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 Yearling
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Mar
15
comment Notation $\mathrm{mod} $ in ergodic theory
$B=A \mod \mu$ $\iff$ $\mu(B \Delta A)=0$ $\iff$ ${\boldsymbol 1}_B={\boldsymbol 1}_A \quad \mu \text{ a.e.}$.
Mar
7
answered Kolmogorov distance between univariate gaussians
Feb
14
asked nice stationary process with discrete spectrum
Feb
13
answered Must any set of positive Lebesgue measure contain a bounded set of positive measure?
Feb
5
comment Computing confidence bounds on entropy given an empirical sample from a multinomial distribution?
The posterior distribution of $(p_1, \ldots, p_d)$ is a Dirichlet distribution. But I don't know what is the function $f$.
Feb
4
comment Computing confidence bounds on entropy given an empirical sample from a multinomial distribution?
Hello, using a Bayesian approach you can easily get a credibility interval for any function $f(p_1, \ldots, p_d)$. Using the Jeffreys posterior distribution, you can expect that the $95\%$-credibility interval provides a $\approx 95\%$-confidence interval.
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 ?