An Approach of Randomness of a Sample Based on Its Weak Ergodic Limit
For a Polish Sample Space with a Borel σ-field with a surjective measurable transformation, we define an equivalence relation on sample points according to their ergodic limiting averages. We show that this equivalence relation partitions the subset of sample points on measurable invariant subsets,...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2017-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2017/9139645 |