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An Approach of Randomness of a Sample Based on Its Weak Ergodic Limit

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  • Jaime A. Londoño

Abstract

For a Polish Sample Space with a Borel -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, where each limiting distribution is the unique ergodic probability measure defined on each set. The results obtained suggest some natural objects for the model of a probabilistic time-invariant phenomenon are uniquely ergodic probability spaces. As a consequence of the results gained in this paper, we propose a notion of randomness that is weaker than recent approaches to Schnorr randomness.

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  • Jaime A. Londoño, 2017. "An Approach of Randomness of a Sample Based on Its Weak Ergodic Limit," Journal of Probability and Statistics, Hindawi, vol. 2017, pages 1-5, November.
    • Handle: RePEc:hin:jnljps:9139645
    DOI: 10.1155/2017/9139645
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