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Bernoulli scheme


In mathematics, the Bernoulli scheme or Bernoulli shift is a generalization of the Bernoulli process to more than two possible outcomes. Bernoulli schemes are important in the study of dynamical systems, as most such systems (such as Axiom A systems) exhibit a repellor that is the product of the Cantor set and a smooth manifold, and the dynamics on the Cantor set are isomorphic to that of the Bernoulli shift. This is essentially the Markov partition. The term shift is in reference to the shift operator, which may be used to study Bernoulli schemes. The Ornstein isomorphism theorem shows that Bernoulli shifts are isomorphic when their entropy is equal.

A Bernoulli scheme is a discrete-time where each independent random variable may take on one of N distinct possible values, with the outcome i occurring with probability , with i = 1, ..., N, and

The sample space is usually denoted as

as a shorthand for

The associated measure is called the Bernoulli measure


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