|
Krylov–Bogolyubov Theorem
In mathematics, the Krylov–Bogolyubov theorem (also known as the existence of invariant measures theorem) may refer to either of the two related fundamental theorems within the theory of dynamical systems. The theorems guarantee the existence of invariant measures for certain "nice" maps defined on "nice" spaces and were named after Russian- Ukrainian mathematicians and theoretical physicists Nikolay Krylov and Nikolay Bogolyubov who proved the theorems. Zbl. 16.86. Formulation of the theorems Invariant measures for a single map Theorem (Krylov–Bogolyubov). Let ''X'' be a compact, metrizable topological space and ''F'' : ''X'' → ''X'' a continuous map. Then ''F'' admits an invariant Borel probability measure. That is, if Borel(''X'') denotes the Borel σ-algebra generated by the collection ''T'' of open subsets of ''X'', then there exists a probability measure ''μ'' : Borel(''X'') → , 1such that for any subset ''A'' ∈ Borel(''X''), :\mu \left( ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many areas of mathematics, which include number theory (the study of numbers), algebra (the study of formulas and related structures), geometry (the study of shapes and spaces that contain them), Mathematical analysis, analysis (the study of continuous changes), and set theory (presently used as a foundation for all mathematics). Mathematics involves the description and manipulation of mathematical object, abstract objects that consist of either abstraction (mathematics), abstractions from nature orin modern mathematicspurely abstract entities that are stipulated to have certain properties, called axioms. Mathematics uses pure reason to proof (mathematics), prove properties of objects, a ''proof'' consisting of a succession of applications of in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Borel Sigma Algebra
In mathematics, a Borel set is any subset of a topological space that can be formed from its open sets (or, equivalently, from closed sets) through the operations of countable union, countable intersection, and relative complement. Borel sets are named after Émile Borel. For a topological space ''X'', the collection of all Borel sets on ''X'' forms a σ-algebra, known as the Borel algebra or Borel σ-algebra. The Borel algebra on ''X'' is the smallest σ-algebra containing all open sets (or, equivalently, all closed sets). Borel sets are important in measure theory, since any measure defined on the open sets of a space, or on the closed sets of a space, must also be defined on all Borel sets of that space. Any measure defined on the Borel sets is called a Borel measure. Borel sets and the associated Borel hierarchy also play a fundamental role in descriptive set theory. In some contexts, Borel sets are defined to be generated by the compact sets of the topological ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Theorems In Probability Theory
In mathematics and formal logic, a theorem is a statement that has been proven, or can be proven. The ''proof'' of a theorem is a logical argument that uses the inference rules of a deductive system to establish that the theorem is a logical consequence of the axioms and previously proved theorems. In mainstream mathematics, the axioms and the inference rules are commonly left implicit, and, in this case, they are almost always those of Zermelo–Fraenkel set theory with the axiom of choice (ZFC), or of a less powerful theory, such as Peano arithmetic. Generally, an assertion that is explicitly called a theorem is a proved result that is not an immediate consequence of other known theorems. Moreover, many authors qualify as ''theorems'' only the most important results, and use the terms ''lemma'', ''proposition'' and ''corollary'' for less important theorems. In mathematical logic, the concepts of theorems and proofs have been formalized in order to allow mathematical reason ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Theorems In Dynamical Systems
In mathematics and formal logic, a theorem is a statement that has been proven, or can be proven. The ''proof'' of a theorem is a logical argument that uses the inference rules of a deductive system to establish that the theorem is a logical consequence of the axioms and previously proved theorems. In mainstream mathematics, the axioms and the inference rules are commonly left implicit, and, in this case, they are almost always those of Zermelo–Fraenkel set theory with the axiom of choice (ZFC), or of a less powerful theory, such as Peano arithmetic. Generally, an assertion that is explicitly called a theorem is a proved result that is not an immediate consequence of other known theorems. Moreover, many authors qualify as ''theorems'' only the most important results, and use the terms ''lemma'', ''proposition'' and ''corollary'' for less important theorems. In mathematical logic, the concepts of theorems and proofs have been formalized in order to allow mathematical reasonin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ergodic Theory
Ergodic theory is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, "statistical properties" refers to properties which are expressed through the behavior of time averages of various functions along trajectories of dynamical systems. The notion of deterministic dynamical systems assumes that the equations determining the dynamics do not contain any random perturbations, noise, etc. Thus, the statistics with which we are concerned are properties of the dynamics. Ergodic theory, like probability theory, is based on general notions of measure theory. Its initial development was motivated by problems of statistical physics. A central concern of ergodic theory is the behavior of a dynamical system when it is allowed to run for a long time. The first result in this direction is the Poincaré recurrence theorem, which claims that almost all points in any subset of the phase space eventua ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Giuseppe Da Prato
Giuseppe Da Prato (23 July 1936 – 6 October 2023) was an Italian academic and mathematician. He taught at the elite Scuola Normale Superiore di Pisa. He mainly researched stochastic calculus, partial differential equations, and control theory. Biography Born in La Spezia on 23 July 1936, Da Prato earned his doctorate at the Sapienza University of Rome in 1960 under the direction of . In 1963, he became an assistant professor at the University of Pisa. He became a professor at the Sapienza in 1968 and won the Bartolozzi Prize the following year. He remained at the Sapienza until 1977, during which time he was also a guest professor at the Université Nice-Sophia-Antipolis in France. He worked at the University of Trento from 1977 to 1979, and subsequently joined the Scuola Normale Superiore, where he stayed for nearly 30 years. He was also a guest professor at the University of Maryland, College Park The University of Maryland, College Park (University of Maryland, UMD ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Feller-continuous Process
In mathematics, a Feller-continuous process is a continuous-time stochastic process for which the expected value of suitable statistics of the process at a given time in the future depend continuously on the initial condition of the process. The concept is named after Croatian-American mathematician William Feller. Definition Let ''X'' : bounded function">bounded, continuous and Σ-measurable function ''g'' : R''n'' → R, E''x'' 'g''(''X''''t'')depends continuously upon ''x''. Examples * Every process ''X'' whose paths are almost surely constant for all time is a Feller-continuous process, since then E''x'' 'g''(''X''''t'')is simply ''g''(''x''), which, by hypothesis, depends continuously upon ''x''. * Every Itô diffusion with Lipschitz-continuous drift and diffusion coefficients is a Feller-continuous process. See also * Continuous stochastic process In probability theory, a continuous stochastic process is a type of stochastic process t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Tightness Of Measures
In mathematics, tightness is a concept in measure theory. The intuitive idea is that a given collection of measures does not "escape to infinity". Definitions Let (X, T) be a Hausdorff space, and let \Sigma be a σ-algebra on X that contains the topology T. (Thus, every open subset of X is a measurable set and \Sigma is at least as fine as the Borel σ-algebra on X.) Let M be a collection of (possibly signed or complex) measures defined on \Sigma. The collection M is called tight (or sometimes uniformly tight) if, for any \varepsilon > 0, there is a compact subset K_ of X such that, for all measures \mu \in M, :, \mu, (X \setminus K_) 1 - \varepsilon. \, If a tight collection M consists of a single measure \mu, then (depending upon the author) \mu may either be said to be a tight measure or to be an inner regular measure. If Y is an X-valued random variable whose probability distribution on X is a tight measure then Y is said to be a separable random variabl ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Semigroup
In mathematics, a semigroup is an algebraic structure consisting of a set together with an associative internal binary operation on it. The binary operation of a semigroup is most often denoted multiplicatively (just notation, not necessarily the elementary arithmetic multiplication): , or simply ''xy'', denotes the result of applying the semigroup operation to the ordered pair . Associativity is formally expressed as that for all ''x'', ''y'' and ''z'' in the semigroup. Semigroups may be considered a special case of magmas, where the operation is associative, or as a generalization of groups, without requiring the existence of an identity element or inverses. As in the case of groups or magmas, the semigroup operation need not be commutative, so is not necessarily equal to ; a well-known example of an operation that is associative but non-commutative is matrix multiplication. If the semigroup operation is commutative, then the semigroup is called a ''commutative semigroup' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Markov Process
In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs ''now''." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC). Markov processes are named in honor of the Russian mathematician Andrey Markov. Markov chains have many applications as statistical models of real-world processes. They provide the basis for general stochastic simulation methods known as Markov chain Monte Carlo, which are used for simulating sampling from complex probability distributions, and have found application in areas including Bayesian statistics, biology, chemistry, economics, finance, i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Polish Space
In the mathematical discipline of general topology, a Polish space is a separable space, separable Completely metrizable space, completely metrizable topological space; that is, a space homeomorphic to a Complete space, complete metric space that has a countable Dense set, dense subset. Polish spaces are so named because they were first extensively studied by Polish topologists and logicians—Sierpiński, Kuratowski, Alfred Tarski, Tarski and others. However, Polish spaces are mostly studied today because they are the primary setting for descriptive set theory, including the study of Borel equivalence relations. Polish spaces are also a convenient setting for more advanced measure theory, in particular in probability theory. Common examples of Polish spaces are the real line, any Separable space, separable Banach space, the Cantor space, and the Baire space (set theory), Baire space. Additionally, some spaces that are not complete metric spaces in the usual metric may be Polish; ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pushforward Measure
In measure theory, a pushforward measure (also known as push forward, push-forward or image measure) is obtained by transferring ("pushing forward") a measure from one measurable space to another using a measurable function. Definition Given measurable spaces (X_1,\Sigma_1) and (X_2,\Sigma_2), a measurable function f\colon X_1\to X_2 and a measure \mu\colon\Sigma_1\to ,+\infty/math>, the pushforward of \mu by f is defined to be the measure f_(\mu)\colon\Sigma_2\to ,+\infty/math> given by :f_ (\mu) (B) = \mu \left( f^ (B) \right) for B \in \Sigma_. This definition applies ''mutatis mutandis'' for a signed or complex measure. The pushforward measure is also denoted as \mu \circ f^, f_\sharp \mu, f \sharp \mu, or f \# \mu. Properties Change of variable formula Theorem:Theorem 3.6.1 in A measurable function ''g'' on ''X''2 is integrable with respect to the pushforward measure ''f''∗(''μ'') if and only if the composition g \circ f is integrable with respect to the measure ' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
