The Living Thing / Notebooks :

Ergodic theory / mixing

For things that probably happen eventually instead of just probably


Relevance to actual stochastic processes and dynamical systems, especially linear. and nonlinear system identification, and long-memory systems.

Keywords to look up:

Not much material here, but please see learning theory for dependent data for some interesting categorisations of mixing and transcendence of miscellaneous mixing conditions for statistical estimators.

Coupling from the past

Dan Piponi does a functional programming explanation of coupling from the past for markov chains.

Mixing zoo



Sequential Rademacher complexity