M. Denker | Searcharxiv

arXiv2021

Dynamical hypothesis tests and Decision Theory for Gibbs distributions

We consider the problem of testing for two Gibbs probabilities $\mu_0$ and $\mu_1$ defined for a dynamical system $(\Omega,T)$. Due to the fact that in general full orbits are not observable or computable, one needs to restrict to subclasses of tests defined by a finite time series $h(x_0), h(x_1)=h(T(x_0)),..., h(x_n)=h(T^n(x_0))$, $x_0\in \Omega$, $n\ge 0$, where $h:\Omega\to\mathbb R$ denotes a suitable measurable function. We determine in each class the Neyman-Pearson tests, the minimax tests, and the Bayes solutions, and show the asymptotic decay of their risk functions, as $n\to\infty$. In the case of $\Omega$ being a symbolic space, for each $n\in \mathbb{N}$, these optimal tests rely on the information of the measures for cylinder sets of size $n$.

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arXiv2016

Spectral Properties of the Ruelle Operator for Product Type Potentials on Shift Spaces

We study a class of potentials $f$ on one sided full shift spaces over finite or countable alphabets, called potentials of product type. We obtain explicit formulae for the leading eigenvalue, the eigenfunction (which may be discontinuous) and the eigenmeasure of the Ruelle operator. The uniqueness property of these quantities is also discussed and it is shown that there always exists a Bernoulli equilibrium state even if $f$ does not satisfy Bowen's condition. We apply these results to potentials $f:\{-1,1\}^\mathbb{N} \to \mathbb{R}$ of the form $$ f(x_1,x_2,\ldots) = x_1 + 2^{-\gamma} \, x_2 + 3^{-\gamma} \, x_3 + ...+n^{-\gamma} \, x_n + \ldots $$ with $\gamma >1$. For $3/2 < \gamma \leq 2$, we obtain the existence of two different eigenfunctions. Both functions are (locally) unbounded and exist a.s. (but not everywhere) with respect to the eigenmeasure and the measure of maximal entropy, respectively.

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