On extensions of Rényi conditional probability spaces
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...
The article contains no abstract
The article contains no abstract
Applying methods of harmonic analysis we give a simple proof of the multidimensional version of the Rokhlin-Sinaǐ theorem which states that a Kolmogorov -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.
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.
We define the concept of directional entropy for arbitrary -actions on a Lebesgue space, we examine its basic properties and consider its behaviour in the class of product actions and rigid actions.
It is shown that there exists a flow on a Lebesgue space with finite entropy and an extremal σ-algebra of it which is not perfect.
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