Bernoulli schemeIn mathematics, the Bernoulli scheme or Bernoulli shift is a generalization of the Bernoulli process to more than two possible outcomes. Bernoulli schemes appear naturally in symbolic dynamics, and are thus important in the study of dynamical systems. Many important dynamical systems (such as Axiom A systems) exhibit a repellor that is the product of the Cantor set and a smooth manifold, and the dynamics on the Cantor set are isomorphic to that of the Bernoulli shift. This is essentially the Markov partition.
Bernoulli processIn probability and statistics, a Bernoulli process (named after Jacob Bernoulli) is a finite or infinite sequence of binary random variables, so it is a discrete-time stochastic process that takes only two values, canonically 0 and 1. The component Bernoulli variables Xi are identically distributed and independent. Prosaically, a Bernoulli process is a repeated coin flipping, possibly with an unfair coin (but with consistent unfairness). Every variable Xi in the sequence is associated with a Bernoulli trial or experiment.
Mixing (mathematics)In mathematics, mixing is an abstract concept originating from physics: the attempt to describe the irreversible thermodynamic process of mixing in the everyday world: e.g. mixing paint, mixing drinks, industrial mixing. The concept appears in ergodic theory—the study of stochastic processes and measure-preserving dynamical systems. Several different definitions for mixing exist, including strong mixing, weak mixing and topological mixing, with the last not requiring a measure to be defined.
Symbolic dynamicsIn mathematics, symbolic dynamics is the practice of modeling a topological or smooth dynamical system by a discrete space consisting of infinite sequences of abstract symbols, each of which corresponds to a state of the system, with the dynamics (evolution) given by the shift operator. Formally, a Markov partition is used to provide a finite cover for the smooth system; each set of the cover is associated with a single symbol, and the sequences of symbols result as a trajectory of the system moves from one covering set to another.
Ornstein isomorphism theoremIn mathematics, the Ornstein isomorphism theorem is a deep result in ergodic theory. It states that if two Bernoulli schemes have the same Kolmogorov entropy, then they are isomorphic. The result, given by Donald Ornstein in 1970, is important because it states that many systems previously believed to be unrelated are in fact isomorphic; these include all finite stationary stochastic processes, including Markov chains and subshifts of finite type, Anosov flows and Sinai's billiards, ergodic automorphisms of the n-torus, and the continued fraction transform.
Ergodic theoryErgodic theory is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, "statistical properties" refers to properties which are expressed through the behavior of time averages of various functions along trajectories of dynamical systems. The notion of deterministic dynamical systems assumes that the equations determining the dynamics do not contain any random perturbations, noise, etc.
Dyadic transformationThe dyadic transformation (also known as the dyadic map, bit shift map, 2x mod 1 map, Bernoulli map, doubling map or sawtooth map) is the mapping (i.e., recurrence relation) (where is the set of sequences from ) produced by the rule Equivalently, the dyadic transformation can also be defined as the iterated function map of the piecewise linear function The name bit shift map arises because, if the value of an iterate is written in binary notation, the next iterate is obtained by shifting the binary point one bit to the right, and if the bit to the left of the new binary point is a "one", replacing it with a zero.
ErgodicityIn mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies that the average behavior of the system can be deduced from the trajectory of a "typical" point. Equivalently, a sufficiently large collection of random samples from a process can represent the average statistical properties of the entire process.
Transfer operatorIn mathematics, the transfer operator encodes information about an iterated map and is frequently used to study the behavior of dynamical systems, statistical mechanics, quantum chaos and fractals. In all usual cases, the largest eigenvalue is 1, and the corresponding eigenvector is the invariant measure of the system. The transfer operator is sometimes called the Ruelle operator, after David Ruelle, or the Perron–Frobenius operator or Ruelle–Perron–Frobenius operator, in reference to the applicability of the Perron–Frobenius theorem to the determination of the eigenvalues of the operator.
Bernoulli numberIn mathematics, the Bernoulli numbers Bn are a sequence of rational numbers which occur frequently in analysis. The Bernoulli numbers appear in (and can be defined by) the Taylor series expansions of the tangent and hyperbolic tangent functions, in Faulhaber's formula for the sum of m-th powers of the first n positive integers, in the Euler–Maclaurin formula, and in expressions for certain values of the Riemann zeta function. The values of the first 20 Bernoulli numbers are given in the adjacent table.
Bernoulli polynomialsIn mathematics, the Bernoulli polynomials, named after Jacob Bernoulli, combine the Bernoulli numbers and binomial coefficients. They are used for series expansion of functions, and with the Euler–MacLaurin formula. These polynomials occur in the study of many special functions and, in particular, the Riemann zeta function and the Hurwitz zeta function. They are an Appell sequence (i.e. a Sheffer sequence for the ordinary derivative operator). For the Bernoulli polynomials, the number of crossings of the x-axis in the unit interval does not go up with the degree.
Lie groupIn mathematics, a Lie group (pronounced liː ) is a group that is also a differentiable manifold. A manifold is a space that locally resembles Euclidean space, whereas groups define the abstract concept of a binary operation along with the additional properties it must have to be thought of as a "transformation" in the abstract sense, for instance multiplication and the taking of inverses (division), or equivalently, the concept of addition and the taking of inverses (subtraction).
Simple Lie groupIn mathematics, a simple Lie group is a connected non-abelian Lie group G which does not have nontrivial connected normal subgroups. The list of simple Lie groups can be used to read off the list of simple Lie algebras and Riemannian symmetric spaces. Together with the commutative Lie group of the real numbers, , and that of the unit-magnitude complex numbers, U(1) (the unit circle), simple Lie groups give the atomic "blocks" that make up all (finite-dimensional) connected Lie groups via the operation of group extension.
Bernoulli distributionIn probability theory and statistics, the Bernoulli distribution, named after Swiss mathematician Jacob Bernoulli, is the discrete probability distribution of a random variable which takes the value 1 with probability and the value 0 with probability . Less formally, it can be thought of as a model for the set of possible outcomes of any single experiment that asks a yes–no question. Such questions lead to outcomes that are boolean-valued: a single bit whose value is success/yes/true/one with probability p and failure/no/false/zero with probability q.
Equivalence relationIn mathematics, an equivalence relation is a binary relation that is reflexive, symmetric and transitive. The equipollence relation between line segments in geometry is a common example of an equivalence relation. Each equivalence relation provides a partition of the underlying set into disjoint equivalence classes. Two elements of the given set are equivalent to each other if and only if they belong to the same equivalence class.
Group of Lie typeIn mathematics, specifically in group theory, the phrase group of Lie type usually refers to finite groups that are closely related to the group of rational points of a reductive linear algebraic group with values in a finite field. The phrase group of Lie type does not have a widely accepted precise definition, but the important collection of finite simple groups of Lie type does have a precise definition, and they make up most of the groups in the classification of finite simple groups.
Lie group–Lie algebra correspondenceIn mathematics, Lie group–Lie algebra correspondence allows one to correspond a Lie group to a Lie algebra or vice versa, and study the conditions for such a relationship. Lie groups that are isomorphic to each other have Lie algebras that are isomorphic to each other, but the converse is not necessarily true. One obvious counterexample is and (see real coordinate space and the circle group respectively) which are non-isomorphic to each other as Lie groups but their Lie algebras are isomorphic to each other.
Lie algebraIn mathematics, a Lie algebra (pronounced liː ) is a vector space together with an operation called the Lie bracket, an alternating bilinear map , that satisfies the Jacobi identity. Otherwise said, a Lie algebra is an algebra over a field where the multiplication operation is now called Lie bracket and has two additional properties: it is alternating and satisfies the Jacobi identity. The Lie bracket of two vectors and is denoted . The Lie bracket does not need to be associative, meaning that the Lie algebra can be non associative.
Equivalence classIn mathematics, when the elements of some set have a notion of equivalence (formalized as an equivalence relation), then one may naturally split the set into equivalence classes. These equivalence classes are constructed so that elements and belong to the same equivalence class if, and only if, they are equivalent. Formally, given a set and an equivalence relation on the of an element in denoted by is the set of elements which are equivalent to It may be proven, from the defining properties of equivalence relations, that the equivalence classes form a partition of This partition—the set of equivalence classes—is sometimes called the quotient set or the quotient space of by and is denoted by .
Measure-preserving dynamical systemIn mathematics, a measure-preserving dynamical system is an object of study in the abstract formulation of dynamical systems, and ergodic theory in particular. Measure-preserving systems obey the Poincaré recurrence theorem, and are a special case of conservative systems. They provide the formal, mathematical basis for a broad range of physical systems, and, in particular, many systems from classical mechanics (in particular, most non-dissipative systems) as well as systems in thermodynamic equilibrium.
