism must be replaced by a term inv...
متن کاملSecond Order Moment Asymptotic Expansions for a Randomly Stopped and Standardized Sum
This paper establishes the first four moment expansions to the order o(a^−1) of S_{t_{a}}^{prime }/sqrt{t_{a}}, where S_{n}^{prime }=sum_{i=1}^{n}Y_{i} is a simple random walk with E(Yi) = 0, and ta is a stopping time given by t_{a}=inf left{ ngeq 1:n+S_{n}+zeta _{n}>aright} where S_{n}=sum_{i=1}^{n}X_{i} is another simple random walk with E(Xi) = 0, and {zeta _{n},ngeq 1} is a sequence of ran...
متن کاملOn the Paper “ Weak Convergence of Some Classes of Martingales with Jumps ”
This note extends some results of Nishiyama [Ann. Probab. 28 (2000) 685–712]. A maximal inequality for stochastic integrals with respect to integer-valued random measures which may have infinitely many jumps on compact time intervals is given. By using it, a tightness criterion is obtained; if the so-called quadratic modulus is bounded in probability and if a certain entropy condition on the pa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2003