Ornstein Isomorphism and Algorithmic Randomness
نویسندگان
چکیده
In 1970, Donald Ornstein proved a landmark result in dynamical systems, viz., two Bernoulli systems with the same entropy are isomorphic except for a measure 0 set [8]. Keane and Smorodinsky [6] gave a finitary proof of this result. They also indicated how one can generalize the result to mixing Markov Shifts in [5]. We adapt the construction given in [6] to show that if two computable mixing Markov systems have the same entropy, then there is a layerwise computable isomorphism defined on all Martin-Löf random points in the system. Since the set of Martin-Löf random points forms a measure 1 set, it implies the classical result for such systems. This result uses several recent developments in computable analysis and algorithmic randomness. Following the work by Braverman [1], Nandakumar [7], and Hoyrup and Rojas [3] introduced discontinuous functions into the study of algorithmic randomness. We utilize Hoyrup and Rojas’ elegant notion of layerwise computable functions to produce the test of randomness in our result. Further, we use the recent result of the effective Shannon-McMillan-Breiman theorem, independently established by Hochman [2] and Hoyrup [4] to prove the properties of our construction. We show that the result cannot be improved to include all points in the systems only trivial computable isomorphisms exist between systems with the same entropy.
منابع مشابه
Some Ornstein Machinery
We introduce some machinery that will be useful in the proof of the Ornstein isomorphism theorem.
متن کاملIntroducing Randomness into First-Order and Second-Order Deterministic Differential Equations
We incorporate randomness into deterministic theories and compare analytically and numerically some well-known stochastic theories: the Liouville process, the Ornstein-Uhlenbeck process, and a process that is Gaussian and exponentially time correlated Ornstein-Uhlenbeck noise . Different methods of achieving the marginal densities for correlated and uncorrelated noise are discussed. Analytical ...
متن کاملThe Stationary Distributions of Two Classes of Reflected Ornstein–uhlenbeck Processes
In this paper we consider two classes of reflected Ornstein–Uhlenbeck (OU) processes: the reflected OU process with jumps and the Markov-modulated reflected OU process. We prove that their stationary distributions exist. Furthermore, for the jump reflected OU process, the Laplace transform (LT) of the stationary distribution is given. As for the Markov-modulated reflected OU process, we derive ...
متن کاملNewton’s Laws and Coin Tossing
A bstract ergodic theory is the study of 1-1 (invertible) measure-preserving transformations T on a measure space X of total measure 1 or a one-parameter family of such transformations Tt where Tt2(Tt1(x)) = Tt1+t2(x) (x ∈ X). (We call the latter a flow.) There has been a recent explosion of interest in abstract ergodic theory, due mainly to its unexpected applications to number theory. It may ...
متن کاملA comparison between several correlated stochastic volatility models
We compare the most common SV models such as the Ornstein-Uhlenbeck (OU), the Heston and the exponential OU (expOU) models. We try to decide which is the most appropriate one by studying their volatility autocorrelation and leverage effect, and thus outline the limitations of each model. We add empirical research on market indices confirming the universality of the leverage and volatility corre...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- CoRR
دوره abs/1404.0766 شماره
صفحات -
تاریخ انتشار 2014