Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Bernoulli process
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
===Bernoulli shift=== {{main article|Bernoulli scheme|Dyadic transformation}} One way to create a dynamical system out of the Bernoulli process is as a [[shift space]]. There is a natural translation symmetry on the product space <math>\Omega=2^\mathbb{N}</math> given by the [[shift operator]] :<math>T(X_0, X_1, X_2, \cdots) = (X_1, X_2, \cdots)</math> The Bernoulli measure, defined above, is translation-invariant; that is, given any cylinder set <math>\sigma\in\mathcal{B}</math>, one has :<math>P(T^{-1}(\sigma))=P(\sigma)</math> and thus the [[Bernoulli measure]] is a [[Haar measure]]; it is an [[invariant measure]] on the product space. Instead of the probability measure <math>P:\mathcal{B}\to\mathbb{R}</math>, consider instead some arbitrary function <math>f:\mathcal{B}\to\mathbb{R}</math>. The [[pushforward measure|pushforward]] :<math>f\circ T^{-1}</math> defined by <math>\left(f\circ T^{-1}\right)(\sigma) = f(T^{-1}(\sigma))</math> is again some function <math>\mathcal{B}\to\mathbb{R}.</math> Thus, the map <math>T</math> induces another map <math>\mathcal{L}_T</math> on the space of all functions <math>\mathcal{B}\to\mathbb{R}.</math> That is, given some <math>f:\mathcal{B}\to\mathbb{R}</math>, one defines :<math>\mathcal{L}_T f = f \circ T^{-1}</math> The map <math>\mathcal{L}_T</math> is a [[linear operator]], as (obviously) one has <math>\mathcal{L}_T(f+g)= \mathcal{L}_T(f) + \mathcal{L}_T(g)</math> and <math>\mathcal{L}_T(af)= a\mathcal{L}_T(f)</math> for functions <math>f,g</math> and constant <math>a</math>. This linear operator is called the [[transfer operator]] or the ''Ruelle–Frobenius–Perron operator''. This operator has a [[spectrum]], that is, a collection of [[eigenfunction]]s and corresponding eigenvalues. The largest eigenvalue is the [[Frobenius–Perron theorem|Frobenius–Perron eigenvalue]], and in this case, it is 1. The associated eigenvector is the invariant measure: in this case, it is the Bernoulli measure. That is, <math>\mathcal{L}_T(P)= P.</math> If one restricts <math>\mathcal{L}_T</math> to act on polynomials, then the eigenfunctions are (curiously) the [[Bernoulli polynomial]]s!<ref>Pierre Gaspard, "''r''-adic one-dimensional maps and the Euler summation formula", ''Journal of Physics A'', '''25''' (letter) L483-L485 (1992).</ref><ref>Dean J. Driebe, Fully Chaotic Maps and Broken Time Symmetry, (1999) Kluwer Academic Publishers, Dordrecht Netherlands {{ISBN|0-7923-5564-4}}</ref> This coincidence of naming was presumably not known to Bernoulli.
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)