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A probabilistic ergodic decomposition result

Albert Raugi (2009)

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

Let ( X , 𝔛 , μ ) be a standard probability space. We say that a sub-σ-algebra 𝔅 of 𝔛 decomposes μ in an ergodic way if any regular conditional probability 𝔅 P with respect to 𝔅 andμ satisfies, for μ-almost every x∈X, B 𝔅 , 𝔅 P ( x , B ) { 0 , 1 } . In this case the equality μ ( · ) = X 𝔅 P ( x , · ) μ ( d x ) , gives us an integral decomposition in “ 𝔅 -ergodic” components. For any sub-σ-algebra 𝔅 of 𝔛 , we denote by 𝔅 ¯ the smallest sub-σ-algebra of 𝔛 containing 𝔅 and the collection of all setsAin 𝔛 satisfyingμ(A)=0. We say that 𝔅 isμ-complete if 𝔅 = 𝔅 ¯ . Let { 𝔅 i i I } be a non-empty family...

A probability density function estimation using F-transform

Michal Holčapek, Tomaš Tichý (2010)

Kybernetika

The aim of this paper is to propose a new approach to probability density function (PDF) estimation which is based on the fuzzy transform (F-transform) introduced by Perfilieva in [10]. Firstly, a smoothing filter based on the combination of the discrete direct and continuous inverse F-transform is introduced and some of the basic properties are investigated. Next, an alternative approach to PDF estimation based on the proposed smoothing filter is established and compared with the most used method...

A projective central limit theorem and interacting Fock space representation for the limit process

Vitonofrio Crismale (2007)

Banach Center Publications

Accardi et al. proved a central limit theorem, based on the notion of projective independence. In this note we use the symmetric projective independence to present a new version of that result, where the limiting process is perturbed by the insertion of suitable test functions. Moreover we give a representation of the limit process in 1-mode type interacting Fock space.

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