Stochastic dominance for shift-invariant measures (Q1757415)
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English | Stochastic dominance for shift-invariant measures |
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Stochastic dominance for shift-invariant measures (English)
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4 January 2019
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The paper deals with symbolic dynamics related to invariant measure problems. A special attention is given to circle rotations. Let \(X\) be the full shift on two symbols. The lexicographic order induces a partial order known as {first-order stochastic dominance} on the collection \(\mathcal{M}_X\) of its shift-invariant probability measures. The author presents a study of the fine structure of this dominance order and give criteria for establishing comparability or incomparability between measures in \(\mathcal{M}_X\). The criteria also provide an insight to the complicated combinatorics of orbits in the shift. As a byproduct, the author gives a direct proof that Sturmian measures are totally ordered with respect to the dominance order.
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stochastic dominance
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symbolic dynamics
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Sturmian measures
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ergodic optimization
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