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Symbolic computing in probabilistic and stochastic analysis

Marcin Kamiński — 2015

International Journal of Applied Mathematics and Computer Science

The main aim is to present recent developments in applications of symbolic computing in probabilistic and stochastic analysis, and this is done using the example of the well-known MAPLE system. The key theoretical methods discussed are (i) analytical derivations, (ii) the classical Monte-Carlo simulation approach, (iii) the stochastic perturbation technique, as well as (iv) some semi-analytical approaches. It is demonstrated in particular how to engage the basic symbolic tools implemented in any...

Spectrum of multidimensional dynamical systems with positive entropy

B. KamińskiP. Liardet — 1994

Studia Mathematica

Applying methods of harmonic analysis we give a simple proof of the multidimensional version of the Rokhlin-Sinaǐ theorem which states that a Kolmogorov d -action on a Lebesgue space has a countable Lebesgue spectrum. At the same time we extend this theorem to -actions. Next, using its relative version, we extend to -actions some other general results connecting spectrum and entropy.

Relatively perfect σ-algebras for flows

F. BlanchardB. Kamiński — 1995

Studia Mathematica

We show that for every ergodic flow, given any factor σ-algebra ℱ, there exists a σ-algebra which is relatively perfect with respect to ℱ. Using this result and Ornstein's isomorphism theorem for flows, we give a functorial definition of the entropy of flows.

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