独立过程之积的熵率
动力系统
2021-07-20 v2 概率论
摘要
我们研究了经典Furstenberg滤波问题的乘法版本,其中考虑的不再是和而是积(与为双侧、实值、有限值、平稳独立过程,取值于)。我们给出了的公式。作为推论,我们证明了若且,则只要不是双侧确定性的、是遍历的且首次回到能以正概率任意迟地发生,就有(从而无法从中滤出)。另一方面,若几乎必然地沿一固定差的无穷算术级数访问(其间可能另有访问),则我们可找到非双侧确定性的使得。作为推论,-自由系统是邻近的,当且仅当对任意对应于正熵非双侧确定性过程的总有熵降。这些结果部分解决了关于-自由系统不变测度的一些公开问题。
引用
@article{arxiv.2004.07648,
title = {Entropy rate of product of independent processes},
author = {Joanna Kułaga-Przymus and Michał Lemańczyk},
journal= {arXiv preprint arXiv:2004.07648},
year = {2021}
}
备注
25 pages. The paper has been restructured. Main changes: relevant comments on other results on filtering a signal were added, the main technical formula is now stated (and proved) in a stronger form than before, which results in more applications, in particular, new results on B-free systems were added