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Displaying similar documents to “Erdős measures, sofic measures, and Markov chains.”

On the mean speed of convergence of empirical and occupation measures in Wasserstein distance

Emmanuel Boissard, Thibaut Le Gouic (2014)

Annales de l'I.H.P. Probabilités et statistiques

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In this work, we provide non-asymptotic bounds for the average speed of convergence of the empirical measure in the law of large numbers, in Wasserstein distance. We also consider occupation measures of ergodic Markov chains. One motivation is the approximation of a probability measure by finitely supported measures (the quantization problem). It is found that rates for empirical or occupation measures match or are close to previously known optimal quantization rates in several cases....

On uniqueness of G-measures and g-measures

Ai Fan (1996)

Studia Mathematica

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We give a simple proof of the sufficiency of a log-lipschitzian condition for the uniqueness of G-measures and g-measures which were studied by G. Brown, A. H. Dooley and M. Keane. In the opposite direction, we show that the lipschitzian condition together with positivity is not sufficient. In the special case where the defining function depends only upon two coordinates, we find a necessary and sufficient condition. The special case of Riesz products is discussed and the Hausdorff dimension...

Finiteness of Ergodic Unitarily Invariant Measures on Spaces of Infinite Matrices

Alexander I. Bufetov (2014)

Annales de l’institut Fourier

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The main result of this note, Theorem 1.3, is the following: a Borel measure on the space of infinite Hermitian matrices, that is invariant and ergodic under the action of the infinite unitary group and that admits well-defined projections onto the quotient space of “corners" of finite size, must be finite. A similar result, Theorem 1.1, is also established for unitarily invariant measures on the space of all infinite complex matrices. These results imply that the infinite Hua-Pickrell...

Elementary examples of Loewner chains generated by densities

Alan Sola (2013)

Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica

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We study explicit examples of Loewner chains generated by absolutely continuous driving measures, and discuss how properties of driving measures are reflected in the shapes of the growing Loewner hulls.

On the classification of Markov chains via occupation measures

Onésimo Hernández-Lerma, Jean Lasserre (2000)

Applicationes Mathematicae

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We consider a Markov chain on a locally compact separable metric space X and with a unique invariant probability. We show that such a chain can be classified into two categories according to the type of convergence of the expected occupation measures. Several properties in each category are investigated.