Moments of finitary factor maps between Bernoulli processes

Fuente: arXiv
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Gabor, Uri
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
_version_ 1866916938811179008
author Gabor, Uri
author_facet Gabor, Uri
contents The problem of what moments can exist for the coding radius of a finitary map between two i.i.d. processes, has been extensively studied in the case of $\mathbb{Z}$-processes. Here we treat this problem for factor maps between $\mathbb{Z}^{d}$-processes ($d>1$). By modeling the homomorphism with a map between spaces of finite sequences, we extend Harvey and Peres' result, showing that for a finitary homomorphism between two i.i.d. processes of equal entropy, if the coding radius of the map has a finite $\frac{d}{2}$-moment, then the two processes share the same informational variance. We use our modeling technique to prove a "Schmidt-type theorem" - that in case the above homomorphism has a coding radius of exponential tails, then the two processes are essentially the same. This result appears to be new even for the one-dimensional case, addressing a question of Angel and Spinka.
format Preprint
id arxiv_https___arxiv_org_abs_2509_06018
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Moments of finitary factor maps between Bernoulli processes
Gabor, Uri
Probability
Information Theory
Dynamical Systems
37A35, 37A50, 60G10
The problem of what moments can exist for the coding radius of a finitary map between two i.i.d. processes, has been extensively studied in the case of $\mathbb{Z}$-processes. Here we treat this problem for factor maps between $\mathbb{Z}^{d}$-processes ($d>1$). By modeling the homomorphism with a map between spaces of finite sequences, we extend Harvey and Peres' result, showing that for a finitary homomorphism between two i.i.d. processes of equal entropy, if the coding radius of the map has a finite $\frac{d}{2}$-moment, then the two processes share the same informational variance. We use our modeling technique to prove a "Schmidt-type theorem" - that in case the above homomorphism has a coding radius of exponential tails, then the two processes are essentially the same. This result appears to be new even for the one-dimensional case, addressing a question of Angel and Spinka.
title Moments of finitary factor maps between Bernoulli processes
topic Probability
Information Theory
Dynamical Systems
37A35, 37A50, 60G10
url https://arxiv.org/abs/2509.06018