Related papers: A note on Furstenberg's filtering problem

Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…

Von Neumann's original proof of the ergodic theorem is revisited. A uniform convergence rate is established under the assumption that one can control the density of the spectrum of the underlying self-adjoint operator when restricted to…

We prove that under H\"ormander's type conditions on the coefficients of the unobservable component of a partially observable diffusion process the filtering density is infinitely differentiable and can be represented as the integral of an…

We study the strong predictable representation property in filtrations initially enlarged with a random variable L. We prove that the strong predictable representation property can always be transferred to the enlarged filtration as long as…

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

We will show that the sequence appearing in the double recurrence theorem is a good universal weight for the Furstenberg averages. That is, given a system $(X, \mathcal{F}, \mu, T)$ and bounded functions $f_1, f_2 \in L^\infty(\mu)$, there…

We show that given any tiling of Euclidean space, any geometric patterns of points, we can find a patch of tiles (of arbitrarily large size) so that copies of this patch appear in the tiling nearly centered on a scaled and translated…

In this paper, we extend the generalized Wiener-Wintner Theorem built by Host and Kra to the multilinear case under the hypothesis of pointwise convergence of multilinear ergodic averages. In particular, we have the following result: Let…

Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…

Heisenberg's uncertainty principle provides a fundamental limitation on an observer's ability to simultaneously predict the outcome when one of two measurements is performed on a quantum system. However, if the observer has access to a…

This paper investigates what can be inferred about an arbitrary continuous probability distribution from a finite sample of $N$ observations drawn from it. The central finding is that the $N$ sorted sample points partition the real line…

By juxtaposing ideas from fractal geometry and dynamical systems, Furstenberg proposed a series of conjectures in the late 1960's that explore the relationship between digit expansions with respect to multiplicatively independent bases. In…

The slope filtration theorem gives a partial analogue of the eigenspace decomposition of a linear transformation, for a Frobenius-semilinear endomorphism of a finite free module over the Robba ring (the ring of germs of rigid analytic…

We compare self-joining- and embeddability properties. In particular, we prove that a measure preserving flow $(T_t)_{t\in\mathbb{R}}$ with $T_1$ ergodic is 2-fold quasi-simple (2-fold distally simple) if and only if $T_1$ is 2-fold…

Decompositional equivalence is the principle that there is no preferred decomposition of the universe into subsystems. It is shown here, by using simple thought experiments, that quantum theory follows from decompositional equivalence…

We generalize the logarithmic decomposition theorem of Deligne-Illusie to a filtered version. There are two applications. The easier one provides a mod $p$ proof for a vanishing theorem in characteristic zero. The deeper one gives rise to a…

This is an article written in a popular science style, in which I will explain: (1) the famous Heisenberg uncertainty principle, expressing the experimental incompatibility of certain properties of micro-physical entities; (2) the Compton…

A gem of classical probability, the Berry-Esseen theorem provides a non-asymptotic form of the central limit theorem. This note gives a friendly and intuitive exposition of the classical Fourier-analytic proof of Esseen's smoothing…

The goal of this paper is twofold. In addition to the results stated in the next paragraph, we present some classical results on absoluteness relevant to functional analysis that are well known to logicians but not nearly as well advertised…

We establish two ergodic theorems which have among their corollaries numerous classical results from multiplicative number theory, including the Prime Number Theorem, a theorem of Pillai-Selberg, a theorem of Erd\H{o}s-Delange, the mean…