On the ergodic and the adaptive control of stochastic differential delay systems

Some problems of ergodic control and adaptive control are formulated and solved for stochastic differential delay systems. The existence and the uniqueness of invariant measures that are solutions of the stochastic functional differential equations for these systems are verified. For an ergodic cost criterion, almost optimal controls are constructed. For an unknown system, the invariant measures and the optimal ergodic costs are shown to be continuous functions of the unknown parameters. Almost self-optimizing adaptive controls are feasibly constructed by an approximate certainty equivalence principle.This research was partially supported by NSF Grants ECS-91-02714 and ECS91-13029.     

一类非齐次马氏链的绝对平均强遍历性

引用马氏链绝对平均强遍历的概念,首先给出齐次马氏链绝对平均强遍历与强遍历的等价性,其次通过引进另一个强遍历的非齐次马氏链,给出一个非齐次马氏链绝对平均强遍历的充分条件.     

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In this paper, we introduce the definitions of geometric strongly ergodic, strongly ergodic and weakly ergodic for continuous-state Markov chains, then we give a primary proof of equivalence of the ergodicities for continuous-state Markov chains.     

二重非齐次马氏链的遍历性及其应用

给出二重非齐次马氏链的强遍历性,绝对平均强遍历性,Cesaro平均收敛的概念．利用二维马氏链的遍历性和C-K方程,建立了二维马氏链与二重非齐次马氏链遍历性的关系．并讨论了齐次二重马氏链绝对平均强遍历与强遍历的等价性．最后给出Cesaro平均收敛在马氏决策过程和信息论中应用．     

拓扑遍历与拓扑双重遍历

令X为紧致度量空间,f:X→X为连续映射,U,V为X的任意非空开集,若{n>0|fn(U)∩V≠ )为正上密度集,则称f拓扑遍历.f拓扑双重遍历意味着f×f拓扑遍历.本文在[2]的基础上进一步讨论拓扑遍历与拓扑双重遍历映射的性质.     

The structure of ergodic measures for compact group extensions

In this paper, the structure of the set of invariant measures on a transformation group which is a free compact abelian group extension of another transformation group is studied from both the geometric and analytic viewpoints. It is shown in general that genuine ergodic decompositions are obtained in the non-metric setting for measures that project onto an ergodic measure. In addition, when all the spaces involved are metric, there is a structure theorem for all ergodic measures in terms of the ergodic measures on the base and naturally defined subgroups.     

用耦合方法研究马氏链f-指数遍历

该文在一般状态空间下研究马氏链指数遍历性,指数遍历马氏链,增加条件π(f~p)<∞, p> 1,利用耦合方法得到了存在满的吸收集,使得马氏链在其上是f-指数遍历的.     

有限域上遍历矩阵的特性研究

对有限域上遍历矩阵的性质进行了分析,给出了有限域上遍历矩阵的计数定理,并对遍历矩阵序对(A,B)关于矩阵M的双侧幂乘集〈A〉M〈B〉的秩及基数进行了全面分析.给出了R_k(A,B)集的构成及其基数的有关定理,所得到的结论对利用遍历矩阵实现有关的公钥密码具有理论上的指导意义.     

Ergodic Theorems and Ergodic Decomposition for Markov Chains

This paper considers Markov chains on a locally compact separable metricspace, which have an invariant probability measure but with no otherassumption on the transition kernel. Within this context, the limit providedby several ergodic theorems is explicitly identified in terms of the limitof the expected occupation measures. We also extend Yosidasergodic decomposition for Feller-like kernels to arbitrarykernels, and present ergodic results for empirical occupation measures, aswell as for additive-noise systems.     

Localized cohomology and some applications of Popa’s cocycle superrigidity theorem

We prove that orbit equivalence of measure preserving ergodic a.e. free actions of a countable group with the relative property (T) is a complete analytic equivalence relation.     

Martingales,the smoothing index and ergodic theory

A classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergodic theorem is equivalent to the convergence of an associated martingale is expanded to a conditional setting. An equiconvergence theorem of the type established for martingales by N.F.G. Martin and E. Boylan is established in the ergodic case for an ergodic, non-invertible, measure-preserving transformation.     

Fell拓扑,Choquet容量和遍历的 Choquet容量系统

本文描述了Fell 拓扑的结构与收敛条件,重新确立了关于随机集的Choquet 定理在概率论中的重要作用,并提出了不变Choquet 容量的概念。此外,利用环面上的双曲自同构和随机映射,具体构造了一个遍历的Choquet 容量系统,且进一步探讨了这种系统的动力性态。     

Ergodic properties of operators in some semi-Hilbertian spaces

This article deals with linear operators T on a complex Hilbert space ?, which are bounded with respect to the seminorm induced by a positive operator A on ?. The A-adjoint and A ^1/2-adjoint of T are considered to obtain some ergodic conditions for T with respect to A. These operators are also employed to investigate the class of orthogonally mean ergodic operators as well as that of A-power bounded operators. Some classes of orthogonally mean ergodic or A-ergodic operators, which come from the theory of generalized Toeplitz operators are considered. In particular, we give an example of an A-ergodic operator (with an injective A) which is not Cesàro ergodic, such that T ^?* is not a quasiaffine transform of an orthogonally mean ergodic operator.     

A perturbed ergodic theorem

Using a version of an ergodic lemma due to Cuculescu and Foias, we prove a pointwise ergodic theorem for -contractions which can be viewed as a perturbed version of the celebrated ergodic theorem of Chacon and Ornstein. Surprisingly, to some extent, the complex part of the iterates involved have no effect on the ergodic convergence.

     

Multiparameter ratio ergodic theorems for semigroups

After one-parameter treatment of ratio ergodic theorems for semigroups, we formulate the Sucheston a.e. convergence principle of continuous parameter type. This principle plays an effective role in proving some multiparameter generalizations of Chacon?s type continuous ratio ergodic theorems for semigroups and of Jacobs? type continuous random ratio ergodic theorems for quasi-semigroups. In addition, a continuous analogue of the Brunel–Dunford–Schwartz ergodic theorem is given of sectorially restricted averages for a commutative family of semigroups. We also formulate a local a.e. convergence principle of Sucheston?s type. The local convergence principle is effective in proving multiparameter local ergodic theorems. In fact, a multiparameter generalization of Akcoglu–Chacon?s local ratio ergodic theorem for semigroups of positive linear contractions on _L1$L_1$ is proved. Moreover, some multiparameter martingale theorems are obtained as applications of convergence principles.     

Orthogonal measures and ergodicity

Burgess-Mauldin have proven the Ramsey-theoretic result that continuous sequences \({\left( {{\mu _c}} \right)_{c \in {2^\mathbb{N}}}}\) of pairwise orthogonal Borel probability measures admit continuous orthogonal subsequences. We establish an analogous result for sequences indexed by 2^N/E⁰, the next Borel cardinal. As a corollary, we obtain a strengthening of the Harrington-Kechris-Louveau E₀ dichotomy for restrictions of measure equivalence. We then use this to characterize the family of countable Borel equivalence relations which are non-hyperfinite with respect to an ergodic Borel probability measure which is not strongly ergodic.     

Indecomposability of treed equivalence relations

We define rigorously a “treed” equivalence relation, which, intuitively, is an equivalence relation together with a measurably varying tree structure on each equivalence class. We show, in the nonamenable, ergodic, measure-preserving case, that a treed equivalence relation cannot be stably isomorphic to a direct product of two ergodic equivalence relations.     

On the asymptotics of a 1-parameter family of infinite measure preserving transformations

We estimate various aspects of the growth rates of ergodic sums for some infinite measure preserving transformations which are not rationally ergodic.Dedicated to R. Mañé     

Ergodicity of asymptotically mean stationary channels

Some equivalence conditions for an asymptotically mean stationary channel to be ergodic are given. Incidental results on asymptotically mean stationary measures are also given. Absolute continuity of measures plays a crucial role.     

Homeomorphic measures on stationary Bratteli diagrams

We study the set S of ergodic probability Borel measures on stationary non-simple Bratteli diagrams which are invariant with respect to the tail equivalence relation R. Equivalently, the set S is formed by ergodic probability measures invariant with respect to aperiodic substitution dynamical systems. The paper is devoted to the classification of measures μ from S with respect to a homeomorphism. The properties of the clopen values set S(μ) are studied. It is shown that for every measure μ∈S there exists a subgroup G⊂R such that S(μ)=G∩[0,1]. A criterion of goodness is proved for such measures. Based on this result, the measures from S are classified up to a homeomorphism. We prove that for every good measure μ∈S there exist countably many measures {μi}_i∈N⊂S such that the measures μ and μi are homeomorphic but the tail equivalence relations on the corresponding Bratteli diagrams are not orbit equivalent.