W-马尔可夫测度、转移算子、小波和多分辨
W-Markov measures, transfer operators, wavelets and multiresolutions
摘要:
在一般情况下,我们解决了以下逆问题:给定一个正算子$R$,作用于固定测度空间$(X,\mathcal B_X)$上的可测函数,我们构造了一个相关的马尔可夫链。具体地说,从选择$R$(转移算子)和$(X, \mathcal B_X)$上的概率测度$μ_0$开始,然后我们建立一个相关的马尔可夫链$T_0, T_1, T_2,\ldots$,这些随机变量(r.v)在一个合适的概率空间$(Ω,\mathcal F, \mathbb P)$中实现,每个r. v在$X$中取值,$T_0$以概率$μ_0$为定律。我们进一步展示了$R$的光谱数据,例如,$R$ -调和函数的存在,传播到马尔可夫链。相反,在一般情况下,我们表明,每一个马尔可夫链是由它的转移算子。在一系列的例子中,我们把这种对应关系转化为实际的术语:$(i)$迭代函数系统(IFS),$(ii)$小波多分辨率结构,和$(iii)$ IFS随机控制。
英文摘要:
In a general setting we solve the following inverse problem: Given a positive operators $R$, acting on measurable functions on a fixed measure space $(X,\mathcal B_X)$, we construct an associated Markov chain. Specifically, starting with a choice of $R$ (the transfer operator), and a probability measure $μ_0$ on $(X, \mathcal B_X)$, we then build an associated Markov chain $T_0, T_1, T_2,\ldots$, with these random variables (r.v) realized in a suitable probability space $(Ω,\mathcal F, \mathbb P)$, and each r.v. taking values in $X$, and with $T_0$ having the probability $μ_0$ as law. We further show how spectral data for $R$, e.g., the presence of $R$-harmonic functions, propagate to the Markov chain. Conversely, in a general setting, we show that every Markov chain is determined by its transfer operator. In a range of examples we put this correspondence into practical terms: $(i)$ iterated function systems (IFS), $(ii)$ wavelet multiresolution constructions, and $(iii)$ IFSs with random control.
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