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Finitarily Bernoulli factors are dense

Stephen Shea (2013)

Fundamenta Mathematicae

It is not known if every finitary factor of a Bernoulli scheme is finitarily isomorphic to a Bernoulli scheme (is finitarily Bernoulli). In this paper, for any Bernoulli scheme X, we define a metric on the finitary factor maps from X. We show that for any finitary map f: X → Y, there exists a sequence of finitary maps fₙ: X → Y(n) that converges to f, where each Y(n) is finitarily Bernoulli. Thus, the maps to finitarily Bernoulli factors are dense. Let (X(n)) be a sequence of Bernoulli schemes such...

For almost every tent map, the turning point is typical

Henk Bruin (1998)

Fundamenta Mathematicae

Let T a be the tent map with slope a. Let c be its turning point, and μ a the absolutely continuous invariant probability measure. For an arbitrary, bounded, almost everywhere continuous function g, it is shown that for almost every a, ʃ g d μ a = l i m n 1 n i = 0 n - 1 g ( T a i ( c ) ) . As a corollary, we deduce that the critical point of a quadratic map is generically not typical for its absolutely continuous invariant probability measure, if it exists.

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