Characterization of limits of Bayes procedures

For the problem of estimating the natural parameter of a p-dimensional exponential family, a characterization of regular limits of Bayes procedures is obtained which generalizes results of Sacks [14], Brown [3], and Berger and Srinivasan [1]. The form is deduced under regularity conditions for the loss function which are more general than squared error. As a corollary it is then stated that the class of procedures with this form is a complete class. The parameter space may be open, and when it is closed, the limits of Bayes procedures are generalized Bayes.     

A classification of orbits admitting a unique invariant measure

We consider the space of countable structures with fixed underlying set in a given countable language. We show that the number of ergodic probability measures on this space that are $S_{\infty }$-invariant and concentrated on a single isomorphism class must be zero, or one, or continuum. Further, such an isomorphism class admits a unique $S_{\infty }$-invariant probability measure precisely when the structure is highly homogeneous; by a result of Peter J. Cameron, these are the structures that are interdefinable with one of the five reducts of the rational linear order $(\mathbb{Q},<)$.     

Anticipated utility: A measure representation approach

This paper presents axioms which imply that a preference relation over lotteries can be represented by a measure of the area above the distribution function of each lottery. A special case of this family is the anticipated utility functional. One additional axiom implies this theory. This functional is then extended for the case of vectorial prizes.The author is grateful to Chew Soo Hong, Larry Epstein, Joe Ostroy, Joel Sobel, Peter Wakker, and Menahem Yaari for their comments.     

On sets of Haar measure zero in abelian polish groups

It is shown that the concept of zero set for the Haar measure can be generalized to abelian Polish groups which are not necessarily locally compact. It turns out that these groups, in many respects, behave like locally compact groups. Suitably modified, many theorems from harmonic analysis carry over to this case. A few applications are given and some open problems are mentioned.     

Synchronization in pair-coupled maps with invariant measure

Chaos synchronization, as an important topic, has become an active research subject in non-linear science. By considering a symmetric two-dimensional map that possesses invariant measure in its diagonal and anti-diagonal invariant sub-manifolds, we have been able to introduce the most general pair-coupled map possessing invariant measure at synchronized or anti-synchronized states. Then chaotic synchronization and anti-synchronization are investigated in introduced model. We have calculated Kolmogrov–Sinai entropy and Lyapunov exponent as another tool to study the stability of pair-coupled map at synchronized and anti-synchronization states.     

A non-ergodic probabilistic cellular automaton with a unique invariant measure

We exhibit a Probabilistic Cellular Automaton (PCA) on {0,1}^Z with a neighborhood of size 2 which is non-ergodic although it has a unique invariant measure. This answers by the negative an old open question on whether uniqueness of the invariant measure implies ergodicity for a PCA.     

Stability of equilibria of discrete-time systems in terms of invariant sets

We suggest a new approach to the verification of the stability (or asymptotic stability) of the equilibria of time-invariant discrete-time systems based on stability and asymptotic stability criteria stated in terms of invariant sets. A set-theoretic method for the verification of the conditions in these criteria is presented.     

Functional properties of rearrangement invariant spaces defined in terms of oscillations

Function spaces whose definition involves the quantity f^**-f^*, which measures the oscillation of f^*, have recently attracted plenty of interest and proved to have many applications in various, quite diverse fields. Primary role is played by the spaces S_p(w), with 0<p<∞ and w a weight function on (0,∞), defined as the set of Lebesgue-measurable functions on R such that f^*(∞)=0 and

     

A note on the representation of quantified statements in terms of the implication operation

We first review Zadeh's theory for representing and reasoning with quantified statements of the formQ A's are B. We then suggest an equivalent representation in terms ofQ X's are (A B). We briefly look at some implications of this new representation.     

On the existence of a finite invariant measure

A necessary and sufficient condition is given for a Borel automorphism on a standard Borel space to admit an invariant probability measure.     

Finite-dimensional distributions of invariant measure in nonlinear stochastic differential systems

The article studies stochastic processes defined by Ito stochastic differential equations with Wiener white noise. Methods are considered that find exact expressions for finite-dimensional densities of random stationary and nonstationary (in the narrow sense) processes based on construction of integral invariants of specially chosen systems of ordinary differential equations. Translated from Algoritmy Upravleniya i Identifikatsii, pp. 129–140, 1997.     

On convergence of information in spaces with infinite invariant measure

Summary The paper extends the ergodic theorems of information theory (Shannon-MacMillan-Breiman theorems) to spaces with an infinite invariant measure. An L ₁ difference theorem and a pointwisa ratio theorem are proved, for the information of spreading partitions. For the validity of the theorems it is assumed that the supremum f ^* of the conditional information given the increasing past is integrable. Simple necessary and sufficient conditions for the integrability of f ^* are obtained in special cases: If the initial partition is composed of one state of a null-recurrent Markov chain, then f ^* is integrable if and only if the partition of this state according to the first return times has finite entropy.Research of both authors was supported by the National Science Foundation (U. S. A.), under Grant GP 7693.