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Nov
12
answered Product of ergodic transformations
Nov
9
comment Disintegration-like theorem
@Ilya Actually you can drop the probabilistic objects (the random variables), the measure $\mu$ in Michael's answer plays the role of the law of $(A_1,A_2,B_2)$ (but I don't know why his answer looks so complicated). I prefer the probabilistic framework because of the interpretation of the integrals.
Nov
9
answered Disintegration-like theorem
Sep
27
comment counting combinations of {+1, -1} with constraints
Nice question but it should be better for math.stackexchange
Aug
21
revised Independence of Filtration
minor corrections
Aug
21
suggested approved edit on Independence of Filtration
Aug
21
answered Markov property with respect to a filtration
Aug
19
awarded  Yearling
Jul
2
awarded  Curious
Jun
30
awarded  Revival
Jun
30
revised Definition of entropy of an ergodic measure
added 1 character in body
Jan
30
comment Different definitions of an ergodic stationary process
By "wide-sense stationary" you mean stationary correlation ?
Jan
29
comment What am I doing wrong in calculating Fisher Information of Triangular Distribution?
$x$ is a random variable and you have not calculated the expectation in your last step
Jan
29
comment Ergodic Process: Does it visit all state?
@triomphe Actually this should be equivalent for a discrete-time stationary process. Are you interested in discrete or continuous time ?
Jan
28
comment Ergodic Process: Does it visit all state?
@triomphe Ok, but from your quote by Boltzmann "orbits will typically pass through every point in state space" I suspect he's talking about a measure-preserving transformation (a dynamical system).
Jan
26
comment Ergodic Process: Does it visit all state?
What is the definition of ergodicity you are talking about ? Is it ergodicity of a measure-preserving transformation ?
Aug
19
awarded  Yearling
Aug
11
comment Spectrum and tower decomposition
Thanks. Very elementary actually. I have to overcome the pychological barriers of the newbie.
Aug
11
accepted Spectrum and tower decomposition
Aug
11
asked Spectrum and tower decomposition