• Title/Summary/Keyword: Ergodic theorem

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On The Dichotomy of Stationary and Ergodic Probability Measures

  • Park, Jeong-Soo
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.347-351
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    • 1993
  • The dichotomy of absolute continuity and singularity for a pair of stationary and ergodic measures (one of which need not be ergodic) is obtained using the ergodic decomposition theorem. The known fact that two different stationary and ergodic measures are mutually singular is obtained as a corollary of our result. An example of a pair of stationary-ergodic measures enjoying the dichotomy is presented.

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Mean ergodic theorem and multiplicative cocycles

  • Choe, Geon H.
    • Bulletin of the Korean Mathematical Society
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    • v.33 no.1
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    • pp.57-64
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    • 1996
  • Let $(X, B, \mu)$ be a probability space. Then we say $\tau : X \to X$ is a measure-preserving transformation if $\mu(\tau^{-1} E) = \mu(E)$. and we call it an ergodic transformation if $\mu(\tau^{-1}E\DeltaE) = 0$ for a measurable subset E implies $\mu(E) = 0$. An equivalent definition is that constant functions are the only $\tau$-invariant functions.

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Harmonics Analysis of Railroad Systems using Markov Chain (Markov Chain을 이용한 철도계통의 고조파 분석)

  • Song, Hak-Seon;Lee, Seung-Hyuk;Kim, Jin-O;Kim, Hyung-Chul
    • Proceedings of the KIEE Conference
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    • 2005.11b
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    • pp.230-233
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    • 2005
  • This paper proposes power qualify assessment using Markov Chain applied to Ergodic theorem. The Ergodic theorem introduces the state of aperiodic, recurrent, and non-null. The proposed method using Markov Chain presents very well generated harmonic characteristics according to the traction's operation of electric railway system. In case of infinite iteration, the characteristic of Markov Chain that converges on limiting probability Is able to expected harmonic currents posterior transient state. TDD(Total Demand Distortion) is also analyzed in expected current of each harmonic. The TDD for power quality assesment is calculated using Markov Chain theory in the Inceon international airport IAT power system.

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