Factors and Extensions of Full Shifts.
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...
Let be the tent map with slope a. Let c be its turning point, and the absolutely continuous invariant probability measure. For an arbitrary, bounded, almost everywhere continuous function g, it is shown that for almost every a, . 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.