Add to ORKGWe give necessary and sufficient conditions for a sequence of random variables to be conditionally ergodic given a transformation of the rgodic measure
International audienceThis book concerns discrete-time homogeneous Markov chains that admit an invar...
We give necessary and sufficient conditions for the existence of invariant probability measures for ...
A criterion of joint ergodicity of several sequences of transformations of a probability measure spa...
We give necessary and sufficient conditions for a sequence of random variables to be conditionally e...
The purpose of this note is to prove various versions of the ergodic decomposition theorem for proba...
Abstract. We prove von Neumann’s L2 ergodic theorem, and conditional expectation. 1. Von Neumann’s m...
The structure of the set of all the invariant probabilities and the structure of various types of in...
AbstractBased on quasi-invariance properties of the Gaussian process and the gamma process, we give ...
AbstractA classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergod...
Abstract. We study Markov processes generated by iterated function sys-tems (IFS). The constituent m...
SIGLEAvailable from TIB Hannover: RO 5073(456) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Te...
A detailed study of the structure of conditional expectations and conditional probability measures i...
A classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergodic theor...
We study the absolute continuity of ergodic measures of Markov chains $X_{n+1}=F(X_n,Y_{n+1})$ for t...
We study Markov processes generated by iterated function systems (IFS). The constituent maps of the ...
International audienceThis book concerns discrete-time homogeneous Markov chains that admit an invar...
We give necessary and sufficient conditions for the existence of invariant probability measures for ...
A criterion of joint ergodicity of several sequences of transformations of a probability measure spa...
We give necessary and sufficient conditions for a sequence of random variables to be conditionally e...
The purpose of this note is to prove various versions of the ergodic decomposition theorem for proba...
Abstract. We prove von Neumann’s L2 ergodic theorem, and conditional expectation. 1. Von Neumann’s m...
The structure of the set of all the invariant probabilities and the structure of various types of in...
AbstractBased on quasi-invariance properties of the Gaussian process and the gamma process, we give ...
AbstractA classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergod...
Abstract. We study Markov processes generated by iterated function sys-tems (IFS). The constituent m...
SIGLEAvailable from TIB Hannover: RO 5073(456) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Te...
A detailed study of the structure of conditional expectations and conditional probability measures i...
A classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergodic theor...
We study the absolute continuity of ergodic measures of Markov chains $X_{n+1}=F(X_n,Y_{n+1})$ for t...
We study Markov processes generated by iterated function systems (IFS). The constituent maps of the ...
International audienceThis book concerns discrete-time homogeneous Markov chains that admit an invar...
We give necessary and sufficient conditions for the existence of invariant probability measures for ...
A criterion of joint ergodicity of several sequences of transformations of a probability measure spa...