We examine measure preserving mappings $f$ acting from a probability space $(Ω, F,μ) $ into a probability space $% (Ω^{*},F^{*},μ^{*}) ,$ where $μ^{*}=μ(f^{-1})$. Conditions on $f$, under which $f$ preserves the relations ''to be singular'' and ''to be absolutely continuous'' between measures defined on $(Ω, F) $ and corresponding image measures, are investigated.
We apply the results to investigate the distribution of the random variable $% ξ=\sum\limits^{\infty}_{k=1} ξ_kλ^k,$ where $% λ\in (0;1),$ and $ξ_k$ are independent not necessarily identically distributed random variables taking the values $i$ with probabilities $% p_{ik}$ ,$i=0,1.$
We also studied in details the metric-topological and fractal properties of the distribution of a random variable $ψ= \sum\limits^{\infty}_{k=1} ξ_ka_k,$ where $a_k>0$ are terms of the convergent series.
In this note we present an algorithm to obtain a uniform lower bound on Hausdorff dimension of the stationary measure of an affine iterated function scheme with similarities, the best known example of which is Bernoulli convolution. The Bernoulli convolution measure $μ_λ$ is the probability measure corresponding to the law of the random variable $ξ= \sum_{k=0}^\infty ξ_kλ^k$, where $ξ_k$ are i.i.d. random variables assuming values $-1$ and $1$ with equal probability and $\frac12 < λ< 1$. In particular, for Bernoulli convolutions we give a uniform lower bound $\dim_H(μ_λ) \geq 0.96399$ for all …
The Bernoulli convolution with parameter $λ\in(0,1)$ is the measure on $\bf R$ that is the distribution of the random power series $\sum\pmλ^n$, where $\pm$ are independent fair coin-tosses. This paper surveys recent progress on our understanding of the regularity properties of these measures.
We give an expression for the Garsia entropy of Bernoulli convolutions in terms of products of matrices. This gives an explicit rate of convergence of the Garsia entropy and shows that one can calculate the Hausdorff dimension of the Bernoulli convolution $ν_β$ to arbitrary given accuracy whenever $β$ is algebraic. In particular, if the Garsia entropy $H(β)$ is not equal to $\log(β)$ then we have a finite time algorithm to determine whether or not $\mathrm{dim}_\mathrm{H} (ν_β)=1$.
A consequence of Ornstein theory is that the infinite entropy flows associated with Poisson processes and continuous-time irreducible Markov chains on a finite number of states are isomorphic as measure-preserving systems. We give an elementary construction of such an isomorphism that has an additional finitariness property, subject to the additional conditions that the Markov chain has a uniform holding rate and a mixing skeleton.
The Bernoulli convolution $ν_λ$ with parameter $λ\in(0,1)$ is the probability measure supported on $\mathbf{R}$ that is the law of the random variable $\sum\pmλ^n$, where the $\pm$ are independent fair coin-tosses. We prove that $\dimν_λ=1$ for all transcendental $λ\in(1/2,1)$.
We prove that if a free ergodic action of a countably infinite group has positive Rokhlin entropy (or, less generally, positive sofic entropy) then it factors onto all Bernoulli shifts of lesser or equal entropy. This extends to all countably infinite groups the well-known Sinai factor theorem from classical entropy theory.
Max-semistable extremal behavior of AR(1)-processes connected with Bernoulli convolutions
Mathematical Institute, Heinrich Heine University Düsseldorf（杜塞尔多夫海因里希·海涅大学数学研究所）；Bernoulli Institute for Mathematics, Computer Science and Artificial Intelligence, University of Groningen（格罗宁根大学伯努利数学、计算机与人工智能研究所）
In this paper, we essentially compute the set of $x,y>0$ such that the mapping $z \longmapsto \Big{(}1-r+r e^z\Big{)}^x \Big{(}\dis\fracλ{λ-z}\Big{)}^{y}$ is a Laplace transform. If $X$ and $Y$ are two independent random variables which have respectively Bernoulli and Gamma distributions, we denote by $μ$ the distribution of $X+Y.$ The above problem is equivalent to finding the set of $x>0$ such that $μ^{{\ast}x}$ exists.
A result of Chebyshev (1864) and Hoeffding1956}, on bounding an expectation of a given function with respect to a Bernoulli convolution (also called Poisson binomial law, or law of the number of successes in independent trials) with any given first moment, is here generalised to the case of any given first few moments, as indicated in the title. A nonprobabilistic, and perhaps more obvious, reformulation is: Every permutation invariant and separately affine-linear function of $n$ real variables $x_i\in[a,b]$ assumes its extremal values given the power sums $\sum_{i=1}^nx_i^1,\ldots, \sum_{i=1}…
The Bernoulli convolution with parameter $λ\in(0,1)$ is the probability measure $μ_λ$ that is the law of the random variable $\sum_{n\ge0}\pmλ^n$, where the signs are independent unbiased coin tosses. We prove that each parameter $λ\in(1/2,1)$ with $\dimμ_λ<1$ can be approximated by algebraic parameters $ξ\in(1/2,1)$ within an error of order $\exp(-deg(ξ)^{A})$ for any number $A$, such that $\dimμ_ξ<1$. As a corollary, we conclude that $\dimμ_λ=1$ for each of $λ=\ln 2, e^{-1/2}, π/4$. These are the first explicit examples of such transcendental parameters. Moreover, we show that Lehmer's conje…
We prove that if $G$ is a countably infinite group and $(L, λ)$ and $(K, κ)$ are probability spaces having equal Shannon entropy, then the Bernoulli shifts $G \curvearrowright (L^G, λ^G)$ and $G \curvearrowright (K^G, κ^G)$ are isomorphic. This extends Ornstein's famous isomorphism theorem to all countably infinite groups. Our proof builds on a slightly weaker theorem by Lewis Bowen in 2011 that required both $λ$ and $κ$ have at least $3$ points in their support. We furthermore produce finitary isomorphisms in the case where both $L$ and $K$ are finite.
We prove that for Bernoulli percolation on a graph $\mathbb{Z}^2\times\{0,\dots,k\}$ ($k\ge 0$), there is no infinite cluster at criticality, almost surely. The proof extends to finite range Bernoulli percolation models on $\mathbb{Z}^2$ which are invariant under $π/2$-rotation and reflection.
We provide several simple recursive formulae for the moment sequence of infinite Bernoulli convolution. We relate moments of one infinite Bernoulli convolution with others having different but related parameters. We give examples relating Euler numbers to the moments of infinite Bernoulli convolutions. One of the examples provides moment interpretation of Pell numbers as well as new identities satisfied by Pell and Lucas numbers.
We consider a probabilistic approach to compute the Wiener--Young $Φ$-variation of fractal functions in the Takagi class. Here, the $Φ$-variation is understood as a generalization of the quadratic variation or, more generally, the $p^{\text{th}}$ variation of a trajectory computed along the sequence of dyadic partitions of the unit interval. The functions $Φ$ we consider form a very wide class of functions that are regularly varying at zero. Moreover, for each such function $Φ$, our results provide in a straightforward manner a large and tractable class of functions that have nontrivial and li…
We study properties of Bernoulli convolutions generated by the second Ostrogradsky series, i.e., probability distributions of random variables \begin{equation} ξ= \sum_{k=1}^\infty \frac{(-1)^{k+1}ξ_k}{q_k}, \end{equation} where $q_k$ is a sequence of positive integers with $q_{k+1}\geq q_k(q_k+1)$, and $\{ξ_k\}$ are independent random variables taking the values $0$ and $1$ with probabilities $p_{0k}$ and $p_{1k}$ respectively. We prove that $ξ$ has an anomalously fractal Cantor type singular distribution ($\dim_H (S_ξ)=0$) whose Fourier-Stieltjes transform does not tend to zero at infinity. …
We consider the multi-particle Anderson model on the lattice with infinite range but sub-exponentially decaying interaction and show the Anderson localization consisting of the spectral exponential and the strong dynamical localization. In particular, the dynamical localization is proved int he Hilbert-Schmidt norm. The results concern very singular probability distributions such as the Bernoulli's measures.
The exponential growth rate of non polynomially growing subgroups of $GL_d$ is conjectured to admit a uniform lower bound. This is known for non-amenable subgroups, while for amenable subgroups it is known to imply the Lehmer conjecture from number theory. In this note, we show that it is equivalent to the Lehmer conjecture. This is done by establishing a lower bound for the entropy of the random walk on the semigroup generated by the maps $x\mapsto λ\cdot x\pm 1$, where $λ$ is an algebraic number. We give a bound in terms of the Mahler measure of $λ$. We also derive a bound on the dimension o…
The Bernoulli sieve is an infinite occupancy scheme obtained by allocating the points of a uniform $[0,1]$ sample over an infinite collection of intervals made up by successive positions of a multiplicative random walk independent of the uniform sample. We prove a law of the iterated logarithm for the number of non-empty (occupied) intervals as the size of the uniform sample becomes large.
In this note we study some properties of infinite percolation clusters on non-amenable graphs. In particular, we study the percolative properties of the complement of infinite percolation clusters. An approach based on mass-transport is adapted to show that for a large class of non-amenable graphs, the graph obtained by removing each site contained in an infinite percolation cluster has critical percolation threshold which can be arbitrarily close to the critical threshold for the original graph, almost surely, as p approaches p_c. Closely related is the self-destructive percolation process, i…
We introduce a percolation model on $\mathbb{Z}^d$, $d \geq 3$, in which the discrete lines of vertices that are parallel to the coordinate axis are entirely removed at random and independently of each other. In this way a vertex belongs to the vacant set $\mathcal{V}$ if and only if none of the $d$ lines to which it belongs, is removed. We show the existence of a phase transition for $\mathcal{V}$ as the probability of removing the lines is varied. We also establish that, in the certain region of parameters space where $\mathcal{V}$ contains an infinite component, the truncated connectivity f…
Infinite Bernoulli convolutions generated by multigeometric series and their properties
Dragomanov Ukrainian State University（德拉戈马诺夫乌克兰国立大学）；Institute of Mathematics of NAS of Ukraine（乌克兰国家科学院数学研究所）；Central Ukrainian State University（中央乌克兰国立大学）
The Bernoulli sieve is a version of the classical balls-in-boxes occupancy scheme, in which random frequencies of infinitely many boxes are produced by a multiplicative random walk, also known as the residual allocation model or stick-breaking. We give an overview of the limit theorems concerning the number of boxes occupied by some balls out of the first $n$ balls thrown, and present some new results concerning the number of empty boxes within the occupancy range.
An infinite sequence $α$ over an alphabet $Σ$ is $μ$-distributed w.r.t. a probability map $μ$ if, for every finite string $w$, the limiting frequency of $w$ in $α$ exists and equals $μ(w)$. %We raise the question of how to characterize the probability maps $μ$ for which $μ$-distributedness is preserved across finite-state selection, or equivalently, by selection by programs using constant space. We prove the following result for any finite or countably infinite alphabet $Σ$: every finite-state selector over $Σ$ selects a $μ$-distributed sequence from every $μ$-distributed sequence \emph{if and…
Let $(X_1,X_2,...)$ be a random partition of the unit interval $[0,1]$, i.e. $X_i\geq0$ and $\sum_{i\geq1} X_i=1$, and let $(\varepsilon_1,\varepsilon_2,...)$ be i.i.d. Bernoulli random variables of parameter $p \in (0,1)$. The Bernoulli convolution of the partition is the random variable $Z =\sum_{i\geq1} \varepsilon_i X_i$. The question addressed in this article is: Knowing the distribution of $Z$ for some fixed $p\in(0,1)$, what can we infer about the random partition? We consider random partitions formed by residual allocation and prove that their distributions are fully characterised by t…
The Bernoulli sieve is a version of the classical `balls-in-boxes' occupancy scheme, in which random frequencies of infinitely many boxes are produced by a multiplicative renewal process, also known as the residual allocation model or stick-breaking. We focus on the number $K_n$ of boxes occupied by at least one of $n$ balls, as $n\to\infty$. A variety of limiting distributions for $K_n$ is derived from the properties of associated perturbed random walks. Refining the approach based on the standard renewal theory we remove a moment constraint to cover the cases left open in previous studies.
In this article, we obtain, for the total variance distance, the error bounds between Poisson and convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions. Several Poisson limit theorems follow as corollaries from our bounds. As applications, we compare the Poisson approximation results with the negative binomial approximation results, for the sums of Bernoulli, geometric, and logarithmic series random variables.
We consider a class of random loop models (including the random interchange process) that are parametrised by a time parameter $β\geq 0$. Intuitively, larger $β$ means more randomness. In particular, at $β=0$ we start with loops of length 1 and as $β$ crosses a critical value $β_c$, infinite loops start to occur almost surely. Our random loop models admit a natural comparison to bond percolation with $p=1-e^{-β}$ on the same graph to obtain a lower bound on $β_c$. For those graphs of diverging vertex degree where $β_c$ and the critical parameter for percolation have been calculated explicitly,…
We provide a new proof of the sharpness of the phase transition for Bernoulli percolation and the Ising model. The proof applies to infinite range models on arbitrary locally finite transitive infinite graphs. For Bernoulli percolation, we prove finiteness of the susceptibility in the subcritical regime $β<β_c$, and the mean-field lower bound $\mathbb{P}_β[0\longleftrightarrow\infty]\ge (β-β_c)/β$ for $β>β_c$. For finite-range models, we also prove that for any $β<β_c$, the probability of an open path from the origin to distance $n$ decays exponentially fast in $n$. For the Ising model, we pro…
We provide a new proof of the sharpness of the phase transition for nearest-neighbour Bernoulli percolation. More precisely, we show that - for $p<p_c$, the probability that the origin is connected by an open path to distance $n$ decays exponentially fast in $n$. - for $p>p_c$, the probability that the origin belongs to an infinite cluster satisfies the mean-field lower bound $θ(p)\ge\tfrac{p-p_c}{p(1-p_c)}$. This note presents the argument of \cite{DumTas15}, which is valid for long-range Bernoulli percolation (and for the Ising model) on arbitrary transitive graphs in the simpler framework o…
We generalize the standard site percolation model on the $d$-dimensional lattice to a model on random tessellations of $\mathbb R^d$. We prove the uniqueness of the infinite cluster by adapting the Burton-Keane argument \cite{burton1989density}, develop two frameworks that imply the non-triviality of the phase transition and show that large classes of random tessellations fit into one of these frameworks. Our focus is on a very general approach that goes well beyond the typical Poisson driven models. The most interesting examples might be Voronoi tessellations induced by determinantal processe…
The Bernoulli sieve is the infinite "balls-in-boxes" occupancy scheme with random frequencies $P_k=W_1...W_{k-1}(1-W_k)$, where $(W_k)_{k\in\mn}$ are independent copies of a random variable $W$ taking values in $(0,1)$. Assuming that the number of balls equals $n$, let $L_n$ denote the number of empty boxes within the occupancy range. The paper proves that, under a regular variation assumption, $L_n$, properly normalized without centering, weakly converges to a functional of an inverse stable subordinator. Proofs rely upon the observation that $(\log P_k)$ is a perturbed random walk. In partic…
Feller (1945) provided a coupling between the counts of cycles of various sizes in a uniform random permutation of $[n]$ and the spacings between successes in a sequence of $n$ independent Bernoulli trials with success probability $1/n$ at the $n$th trial. Arratia, Barbour and Tavaré (1992) extended Feller's coupling, to associate cycles of random permutations governed by the Ewens $(θ)$ distribution with spacings derived from independent Bernoulli trials with success probability $θ/(n-1+θ)$ at the $n$th trial, and to conclude that in an infinite sequence of such trials, the numbers of spacing…
We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson $χ^2$-distance. The results are based on proper non-uniform estimates for densities. They deal with models of non-homogeneous, non-degenerate Bernoulli distributions.
This expository paper is intended for a short self-contained introduction to the theory of infinite convolutions of probability measures on Polish semigroups. We give the proofs of the Rees decomposition theorem of completely simple semigroups, the Ellis--Żelazko theorem, the convolution factorization theorem of convolution idempotents, and the convolution factorization theorem of cluster points of infinite convolutions.
We use the geometric concept of principal angles between subspaces to compute the noncommutative distribution of an expression involving two free projections. For example, this allows to simplify a formula by Fevrier-Mastnak-Nica-Szpojankowski about the free Bernoulli anticommutator. We also derive economically an explicit formula for the free additive convolution of Bernoulli distributions. As a byproduct, we observe the remarkable fact that the principal angles between random half-dimensional subspaces are asymptotically distributed according to the uniform measure.
Based on the~method of subordinating functions we prove bounds for the minimal error of approximations of $n$-fold convolutions of probability measures by free infinitely divisible probability measures.
In this note, we study the high-temperature convolution introduced in Ref.\ \cite{mergny_cconv}, between two symmetric Bernoulli distributions. We give an analytical expression for both the Stieltjes transform and the density. This result provides the first non-trivial expression for the high-temperature convolution of two distributions and gives a new family of densities, interpolating between the centered binomial distribution with number of trials $n{=}2$ and probability of success $p{=}1/2$, and the centered and re-scaled arcsine law.
We consider an i.i.d. supercritical bond percolation on Z^d , every edge is open with a probability p > p\_c (d), where p\_c (d) denotes the critical parameter for this percolation. We know that there exists almost surely a unique infinite open cluster C\_p [11]. We are interested in the regularity properties of the chemical distance for supercritical Bernoulli percolation. The chemical distance between two points x, y $\in$ C\_p corresponds to the length of the shortest path in C\_p joining the two points. The chemical distance between 0 and nx grows asymptotically like n$μ$\_p (x). We aim to…
Trace monoids and heaps of pieces appear in various contexts in combinatorics. They also constitute a model used in computer science to describe the executions of asynchronous systems. The design of a natural probabilistic layer on top of the model has been a long standing challenge. The difficulty comes from the presence of commuting pieces and from the absence of a global clock. In this paper, we introduce and study the class of Bernoulli probability measures that we claim to be the simplest adequate probability measures on infinite traces. For this, we strongly rely on the theory of trace c…
We study the multiplicative convolution for c-monotone independence. This convolution unifies the monotone, Boolean and orthogonal multiplicative convolutions. We characterize convolution semigroups for the c-monotone multiplicative convolution on the unit circle. We also prove that an infinitely divisible distribution can always be embedded in a convolution semigroup. We furthermore discuss the (non)-uniqueness of such embeddings including the monotone case. Finally connections to the multiplicative Boolean convolution are discussed.
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
In this paper, we present an abstract model of continuous-time quantum walk (CTQW) based on Bernoulli functionals and show that the model has perfect state transfer (PST), among others. Let $\mathfrak{h}$ be the space of square integrable complex-valued Bernoulli functionals, which is infinitely dimensional. First, we construct on a given subspace $\mathfrak{h}_L \subset \mathfrak{h}$ a self-adjoint operator $Δ_L$ via the canonical unitary involutions on $\mathfrak{h}$, and by analyzing its spectral structure we find out all its eigenvalues. Then, we introduce an abstract model of CTQW with $\…
