Suppose that we have a method which estimates the conditional probabilities of some unknown stochastic source and we use it to guess which of the outcomes will happen. We want to make a correct guess as often as it is possible. What estimators are good for this? In this work, we consider estimators given by a familiar notion of universal coding for stationary ergodic measures, while working in the framework of algorithmic randomness, i.e., we are particularly interested in (...) prediction of Martin-Löf random points. We outline the general theory and exhibit some counterexamples. Completing a result of Ryabko from 2009 we also show that universal probability measure in the sense of universal coding induces a universal predictor in the prequential sense. Surprisingly, this implication holds true provided the universal measure does not ascribe too low conditional probabilities to individual symbols. As an example, we show that the Prediction by Partial Matching measure satisfies this requirement with a large reserve. (shrink)

The problem of finding optimal sampling schemes has been resolved in two models. The novelty of this study lies in its cost efficiency, specifically, for the applied problems with expensive sampling process. In discussed models, we show that some observations counteract other ones in prediction mechanism. The autocovariance function of underlying process causes mentioned result. Our interesting result is that, although removing neutralizing observations convert sampling scheme to nonredundant case, it causes to worse prediction. A simulation study confirms this matter, (...) too. (shrink)

De Finetti's representation theorem is a special case of the ergodic decomposition of stationary probability measures. The problems of the interpretation of probabilities centred around de Finetti's theorem are extended to this more general situation. The ergodic decomposition theorem has a physical background in the ergodic theory of dynamical systems. Thereby the interpretations of probabilities in the cases of de Finetti's theorem and its generalization and in ergodic theory are systematically connected to each other.

The desirable gambles framework offers the most comprehensive foundations for the theory of lower pre- visions, which in turn affords the most general ac- count of imprecise probabilities. Nevertheless, for all its generality, the theory of lower previsions rests on the notion of linear utility. This commitment to linearity is clearest in the coherence axioms for sets of desirable gambles. This paper considers two routes to relaxing this commitment. The first preserves the additive structure of the desirable gambles framework and (...) the machinery for coherent inference but detaches the interpretation of desirability from the multiplicative scale invariance axiom. The second strays from the additive combination axiom to accommodate repeated gambles that return rewards by a non-stationary processes that is not necessarily additive. Unlike the first approach, which is a conservative amendment to the desirable gambles framework, the second is a rad- ical departure. Yet, common to both is a method for describing rewards called discounted utility. (shrink)

De Finetti's representation theorem is a special case of the ergodic decomposition of stationary probability measures. The problems of the interpretation of probabilities centred around de Finetti's theorem are extended to this more general situation. The ergodic decomposition theorem has a physical background in the ergodic theory of dynamical systems. Thereby the interpretations of probabilities in the cases of de Finetti's theorem and its generalization and in ergodic theory are systematically connected to each other.

This paper deals with an (otherwise classical) two-(non-interacting) particle system immersed in a common stochastic zero-point radiation field. The treatment is an extension of the one-particle case for which it has been shown that the quantum properties of the particle emerge from its interaction with the background field under stationary and ergodic conditions. In the present case we show that non-classical correlations—describable only in terms of entanglement—arise between the (nearby) particles whenever both of them resonate to a common (...) frequency of the field. For identical particles the entanglement becomes maximum and must be described by totally (anti)symmetric states. (shrink)

Various processes are often classified as both deterministic and random or chaotic. The main difficulty in analysing the randomness of such processes is the apparent tension between the notions of randomness and determinism: what type of randomness could exist in a deterministic process? Ergodic theory seems to offer a particularly promising theoretical tool for tackling this problem by positing a hierarchy, the so-called ‘ergodic hierarchy’, which is commonly assumed to provide a hierarchy of increasing degrees of (...) randomness. However, that notion of randomness requires clarification. The mathematical definition of EH does not make explicit appeal to randomness; nor does the usual way of presenting EH involve a specification of the notion of randomness that is supposed to underlie the hierarchy. In this paper we argue that EH is best understood as a hierarchy of random behaviour if randomness is explicated in terms of unpredictability. We then show that, contrary to common wisdom, EH is useful in characterising the behaviour of Hamiltonian dynamical systems. (shrink)

The traditional use of ergodic theory in the foundations of equilibrium statistical mechanics is that it provides a link between thermodynamic observables and microcanonical probabilities. First of all, the ergodic theorem demonstrates the equality of microcanonical phase averages and infinite time averages (albeit for a special class of systems, and up to a measure zero set of exceptions). Secondly, one argues that actual measurements of thermodynamic quantities yield time averaged quantities, since measurements take a long time. The combination (...) of these two points is held to be an explanation why calculating microcanonical phase averages is a successful algorithm for predicting the values of thermodynamic observables. It is also well-known that this account is problematic.

This survey intends to show that ergodic theory nevertheless may have important roles to play, and it explores three other uses of ergodic theory. Particular attention is paid, firstly, to the relevance of specific interpretations of probability, and secondly, to the way in which the concern with systems in thermal equilibrium is translated into probabilistic language. With respect to the latter point, it is argued that equilibrium should not be represented as a stationary probability distribution as is standardly done; instead, a weaker definition is presented. (shrink)

I prove a theorem on the precise connection of the time and phase-space average of the Boltzmann equilibrium showing that the behaviour of a dynamical system with a stationary measure and a dominant equilibrium state is qualitatively ergodic. Explicitly, I show that given a dynamical system with a stationary measure and a region of overwhelming phase-space measure, almost all trajectories spend almost all of their time in that region. Conversely, given that almost all trajectories spend almost all (...) of their time in a certain region, that region is of overwhelming phase-space measure. In total, the time and phase-space average of the equilibrium state approximately coincide. Consequently, equilibrium can be defined equivalently in terms of the time or the phase-space average. Moreover, since the two averages are almost equal, the behaviour of the system is essentially ergodic. While this does not explain the approach to equilibrium, it provides a means to estimate the fluctuation rates. (shrink)

This paper analyzes the ergodic hypothesis in the context of Boltzmann’s late work in statistical mechanics, where Boltzmann lays the foundations for what is today known as the typicality account. I argue that, based on the concepts of stationarity (of the measure) and typicality (of the equilibrium state), the ergodic hypothesis, as an idealization, is a consequence rather than an assumption of Boltzmann’s account. More precisely, it can be shown that every system with a stationary measure and (...) an equilibrium state (be it a typical state with respect to the phase space or the time average) behaves essentially as if it were ergodic. I claim that Boltzmann was aware of this fact as it grounds both his notion of equilibrium, relating it to the thermodynamic notion of equilibrium, and his estimate of the fluctuation rates. (shrink)

There are several ontological and consequently also methodological mistakes in contemporary mainstream economics. Among them, the so-called ergodic axiom is play significant role. It is understandable that the real economy elaborated as formalized mental model looks like dynamic system on first sight. However, that is right only of dynamical systems in mathematical formalism. Economy that is in our understanding societal and/or collective economy is complex evolving organism. If we imagine such organism in the form of dynamical system that is (...) as clear mathematical formalism, we are losing their crucial authentic character. The significant irredeemable attribute of societal economy is lying in his complex evolving network process character created by large population of people with different decision-making and complex realizing among them. Going from these imaginations the two entities in a question that is dynamical system with their ergodicity and societal economic organism as complex evolving network are qualitative very different ones. That is the reason why we cannot accede with endeavours to draw on living economy straitjacket of ergodic axiom. To articulate that cause by other words ergodic dynamical systems are applicable for physical and partly for chemical entities and only scarcely are fit for living organisms. On the other hand however, as clear method the ergodic dynamical system have good applying for didactical approaches in economics where helping in better understanding some types of complexities in dynamics. The purpose of that essay is to discuss problems around usability of ergodic dynamical system theory and methods in economics in the age of advanced ICT knowledge based society. (shrink)

New results in ergodic theory show that averages of repeated measurements will typically diverge with probability one if there are random errors in the measurement of time. Since mean-square convergence of the averages is not so susceptible to these anomalies, we are led again to compare the mean and pointwise ergodic theorems and to reconsider efforts to determine properties of a stochastic process from the study of a generic sample path. There are also implications for models of time (...) and the interaction between observer and observable. (shrink)

I prove a theorem on the precise connection of the time and phase-space average of the Boltzmann equilibrium showing that the behaviour of a dynamical system with a stationary measure and a dominant equilibrium state is qualitatively ergodic. Explicitly, I show that given a dynamical system with a stationary measure and a region of overwhelming phase-space measure, almost all trajectories spend almost all of their time in that region. Conversely, given that almost all trajectories spend almost all (...) of their time in a certain region, that region is of overwhelming phase-space measure. In total, the time and phase-space average of the equilibrium state approximately coincide. Consequently, equilibrium can be defined equivalently in terms of the time or the phase-space average. Moreover, since the two averages are almost equal, the behaviour of the system is essentially ergodic. While this does not explain the approach to equilibrium, it provides a means to estimate the fluctuation rates. (shrink)

In this paper, we investigate the dynamics of autonomous and nonautonomous stochastic toxin-producing phytoplankton–zooplankton system. For the autonomous system, we establish the sufficient conditions for the existence of the globally positive solution as well as the solution of population extinction and persistence in the mean. Furthermore, by constructing some suitable Lyapunov functions, we also prove that there exists a single stationary distribution which is ergodic, what is more important is that Lyapunov function does not depend on existence and (...) stability of equilibrium. For the nonautonomous periodic system, we prove that there exists at least one nontrivial positive periodic solution according to the theory of Khasminskii. Finally, some numerical simulations are introduced to illustrate our theoretical results. The results show that weaker white noise and/or toxicity will strengthen the stability of system, while stronger white noise and/or toxicity will result in the extinction of one or two populations. (shrink)

We study the structural rainbow Ramsey theory at uncountable cardinals. Compared to the usual rainbow Ramsey theory, the variation focuses on finding a rainbow subset that not only is of a certain cardinality but also satisfies certain structural constraints, such as being stationary or closed in its supremum. In the process of dealing with cardinals greater than ω1, we uncover some connections between versions of Chang's Conjectures and instances of rainbow Ramsey partition relations, addressing a question raised in [18].

The study of ergodic theorems from the viewpoint of computable analysis is a rich field of investigation. Interactions between algorithmic randomness, computability theory and ergodic theory have recently been examined by several authors. It has been observed that ergodic measures have better computability properties than non-ergodic ones. In a previous paper we studied the extent to which non-ergodic measures inherit the computability properties of ergodic ones, and introduced the notion of an effectively decomposable measure. (...) We asked the following question: if the ergodic decomposition of a stationary measure is finite, is this decomposition effective? In this paper we answer the question in the negative. (shrink)

We obtain an array of consistency results concerning trees and stationary reflection at double successors of regular cardinals $\kappa $, updating some classical constructions in the process. This includes models of $\mathsf {CSR}(\kappa ^{++})\wedge {\sf TP}(\kappa ^{++})$ (both with and without ${\sf AP}(\kappa ^{++})$ ) and models of the conjunctions ${\sf SR}(\kappa ^{++}) \wedge \mathsf {wTP}(\kappa ^{++}) \wedge {\sf AP}(\kappa ^{++})$ and $\neg {\sf AP}(\kappa ^{++}) \wedge {\sf SR}(\kappa ^{++})$ (the latter was originally obtained in joint work by Krueger (...) and the first author [9], and is here given using different methods). Analogs of these results with the failure of $\sf {SH}(\kappa ^{++})$ are given as well. Finally, we obtain all of our results with an arbitrarily large $2^\kappa $, applying recent joint work by Honzik and the third author. (shrink)

The present paper reveals (non-relativistic) quantum mechanics as an emergent property of otherwise classical ergodic systems embedded in a stochastic vacuum or zero-point radiation field (zpf). This result provides a theoretical basis for understanding recent numerical experiments in which a statistical analysis of an atomic electron interacting with the zpf furnishes the quantum distribution for the ground state of the H atom. The action of the zpf on matter is essential within the present approach, but it is the (...) class='Hi'>ergodic demand what ultimately leads to the matrix formulation of quantum mechanics. The paper thus represents a step forward in the quest for an elucidation of the fundamentals of quantum mechanics. (shrink)

A complete theoretical model describing artificial disintegration of nuclei by bombardment with α-particles, developed by Majorana as early as 1930, is discussed in detail jointly with the basic experimental evidences that motivated it. By following the quantum dynamics of a state resulting from the superposition of a discrete state with a continuum one, whose interaction is described by a given potential term, Majorana obtained (among the other predictions) the explicit expression for the integrated cross section of the nuclear process, which (...) is the directly measurable quantity of interest in the experiments. Although this is the first application of the concept of quasi-stationary states to a Nuclear Physics problem, it seems also that the unpublished Majorana work anticipates by several years the related seminal paper by Fano on Atomic Physics. (shrink)

de Finetti's representation theorem of exchangeable probabilities as unique mixtures of Bernoullian probabilities is a special case of a result known as the ergodic decomposition theorem. It says that stationary probability measures are unique mixtures of ergodic measures. Stationarity implies convergence of relative frequencies, and ergodicity the uniqueness of limits. Ergodicity therefore captures exactly the idea of objective probability as a limit of relative frequency (up to a set of measure zero), without the unnecessary restriction to probabilistically (...) independent events as in de Finetti's theorem. The ergodic decomposition has in some applications to dynamical systems a physical content, and de Finetti's reductionist interpretation of his result is not adequate in these cases. (shrink)

Heart rate variability (HRV) is an indicator of the regulation of the heart, see Task Force (Circulation 93(5):1043–1065, 1996). This study compares the regulation of the heart in two cases of healthy subjects within real life situations: Marathon runners and shift workers. After an update on the state of the art on HRV processing, we specify our probabilistic model: We choose modeling heartbeat series by locally stationary Gaussian process (Dahlhaus in Ann Stat 25, 1997). HRV is then processed by (...) the combination of two statistical methods: (1) Continuous wavelet transform for calculating the spectral density energy in the high frequency (HF) and low frequency (LF) bands and (2) Change point analysis to detect changes of heart regulation. Next, we plot the variations of the HF and LF energy in extreme conditions for both populations. This puts in light, that physical activities (rest, moderate sport, marathon race) can be ordered in a logical continuum. This allows to define a new index based on HF and LF energy that is log HF + log LF which appears relevant to measure HR regulation. The results obtained are pertinent but have to be completed by further studies. (shrink)

All physical processes are deterministic de iure. Physicists speak about different types of determinism of physical processes, depending on the degree with which their course can be anticipated. Usually, the course of ergodic processes can be predicted with less certainty than the non-ergodic ones, the latter being integrable. Recent measurements of motions of single particles in composite systems, especially in living biological cells, show that such motions are, in most cases, breaking the Boltzmann’s ergodic (...) hypothesis. On the other hand, their trajectories are random, i.e., one cannot know a priori where the particle will be even in near future. This leads to conclusion that many existing in nature processes are nonergodic but not integrable, therefore predictable only in the mean, representing still other type of determinism. (shrink)

The role of the concept of invariance in physics and geometry is analyzed, with attention to the closely connected concepts of symmetry and objective meaning. The question of why the fundamental equations of physical theories are not invariant, but only covariant, is examined in some detail. The last part of the paper focuses on the surprising example of entropy as a complete invariant in ergodic theory for any two ergodic processes that are isomorphic in the measure-theoretic sense.

The common cause principle states that common causes produce correlations amongst their effects, but that common effects do not produce correlations amongst their causes. I claim that this principle, as explicated in terms of probabilistic relations, is false in classical statistical mechanics. Indeterminism in the form of stationary Markov processes rather than quantum mechanics is found to be a possible saviour of the principle. In addition I argue that if causation is to be explicated in terms of probabilities, (...) then it should be done in terms of probabilistic relations which are invariant under changes of initial distributions. Such relations can also give rise to an asymmetric cause-effect relationship which always runs forwards in time. (shrink)

For the ancient Greeks, the world was both Eros, the god of chaos and creativity, and Logos, the regularity of the heavens as law. From chaos the world came forth. The world was home to ultimate creativity. Two thousand years later Kepler, Galileo, and then mighty Newton created deterministic classical physics in which all that happens in the universe is determined by the laws of motion, initial and boundary conditions. The Theistic God who worked miracles became the Deistic God who (...) set up the universe and let Newton’s laws take over. Eros, raw creativity, is dead, all is Logos.Quantum mechanics replaced the determinism of classical physics with fundamental indeterminism. This was a major crisis in physics, but remained entirely within the Newtonian paradigm of laws, here the Schrödinger equation, initial and boundary conditions. The Schrödinger equation entails the deterministic propagation of a probability distribution. The probabilities concern the indeterminate outcomes of quantum measurement events.The central issue of this article is to show that no laws at all determine or entail the becoming of our biosphere or any other among the 1022 solar systems in the universe. This claim is radical. If no laws determine or entail the becoming of biospheres, and biospheres are part of the universe, the Pythagorean dream that All is Number, All is Logos, is dead. There is no Final Theory that entails all that become in the universe. Eros is again, and always was, rambunctiously alive in the raw creativity of the becoming of life anywhere in the universe. The becoming of life is based on physics, on Logos, but beyond it, emerging from Eros.The reasons Eros is at play in the evolution of biospheres are fourfold.First, the universe will not make all possible complex things. That is, the universe is vastly non-ergodic. Yet complex things such as the human heart exist.Second, the reason human hearts exist is that organisms are Kantian Wholes in which the parts exist for and by means of the whole. Hearts exist because they fulfill the function of pumping the blood that keeps the whole organism alive. Such organisms propagate progeny that carry with them the hearts that keep them alive.Third, adaptations like hearts, the flagellar motor, the loop of Henle in kidneys that concentrates urine, and flight feathers, are tinkered-together contraptions stumbled upon in evolution. Parts and processes that arise in evolution are jury-rigged for unprestatable new functions that help keep the entire Kantian Whole organism alive and propagating in the evolving biosphere. There is no deductive theory of jury rigging. We cannot deduce the emergence of such novel functions.Fourth, the functions of parts of organisms emerge in unprestatable ways and form the unprestatable and ever-changing phase space of evolution. Since we cannot prestate the ever-changing phase space of evolution, we can write no laws of motion in differential equation form, so cannot integrate the equations we do not have. Thus, no laws entail the becoming of any biosphere.Evolving biospheres are everywhere creative. This is Eros, the chaos from which the world emerges. This profound creative emergence is the stuff of story, of narrative. Evolving biospheres always were and always will be both Eros and Logos, the stuff of story and the stuff of law. We always live in a world of Art and Science. (shrink)

The Einstein–Podolsky–Rosen–Bohm (EPRB) experiment performed with random variable and spatially separated analyzers is a milestone test in the controversy between Objective Local Theories (OLT) and Quantum Mechanics (QM). Only a few OLT are still possible. Some of the surviving OLT (specifically, the so called non-ergodic theories) would be undetectable in the averaged statistical values, but they may leave their trace in the time dynamics. For, while QM predicts random processes, the OLT of this kind predict the existence of (...) regularities that may be revealed as a low dimensional object in the phase space. We perform a numerical analysis of the time-resolved data recorded in that experiment to unveil any hypothetical low dimensional dynamics that may be present. We find no consistent indication of such dynamics except for one data file, the longest of all in the real time. The possible causes of these dynamics are discussed. (shrink)

A formulation of probabilistic causality is given in terms of the theory of abstract dynamical systems. Causal factors are identified as invariants of motion of a system. Repetition of an experiment leads to the notion of stationarity, and causal factors yield a decomposition of the stationary probability law of the experiment into ergodic components. In these, statistical behaviour is uniform. Control of identified causal factors leads to a corresponding statistical law for the events, which is offered as a (...) notion of probabilistic causality. After a suggestion by Feller, randomization is identified as mixing, formulated in above terms. (shrink)

Deeper still than that of the _differend_, we find in Lyotard the concept of _discrepancy_, which underlines the welcome alterity in the encounter with others. We propose an understanding of Ricœurian anthropology based on this idea, when it is associated with another concept, that of _ergodicity_, which makes it possible to think the same in the discrepancy. We illustrate it with the trial and the act of judging. We then show that the Ricœurian process of putting rival thoughts into dialogue (...) stems from this anthropology, and that Ricœur presents full coherence. For this, another concept is introduced which describes the mechanism of understanding always restarted, in the sense that each new thought must be able to be encompassed in the gaze cast on the world. _Encompassing_ is a concept in modelling disciplines, which is difficult to translate into French. To illustrate this, we take as an example Ricœur’s “debate” with Jakobson in _The Rule of Metaphor_. (shrink)

In their paper "Why Gibbs Phase Averages Work--The Role of Ergodic Theory" (1980), David Malament and Sandy Zabell attempt to explain why phase averaging over the microcanonical ensemble gives correct predictions for the values of thermodynamic observables, for an ergodic system at equilibrium. Their idea is to bypass the traditional use of limit theorems, by relying on a uniqueness result about the microcanonical measure--namely, that it is uniquely stationary translation-continuous. I argue that their explanation begs questions about (...) the relationship between thermodynamic equilibrium and statistical equilibrium; I argue in addition that any account which supports their view of the relationship between these two notions of equilibrium will likely use the limit theorems in traditional ways, and thereby bypass the explanation they offer. (shrink)

A stochastic prey-predator system in a polluted environment with Beddington-DeAngelis functional response is proposed and analyzed. Firstly, for the system with white noise perturbation, by analyzing the limit system, the existence of boundary periodic solutions and positive periodic solutions is proved and the sufficient conditions for the existence of boundary periodic solutions and positive periodic solutions are derived. And then for the stochastic system, by introducing Markov regime switching, the sufficient conditions for extinction or persistence of such system are obtained. (...) Furthermore, we proved that the system is ergodic and has a stationary distribution when the concentration of toxicant is a positive constant. Finally, two examples with numerical simulations are carried out in order to illustrate the theoretical results. (shrink)

This book concentrates on the properties of the stationary states in chaotic systems of particles or fluids, leaving aside the theory of the way they can be reached. The stationary states of particles or of fluids (understood as probability distributions on microscopic configurations or on the fields describing continua) have received important new ideas and data from numerical simulations and reviews are needed. The starting point is to find out which time invariant distributions come into play in physics. (...) A special feature of this book is the historical approach. To identify the problems the author analyzes the papers of the founding fathers Boltzmann, Clausius and Maxwell including translations of the relevant (parts of ) historical documents. He also establishes a close link between treatment of irreversible phenomena in statistical mechanics and the theory of chaotic systems at and beyond the onset of turbulence as developed by Sinai, Ruelle, Bowen (SRB) and others: the author gives arguments intending to support strongly the viewpoint that stationary states in or out of equilibrium can be described in a unified way. In this book it is the "chaotic hypothesis", which can be seen as an extension of the classical ergodic hypothesis to non equilibrium phenomena, that plays the central role. It is shown that SRB - often considered as a kind of mathematical playground with no impact on physical reality - has indeed a sound physical interpretation; an observation which to many might be new and a very welcome insight. Following this, many consequences of the chaotic hypothesis are analyzed in chapter 3 - 4, and in chapter 5 a few applications are proposed. Chapter 6 is historical: carefully analyzing the old literature on the subject, especially ergodic theory and its relevance for statistical mechanics; an approach which gives the book a very personal touch. The book contains an extensive coverage of current research (partly from the authors and his coauthors publications) presented in enough detail so that advanced students may get the flavor of a direction of research in a field which is still very much alive and progressing. Proofs of theorems are usually limited to heuristic sketches privileging the presentation of the ideas and providing references that the reader can follow, so that in this way an overload of this text with technical details could be avoided. (shrink)

Scientists often think of the world as a dynamical system, a stochastic process, or a generalization of such a system. Prominent examples of systems are the system of planets orbiting the sun or any other classical mechanical system, a hydrogen atom or any other quantum–mechanical system, and the earth’s atmosphere or any other statistical mechanical system. We introduce a general and unified framework for describing such systems and show how it can be used to examine some familiar philosophical questions, including (...) the following: how can we define nomological possibility, necessity, determinism, and indeterminism; what are symmetries and laws; what regularities must a system display to make scientific inference possible; how might principles of parsimony such as Occam’s Razor help when we make such inferences; what is the role of space and time in a system; and might they be emergent features? Our framework is intended to serve as a toolbox for the formal analysis of systems that is applicable in several areas of philosophy. (shrink)

This is a comprehensive discussion of complexity as it arises in physical, chemical, and biological systems, as well as in mathematical models of nature. Common features of these apparently unrelated fields are emphasised and incorporated into a uniform mathematical description, with the support of a large number of detailed examples and illustrations. The quantitative study of complexity is a rapidly developing subject with special impact in the fields of physics, mathematics, information science, and biology. Because of the variety of the (...) approaches, no comprehensive discussion has previously been attempted. This book will be of interest to graduate students and researchers in physics (nonlinear dynamics, fluid dynamics, solid-state, cellular automata, stochastic processes, statistical mechanics and thermodynamics), mathematics (dynamical systems, ergodic and probability theory), information and computer science (coding, information theory and algorithmic complexity), electrical engineering and theoretical biology. (shrink)

We consider a stochastic process which is described by a continuous-time Markov chain on only short time-scales and constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of the Markov chain is given and the conserved quantities are known to exist, but not explicitly given. To study the stochastic dynamics we propose to use the principle of stationary entropy production. Then the problem can be transformed into a variational problem for a (...) suitably defined “action” and with time-dependent Lagrange multipliers. We show that the stochastic dynamics can be described by a Schrödinger equation, with Lagrange multipliers playing the role of phases, whenever the transition matrix is symmetric or the detailed balance condition is satisfied, the system is not too far from the equilibrium and the number of the conserved quantities is large. (shrink)

This paper investigates a stochastic two-patch predator-prey model with ratio-dependent functional responses. First, the existence of a unique global positive solution is proved via the stochastic comparison theorem. Then, two different methods are used to discuss the long-time properties of the solutions pathwise. Next, sufficient conditions for extinction and persistence in mean are obtained. Moreover, stochastic persistence of the model is discussed. Furthermore, sufficient conditions for the existence of an ergodic stationary distribution are derived by a suitable Lyapunov (...) function. Next, we apply the main results in some special models. Finally, some numerical simulations are introduced to support the main results obtained. The results in this paper generalize and improve the previous related results. (shrink)

Reinforcement schemes are a class of non-Markovian stochastic processes. Their non-Markovian nature allows them to model some kind of memory of the past. One subclass of such models are those in which the past is exponentially discounted or forgotten. Often, models in this subclass have the property of becoming trapped with probability 1 in some degenerate state. While previous work has concentrated on such limit results, we concentrate here on a contrary effect, namely that the time to become trapped (...) may increase exponentially in 1/x as the discount rate, 1− x, approaches 1. As a result, the time to become trapped may easily exceed the lifetime of the simulation or of the physical data being modeled. In such a case, the quasi-stationary behavior is more germane. We apply our results to a model of social network formation based on ternary (three-person) interactions with uniform positive reinforcement. (shrink)

Quantal penetration through a (stationary) one-dimensional potential barrier is considered as a time evolution of an initially prepared wave packet. The large-time asymptotics of the process is concerned. Locality of the potential imposes certain analytical properties of the interaction amplitudes in the energy representation. The results are presented in terms of development of the phase-space (Wigner's) quasi-distribution. The phase-space evolution kernel is constructed, and it is shown that in the presence of a positive potential no part of the distribution (...) is transported faster than the free particle. For the case of a small initial momentum uncertainty, the deformation of the coordinate density is considered, including a possible advance of its maximum, which would not mean any noncausal signal transport. (shrink)

Structure learning algorithms for graphical models have focused almost exclusively on stable environments in which the underlying generative process does not change; that is, they assume that the generating model is globally stationary. In real-world environments, however, such changes often occur without warning or signal. Real-world data often come from generating models that are only locally stationary. In this paper, we present LoSST, a novel, heuristic structure learning algorithm that tracks changes in graphical model structure or parameters in (...) a dynamic, real-time manner. We show by simulation that the algorithm performs comparably to batch-mode learning when the generating graphical structure is globally stationary, and significantly better when it is only locally stationary. (shrink)

We apply an online optimization process based on machine learning to the production of Bose-Einstein condensates. BEC is typically created with an exponential evaporation ramp that is optimal for ergodic dynamics with two-body s-wave interactions and no other loss rates, but likely sub-optimal for real experiments. Through repeated machine-controlled scientific experimentation and observations our ’learner’ discovers an optimal evaporation ramp for BEC production. In contrast to previous work, our learner uses a Gaussian process to develop a statistical model of (...) the relationship between the parameters it controls and the quality of the BEC produced. We demonstrate that the Gaussian process machine learner is able to discover a ramp that produces high quality BECs in 10 times fewer iterations than a previously used online optimization technique. Furthermore, we show the internal model developed can be used to determine which parameters are essential in BEC creation and which are unimportant, providing insight into the optimization process of the system. (shrink)

The central question of this paper is: are deterministic and indeterministic descriptions observationally equivalent in the sense that they give the same predictions? I tackle this question for measure-theoretic deterministic systems and stochastic processes, both of which are ubiquitous in science. I first show that for many measure-theoretic deterministic systems there is a stochastic process which is observationally equivalent to the deterministic system. Conversely, I show that for all stochastic processes there is a measure-theoretic deterministic system which is (...) observationally equivalent to the stochastic process. Still, one might guess that the measure-theoretic deterministic systems which are observationally equivalent to stochastic processes used in science do not include any deterministic systems used in science. I argue that this is not so because deterministic systems used in science even give rise to Bernoulli processes. Despite this, one might guess that measure-theoretic deterministic systems used in science cannot give the same predictions at every observation level as stochastic processes used in science. By proving results in ergodic theory, I show that also this guess is misguided: there are several deterministic systems used in science which give the same predictions at every observation level as Markov processes. All these results show that measure-theoretic deterministic systems and stochastic processes are observationally equivalent more often than one might perhaps expect. Furthermore, I criticise the claims of the previous philosophy papers Suppes (1993, 1999), Suppes and de Barros (1996) and Winnie (1998) on observational equivalence. (shrink)

Causal structure learning algorithms have focused on learning in ”batch-mode”: i.e., when a full dataset is presented. In many domains, however, it is important to learn in an online fashion from sequential or ordered data, whether because of memory storage constraints or because of potential changes in the underlying causal structure over the course of learning. In this paper, we present TDSL, a novel causal structure learning algorithm that processes data sequentially. This algorithm can track changes in the generating (...) causal structure or parameters, and requires significantly less memory in realistic settings. We show by simulation that the algorithm performs comparably to batch-mode learning when the causal structure is stationary, and significantly better in non-stationary environments. (shrink)

A number of physical processes and experimental procedures are listed which appear to be inexplicable in the context of the conventionality thesis of Reichenbach and Grünbaum. Distant synchrony can be produced by procedures based on the free displacement or rotation of elastic solids. Results are expected to agree with Einstein's definition of distant synchrony (by means of light signals, assuming isotropy). The one-way velocity of light can be measured using a rotating shaft, slotted disks, and one stationary clock.

We can perceive not only low-level features of events such as color and motion, but also seemingly higher-level properties such as causality. A prototypical example of causal perception is the ”launching effect’: one object moves toward a stationary second object until they are adjacent, at which point A stops and B starts moving in the same direction. Beyond these motions themselves --- and regardless of any higher-level beliefs --- this display induces a vivid visual impression of causality, wherein A (...) is seen to cause B’s motion. Do such percepts reflect a unitary category of visual processing, or might there be multiple distinct forms of causal perception? While launching is often simply equated with causal perception, researchers have sometimes described other phenomena such as ”triggering’ and ”entraining’. We used psychophysical methods to determine whether these labels really carve visual processing at its joints, and how putatively different forms of causal perception relate to each other. Previous research demonstrated retinotopically specific adaptation to causality: exposure to causal launching makes subsequent ambiguous events in that same location more likely to be seen as non-causal ”passing’. Here, after replicating this effect, we show that exposure to triggering also yields retinotopically specific adaptation for subsequent ambiguous launching displays, but that exposure to entraining does not. Collectively, these results reveal that visual processing distinguishes some types of causal interactions. (shrink)

Paul Davidson's critique of O'Driscoll and Rizzo is based on an “official” philosophical position that turns on an opposition between knowledge and ignorance and a corresponding opposition between ergodic and nonergodic processes. But Davidson's substantive analysis reveals a very different “unofficial” position, based on “sensible expectations” and a realist ontology of enduring social structures. While O'Driscoll and Rizzo have the edge on Davidson in terms of their characterization of agents’ beliefs, their ontology of event regularities is ultimately the (...) same, and suffers from the same drawbacks, as Davidson's official ontology. The solution to some of these problems may lie in adopting an ontology similar to the one Davidson invokes in his unofficial capacity. (shrink)

Anthropology continues to develop both in terms of theory and in relation to the ways in which fieldwork is conducted. Dislocating Anthropology? seeks to capture and represent these developments through a collection of ethnographic essays that are cutting edge, but which do not represent a complete break with what has gone before. In recent years anthropologists have increasingly come to accept that fieldwork in bounded and discrete places is no longer tenable. People can no longer be represented in these static, (...) parochial terms. At the start of the 21st century, and with the possibility of internet connections almost anywhere, we have the potential to move even when we are stationary. Each of the contributors to this collection have identified and attempted to understand sets of relationships that are both temporally and spatially dynamic, that appear to flow into and out of 'the field.' Together, the chapters shed light on a number of methodological conundrums, or dislocations, relating, for example, to locality, identity, fieldwork, and reflexivity. The book is concerned with dislocation as both practice and process, and as such extends a theme that has arguably been central to Anthropology since Malinowski's Trobriand ethnography. (shrink)

Given a sequence of sets An⊆{0,…,n−1}, the Furstenberg correspondence principle provides a shift-invariant measure on2N that encodes combinatorial information about infinitely many of the An's. Here it is shown that this process can be inverted, so that for any such measure, ergodic or not, there are finite sets whose combinatorial properties approximate it arbitarily well. The finite approximations are obtained from the measure by an explicit construction, with an explicit upper bound on how large n has to be to (...) yield a sufficiently good approximation. We draw conclusions for computable measure theory, and show, in particular, that given any computable shift-invariant measure on 2N, there is a computable element of 2N that is generic for the measure. We also consider a generalization of the correspondence principle to countable discrete amenable groups, and once again provide an effective inverse. (shrink)

The current article aims to provide an up-to-date synopsis of available techniques to study affect dynamics using intensive longitudinal data (ILD). We do so by introducing the following eight dichotomies that help elucidate what kind of data one has, what process aspects are of interest, and what research questions are being considered: (1) single- versus multiple-person data; (2) univariate versus multivariate models; (3) stationary versus nonstationary models; (4) linear versus nonlinear models; (5) discrete time versus continuous time models; (6) (...) discrete versus continuous variables; (7) time versus frequency domain; and (8) modeling the process versus computing descriptives. In addition, we discuss what we believe to be the most urging future challenges regarding the modeling of affect dynamics. (shrink)

The understanding of the interrelationship between brain and mind remains far from clear. It is well established that the brain's capacity to integrate information from numerous sources forms the basis for cognitive abilities. However, the core unresolved question is how information about the "objective" physical entities of the external world can be integrated, and how unifiedand coherent mental states (or Gestalts) can be established in the internal entities of distributed neuronal systems. The present paper offers a unified methodological and conceptual (...) basis for a possible mechanism of how the transient synchronization of brain operations may construct the unified and relatively stable neural states, which underlie mental states. It was shown that the sequence of metastable spatial EEG mosaics does exist and probably reflects the rapid stabilization periods of the interrelation of large neuron systems. At the EEG level this is reflected in the stabilization of quasi-stationary segments on corresponding channels. Within the introduced framework, physical brain processes and psychological processes are considered as two basic aspects of a single whole informational brain state. The relations between operational process of the brain, mental states and consciousness are discussed. (shrink)

While previous studies have analyzed mean neurophysiological responses to musical stimuli, the current study aimed to identify specific time courses of electroencephalography (EEG) oscillations, which are associated with dynamic changes in the acoustic features of the musical stimulus. In addition, we were interested in whether these time courses change during a repeated presentation of the same musical piece. A total of 16 subjects repeatedly listened to the well-known aria “Nessun dorma,” sung by Paul Potts, while continuous 128-channel EEG and heart (...) rate, as well as electrodermal responses, were recorded. The time courses for the EEG oscillations were calculated using a time resolution of 1 second for several frequency bands, on the basis of individual alpha-peak frequencies (theta, low alpha-1, low alpha-2, upper alpha, and beta). For all frequency bands, we identified a more or less continuous increase in power relative to a baseline period, indicating strong event-related synchronization (ERS) during music listening. The ERS time courses, however, did not correlate strongly with the time courses of the acoustic features of the aria. In addition, we did not observe changes in EEG oscillations after repeated presentation of the same musical piece. Aside from this distinctive feature, we identified a remarkable variability in EEG oscillations, both within and between the repeated presentations of the aria. We interpret the continuous increase in ERS observed in all frequency bands during music listening as an indicator of a particular neurophysiological and psychological state evoked by music listening. We suggest that this state is characterized by increased internal attention (accompanied by reduced external attention), increased inhibition of brain networks not involved in the generation of this internal state, the maintenance of a particular level of general alertness, and a type of brain state that can be described as “mind wandering.” The overall state can be categorized as a psychological process that may be seen as a “drawing in” to the musical piece. However, this state is not stable and varies considerably throughout the music listening session and across subjects. Most important, however, is the finding that the neurophysiological activations occurring during music listening are dynamic and not stationary. (shrink)

In this study I attempt to provide an answer to the question how the Babylonian scholars arrived at their mathematical theory of planetary motion. Although no texts are preserved in which the Babylonians tell us how they did it, from the surviving Astronomical Diaries we have a fairly complete picture of the nature of the observational material on which the scholars must have based their theory and from which they must have derived the values of the defining parameters. Limiting the (...) discussion to system A theory of the outer planets Saturn, Jupiter and Mars, I will argue that the development of Babylonian planetary theory was a gradual process of more than a century, starting sometime in the fifth century BC and finally resulting in the appearance of the first full-fledged astronomical ephemeris around 300 BC. The process of theory formation involved the derivation of long “exact” periods by linear combination of “Goal–Year” periods, the invention of a 360° zodiac, the discovery of the variable motion of the planets and the development of the numerical method to model this as a step function. Longitudes of the planets in the Babylonian zodiac could be determined by the scholars with an accuracy of 1° to 2° from observations of angular distances to Normal Stars with known positions. However, since the sky is too bright at first and last appearances of the planets and at acronychal rising for nearby stars to be visible, accurate longitudes as input for theoretical work could only be determined when the planets were near the stationary points in their orbits. In this study I show that the Babylonian scholars indeed based their system A modeling of the outer planets on planetary longitudes near stations, that their system A models of Saturn and Jupiter provided satisfactory results for all synodic phenomena, that they realized that their system A model of Mars did not produce satisfactory results for the second station so that separate numerical schemes were constructed to predict the positions of Mars at second station from the model at first station, and finally that their system A model for Mars provided quite poor predictions of the longitude of Mars at first and last appearances over large stretches of the zodiac. I further discuss ways in which the parameters of the system A models may have been derived from observations of the outer planets. By analyzing contemporaneous ephemerides from Uruk of four synodic phenomena of Jupiter from the second century BC, I finally illustrate how the Babylonian scholars may have used observations of Normal Star passages of planets to choose the initial conditions for their ephemerides. (shrink)