Ergodic theory | Signal processing
In physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average equals the time average. In this regime, any collection of random samples from a process must represent the average statistical properties of the entire regime. Conversely, a process that is not in ergodic regime is said to be in non-ergodic regime. (Wikipedia).
Karma Dajani - An introduction to Ergodic Theory of Numbers (Part 1)
In this course we give an introduction to the ergodic theory behind common number expansions, like expansions to integer and non-integer bases, Luroth series and continued fraction expansion. Starting with basic ideas in ergodic theory such as ergodicity, the ergodic theorem and natural ex
From playlist École d’été 2013 - Théorie des nombres et dynamique
Karma Dajani - An introduction to Ergodic Theory of Numbers (Part 2)
In this course we give an introduction to the ergodic theory behind common number expansions, like expansions to integer and non-integer bases, Luroth series and continued fraction expansion. Starting with basic ideas in ergodic theory such as ergodicity, the ergodic theorem and natural ex
From playlist École d’été 2013 - Théorie des nombres et dynamique
Karma Dajani - An introduction to Ergodic Theory of Numbers (Part 3)
In this course we give an introduction to the ergodic theory behind common number expansions, like expansions to integer and non-integer bases, Luroth series and continued fraction expansion. Starting with basic ideas in ergodic theory such as ergodicity, the ergodic theorem and natural ex
From playlist École d’été 2013 - Théorie des nombres et dynamique
Amos Nevo: Representation theory, effective ergodic theorems, and applications - Lecture 4
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b
From playlist Dynamical Systems and Ordinary Differential Equations
Amos Nevo: Representation theory, effective ergodic theorems, and applications - Lecture 3
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b
From playlist Dynamical Systems and Ordinary Differential Equations
Amos Nevo: Representation theory, effective ergodic theorems, and applications - Lecture 2
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b
From playlist Dynamical Systems and Ordinary Differential Equations
Amos Nevo: Representation theory, effective ergodic theorems, and applications - Lecture 1
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b
From playlist Dynamical Systems and Ordinary Differential Equations
Random Processes and Stationarity
http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. Introduction to describing random processes using first and second moments (mean and autocorrelation/autocovariance). Definition of a stationa
From playlist Random Signal Characterization
(ML 19.1) Gaussian processes - definition and first examples
Definition of a Gaussian process. Elementary examples of Gaussian processes.
From playlist Machine Learning
Markov processes and applications by Hugo Touchette
PROGRAM : BANGALORE SCHOOL ON STATISTICAL PHYSICS - XII (ONLINE) ORGANIZERS : Abhishek Dhar (ICTS-TIFR, Bengaluru) and Sanjib Sabhapandit (RRI, Bengaluru) DATE : 28 June 2021 to 09 July 2021 VENUE : Online Due to the ongoing COVID-19 pandemic, the school will be conducted through online
From playlist Bangalore School on Statistical Physics - XII (ONLINE) 2021
Amine Marrakchi: Ergodic theory of affine isometric actions on Hilbert spaces
The Gaussian functor associates to every orthogonal representation of a group G on a Hilbert space, a probability measure preserving action of G called a Gaussian action. This construction is a fundamental tool in ergodic theory and is the source of a large and interesting class of probabi
From playlist Probability and Statistics
Positive Lyapunov exponents and mixing in stochastic fluid flow. Part II - Elia Bruè
Topics in Analysis Topic: Positive Lyapunov exponents and mixing in stochastic fluid flow. Part II Speaker: Elia Bruè Affiliation: Member, School of Mathematics Date: April 28, 2022 In this three-part lecture series, we will present a series of works by Bedrossian, Blumenthal and Punsho
From playlist Mathematics
Stochastic Homogenization (Lecture 3) by Andrey Piatnitski
DISCUSSION MEETING Multi-Scale Analysis: Thematic Lectures and Meeting (MATHLEC-2021, ONLINE) ORGANIZERS: Patrizia Donato (University of Rouen Normandie, France), Antonio Gaudiello (Università degli Studi di Napoli Federico II, Italy), Editha Jose (University of the Philippines Los Baño
From playlist Multi-scale Analysis: Thematic Lectures And Meeting (MATHLEC-2021) (ONLINE)
Davar Khoshnevisan (Utah) -- Ergodicity and CLT for SPDEs
I will summarize some of the recent collaborative work with Le Chen, David Nualart, and Fei Pu in which we characterize when the solution to a large family of parabolic stochastic PDE is ergodic in its spatial variable. We also identify when there are Gaussian fluctuations associated to th
From playlist Columbia SPDE Seminar
From hyperbolic billiards to statistical physics - Peter Nandori
Analysis Seminar Topic: From hyperbolic billiards to statistical physics Speaker: Peter Nandori Affiliation: Yeshiva University; Member, School of Mathematics Date: April 19, 2021 For more video please visit http://video.ias.edu
From playlist Mathematics
34 Sundar - Invariant measures and ergodicity for stochastic Navier-Stokes equations
PROGRAM NAME :WINTER SCHOOL ON STOCHASTIC ANALYSIS AND CONTROL OF FLUID FLOW DATES Monday 03 Dec, 2012 - Thursday 20 Dec, 2012 VENUE School of Mathematics, Indian Institute of Science Education and Research, Thiruvananthapuram Stochastic analysis and control of fluid flow problems have
From playlist Winter School on Stochastic Analysis and Control of Fluid Flow
Concentration inequalities for linear cocycles and their applications to problems...- Silvius Klein
Analysis Seminar Topic: Concentration inequalities for linear cocycles and their applications to problems in dynamics and mathematical physics Speaker: Silvius Klein Affiliation: Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Brazil Date: January 31, 2018 For more videos, pl
From playlist Mathematics
Uri Bader - 2/4 Algebraic Representations of Ergodic Actions
Ergodic Theory is a powerful tool in the study of linear groups. When trying to crystallize its role, emerges the theory of AREAs, that is Algebraic Representations of Ergodic Actions, which provides a categorical framework for various previously studied concepts and methods. Roughly, this
From playlist Uri Bader - Algebraic Representations of Ergodic Actions