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Ornstein isomorphism theorem

Known as: Bernoulli flow, Ornstein theorem, Ornstein theory 
In mathematics, the Ornstein isomorphism theorem is a deep result for ergodic theory. It states that if two different Bernoulli schemes have the same… 
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Related topics

Related topics

3 relations
Bernoulli schemeErgodic theoryKolmogorov automorphism

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2019
2019
Finitary isomorphisms of Brownian motions
Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an… 
2018
2018
Three $$l_1$$l1 Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios
We study the problem of constructing sparse and fast mean reverting portfolios. The problem is motivated by convergence trading… 
2016
2016
Recent advances in multi-INT track fusion
This paper provides recent experimental results on a large-scale scenario for recently-introduced MCMC-based and MHT-based… 
2015
2015
Goodness of Fit Test : Ornstein-Uhlenbeck Process
In literature, the Ornstein-Uhlenbeck process, a CAR(1) process, has been used extensively for data molding. We expand the… 
2014
2014
Explorando patrones en rasgos macroecológicos utilizando regresión secuencial de autovectores filogenéticos
Bini, L.M., Villalobos, F., Diniz-Filho, J.A.F. 2014. Exploring patterns in macroecological traits using sequential phylogenetic… 
2012
2012
Modeling Stationary Data by a Class of Generalized Ornstein-Uhlenbeck Processes: The Gaussian Case
The Ornstein-Uhlenbeck (OU) process is a well known conti- nuous-time interpolation of the discrete-time autoregressive process… 
2010
2010
Influence of Noise Temporal Correlation on Magnetization Spectra and Thermal Relaxations in Soft Magnetic Materials
The analysis of the noise temporal correlation effects on spectral properties and relaxation phenomena in hysteretic systems… 
2008
2008
Applications of hidden Markov models in financial modelling
Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of… 
2006
2006
DISTRIBUTIONS OF ATOMS IN FLUIDS USING LOCA
The Ornstein-Zernike (OZ) equations [1] can be used to find probability distributions of atoms in fluid states where the primary… 
2003
2003
Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlenbeck type processes
The works of Wolfe [27], Jurek and Vervaat [6], Sato and Yamazato [20], [21], Sato [16], and Jeanblanc, Pitman, and Yor [4… 
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