On processes which cannot be distinguished by finite observation

DOI10.1007/S11856-008-0029-YMaRDI QIDQ940747zbMATH OpenOpenAlexFDO

Authors Yonatan Gutman, Michael Hochman

Publication date 3 September 2008

Published in Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0608310

zbMATH Keywords

entropyergodic processesfinite observationisomorphism invariants

Mathematics Subject Classification ID

Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stationary stochastic processes (60G10)

Abstract: A function $J$ defined on a family $C$ of stationary processes is finitely observable if there is a sequence of functions $s_n$ such that $s_n(x_1\mathrm{...}{x}_n)oJ(X)$ in probability for every process $X=(x_n)inC$. Recently, Ornstein and Weiss roved the striking result that if $C$ is the class of aperiodic ergodic finite valued processes, then the only finitely observable isomorphism invariant on $C$ is entropy. We sharpen this in several ways. Our main theorem is that if $XoY$ is a zero-entropy extension of finite entropy ergodic systems and $C$ is the family of processes arising from $X$ and $Y$, then every finitely observable function on $C$ is constant. This implies Ornstein and Weiss' result, and extends it to many other families of processes, e.g. it shows that there are no nontrivial finitely observable isomorphism invariants for processes arising from Kronecker systems, mild and strong mixing zero entropy systems. It also implies that any finitely observable isomorphism invariant defined on the family of processes arising from irrational rotations must be constant for rotations belonging to a set of full Lebesgue measure.

Recommendations

• Entropy is the only finitely observable invariant
• Finitarily deterministic generators for zero entropy systems
• How sampling reveals a process
• Finitary Codes, a short survey
• scientific article; zbMATH DE number 3139241

Cites work

• A K counterexample machine
• A universal algorithm for sequential data compression
• Borel Structures and Invariants for Measurable Transformations
• Entropy and data compression schemes
• Entropy is the only finitely observable invariant
• How sampling reveals a process
• scientific article; zbMATH DE number 3156629 (Why is no real title available?)
• scientific article; zbMATH DE number 3745547 (Why is no real title available?)
• scientific article; zbMATH DE number 3482646 (Why is no real title available?)
• scientific article; zbMATH DE number 918233 (Why is no real title available?)
• On Entropy and Generators of Measure-Preserving Transformations

Cited in

(5)

• Measure concentration and the weak Pinsker property
• Finitarily deterministic generators for zero entropy systems
• On universal algorithms for classifying and predicting stationary processes
• Finitely dependent processes are finitary
• Statistical inference for dynamical systems: a review

This page was built for publication: On processes which cannot be distinguished by finite observation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q940747)