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In [1] it is shown that recurrent neural networks (RNNs) can learn - in a metric entropy optimal manner - discrete time, linear time-invariant (LTI) systems. This is effected by comparing the number of bits needed to encode the…

Dynamical Systems · Mathematics 2022-11-29 Clemens Hutter , Thomas Allard , Helmut Bölcskei

We consider generalized definitions of mixing and exactness for random dynamical systems in terms of Markov operator cocycles. We first give six fundamental definitions of mixing for Markov operator cocycles in view of observations of the…

Dynamical Systems · Mathematics 2022-03-30 Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar Brownian motion $(B_t)_{t\ge 0}$ has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the…

Probability · Mathematics 2021-05-03 Elie Aïdékon , Yueyun Hu , Zhan Shi

We introduce a framework for obtaining tight mixing times for Markov chains based on what we call restricted modified log-Sobolev inequalities. Modified log-Sobolev inequalities (MLSI) quantify the rate of relative entropy contraction for…

Data Structures and Algorithms · Computer Science 2021-11-08 Nima Anari , Vishesh Jain , Frederic Koehler , Huy Tuan Pham , Thuy-Duong Vuong

We characterize some major algorithmic randomness notions via differentiability of effective functions. (1) As the main result we show that a real number z in [0,1] is computably random if and only if each nondecreasing computable function…

Logic · Mathematics 2018-12-10 Vasco Brattka , Joseph S. Miller , André Nies

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Data Structures and Algorithms · Computer Science 2020-11-19 Markus Anders , Pascal Schweitzer

We survey some of the mechanisms used to prove that naturally defined sequences in combinatorics are log-concave. Among these mechanisms are Alexandrov's inequality for mixed discriminants, the Alexandrov Fenchel inequality for mixed…

Combinatorics · Mathematics 2024-04-17 Alan Yan

We prove the almost sure invariance principle with rate $o(n^{\varepsilon})$ for every $\varepsilon > 0$ for H\"older continuous observables on nonuniformly expanding and nonuniformly hyperbolic transformations with exponential tails.…

Dynamical Systems · Mathematics 2018-09-26 Alexey Korepanov

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

Comparison-based algorithms are algorithms for which the execution of each operation is solely based on the outcome of a series of comparisons between elements. Comparison-based computations can be naturally represented via the following…

Data Structures and Algorithms · Computer Science 2020-11-17 Michel Schellekens

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

We continue the investigation of algorithmically random functions and closed sets, and in particular the connection with the notion of capacity. We study notions of random continuous functions given in terms of a family of computable…

Logic · Mathematics 2015-03-24 Douglas Cenzer , Christopher P. Porter

A fruitful way of obtaining meaningful, possibly concrete, algorithmically random numbers is to consider a potential behaviour of a Turing machine and its probability with respect to a measure (or semi-measure) on the input space of binary…

Computational Complexity · Computer Science 2017-06-13 George Barmpalias , Douglas Cenzer , Christopher P. Porter

Introduced by Lu and Yau (CMP, 1993), the martingale decomposition method is a powerful recursive strategy that has produced sharp log-Sobolev inequalities for homogeneous particle systems. However, the intractability of certain covariance…

Probability · Mathematics 2019-03-05 Jonathan Hermon , Justin Salez

Measure-theoretic slow entropy is a more refined invariant than the classical measure-theoretic entropy to characterize the complexity of dynamical systems with subexponential growth rates of distinguishable orbit types. In this paper we…

Dynamical Systems · Mathematics 2021-09-20 Shilpak Banerjee , Philipp Kunde , Daren Wei

In the general context of computable metric spaces and computable measures we prove a kind of constructive Borel-Cantelli lemma: given a sequence (constructive in some way) of sets $A_{i}$ with effectively summable measures, there are…

Classical Analysis and ODEs · Mathematics 2008-06-30 Stefano Galatolo , Mathieu Hoyrup , Cristobal Rojas

Given a small random sample of $n$-bit strings labeled by an unknown Boolean function, which properties of this function can be tested computationally efficiently? We show an equivalence between properties that are efficiently testable from…

Computational Complexity · Computer Science 2026-04-07 Cynthia Dwork , Pranay Tankala

A pseudorandom point in an ergodic dynamical system over a computable metric space is a point which is computable but its dynamics has the same statistical behavior as a typical point of the system. It was proved in [Avigad et al. 2010,…

Numerical Analysis · Computer Science 2010-06-03 Stefano Galatolo , Mathieu Hoyrup , Cristóbal Rojas

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

In 1989 we proposed to employ Vandermonde and Hankel multipliers to transform into each other the matrix structures of Toeplitz, Hankel, Vandermonde and Cauchy types as a means of extending any successful algorithm for the inversion of…

Numerical Analysis · Mathematics 2013-03-05 Victor Y. Pan