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Thursday, 7 September 2023

Stochastic Meaning Theory Period of Meaning 12th for KARCEVSKIJ Sergej

 



Period of Meaning
On what there exists time of meaning in word


1
Set     X
Family of subsets of X     M
When M satisfies the next <1>(i)(ii)(iii), M is called σ-field.
<1>
(i) X, Ø ∈M
(ii) a∈M ⇒ X╲A∈M
(iii) An∈M (n=1, 2, …) ⇒∪∞n=1 An∈M
( X, M ) is called measurable space.
Function over M     μ
When μ satisfies the next <2>(i)(ii)(iii), μ is called measure over measurable space ( X, M ).
(i) μ (A)∈[0,∞]
(ii) μ (0) = 0
(iii) An∈M , An ∩Am = 0  (n≠m)
μ (∪∞n=1 An) = Σ∞n=1 μ (A)
( X, M, μ ) is called measure space.
When measure space satisfies the next <3>(i), it is called complete measure space.
(i) A∈M, μ (A) = 0 ⇒ B⊂A, μ (B) = 0
<2>(iii) is called complete additive or σ additive.

2
Measure space that is all the measure is 1 is called probability space.
Measure that all the measure is 1 is called probability measure.

3
Set     Ω that is called whole possibility
Element of Ω     ω that is called sample point
σ-field      F
Element of F     A that is called event
Function over F   P 
Measure for A∈F     P (A ) that is called probability      

4
Probability space     ( Ω, F, P )
valued function over Ω     X
When X is F- measurable, it is called random variable.
When value of measurable space (S, M) is not  but S, variable is called S valued random variable.
Expectation of random variable over ( Ω, F, P ) : = ∫Ω X(ω)P(dω)     EX
Family of subsets of Ω     { An }∞n=1
When { An }∞n=1 satisfies the next <1>(i)(ii),  it is called countable decomposition of Ω.
(i)  An ∩ Am ­= Ø  ( n ≠ m )
(ii) ∪∞n=1 An = Ω

5
Almost countable set     S that has σ-field
Separable space     ( Ω, F )
Sequence of S valued random variable      {Xn}∞n=0
Sub-σ-field of F     Fn  : = σ ( Xk ; 0 ≤k ≤1)
x, y ∈S
0 ≤p (x, y) ≤1
When Σ y ∈S p(x, y) = 1, x∈S  is satisfied, p is called transition probability.
Family of probability measure     {Pz}z∈S
When {Xn}∞n=1 and {Pz}z∈S is satisfies the next <2>(i)(ii) for bounded function over S, they are called Markov chain that has transition probability p.
<2>
(i)  Pz ( X0  = x ) = 1
(ii) Ex ( f (Xn+1 ) | Fn ) =Σ y ∈S p (Xn, y) f(y) a. s. Px
<2>(ii) is called Markov property.

6
n = 1, 2, …
Measurable map : Ω → Ω
Shift of pass     θ
θn・θm : = θn+m
Xn(θmω) : = Xn+m( ω )
Markov chain that has shift θn     {Xn}∞n=0
F∞ : = σ ( Xn ; n = 1, 2, … )
Bounded function over F∞-measurable Ω     f
Ex ( f (θnω ) | Fn ) = Exn xn( f )   a, s Px

7
Space that has Markov chain     {Xn}∞n=0
Transition probability    p ( x, y ) : =Σx1, x2, …, xn p ( x, x1 ) p ( x1, x2)…p ( xn, y )
N0 : = N∪{0}
N (x) = { n∈N0 ; p ( x, y ) > 0 }
Greatest common divisor of N (x)     dx
dx is called period of x∈S.
When x∈S is dx =1, it is called aperiodic.

8
In early work, time within inner structure of word was considered.
The paper is “On Time Property Inherent in Characters” in which Chinese character /geng/ 亙that means eternity in English is taken.
This character is supposed to have period of Markov chain.
Meaning elements is supposed to be sequence of random variable.

[Reference]

Tokyo June 22, 2008

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