Displaying similar documents to “Analytic nonregular cocycles over irrational rotations”

Continuous subadditive processes and formulae for Lyapunov characteristic exponents

Wojciech Słomczyński (1995)

Annales Polonici Mathematici

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Asymptotic properties of various semidynamical systems can be examined by means of continuous subadditive processes. To investigate such processes we consider different types of exponents: characteristic, central, singular and global exponents and we study their properties. We derive formulae for central and singular exponents and show that they provide upper bounds for characteristic exponents. The concept of conjugate processes introduced in this paper allows us to find lower bounds...

A note on prediction for discrete time series

Gusztáv Morvai, Benjamin Weiss (2012)

Kybernetika

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Let { X n } be a stationary and ergodic time series taking values from a finite or countably infinite set 𝒳 and that f ( X ) is a function of the process with finite second moment. Assume that the distribution of the process is otherwise unknown. We construct a sequence of stopping times λ n along which we will be able to estimate the conditional expectation E ( f ( X λ n + 1 ) | X 0 , , X λ n ) from the observations ( X 0 , , X λ n ) in a point wise consistent way for a restricted class of stationary and ergodic finite or countably infinite alphabet...