Question about probability spaces $(X,\mathcal B,\mu)$ with a measurable map $T\colon X\to X$ preserving the measure, that is $\mu(T^{—1}A)=\mu(A)$ for all $A$ measurable.

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2
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1answer
30 views

Ergodic properties of orthogonal group $O(n)$

The orthogonal group $O(n)$ is the group of distance-preserving transformations of a Euclidean space of dimension n that preserve a fixed point, where the group operation is given by composing ...
3
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1answer
28 views

Definition of strong mixing and definition of measure-preserving

I have a few questions regarding measure-preserving dynamical systems $(X,\mathcal{A},\mu,T)$. 1) The definition of measure preserving is always stated as $$\mu(T^{-1}B)=\mu(B),$$ for all $B$. I ...
2
votes
1answer
41 views

Unclear inequality in the proof of Birkhoff ergodic theorem.

I'm trying to understand the tricky proof of the ergodic theorem (Birkhoff 1931). My reference is "Ward,Einsiedler - Ergodic theory (with a view towards number Theory)" section 1.6: Consider the ...
2
votes
1answer
29 views

Obscure inequality in a passage of a proof (maximal ergodic theorem)

Look at the following excerpt from the book "Einsiedler and Ward- Ergodic Theory, with a view towards Number Theory": I don't understand why the inequality in the red box is valid. Maybe the ...
3
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0answers
28 views

Help understanding a geometric proof of the ergodicity of the Gauss measure for continued fractions

Any $x\in(0,1)$ can be written as a (regular) continued fraction $$ x = \cfrac{1}{a_1+\cfrac{1}{a_2+\cfrac{1}{a_3+\cdots}}} = [a_1,a_2,a_3,\dotsc] $$ An irrational number has a unique expansion, ...
-2
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0answers
22 views

Almost surely convergence with stationary random vectors

I dont seem to be able to incorporate the stationarity condition into any of limit theorems I know. I cannot see how the Birkhoff almost everywhere ergodic theorem could be used as I cannot see how ...
1
vote
2answers
42 views

Show that the shift map is measurable and measure-preserving

Show that the shift map $\theta$ of Definition 6.3 is measurable and measure-preserving. Not sure how to represent $\theta^{-1}$ which I believe is where I am stopped in solving this problem.
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2answers
37 views

Proof when the circle map is ergodic

Let $E=[0,1)$ with Lebesgue measure. For $a \in E$ consider the mapping $\theta_a:E \rightarrow E, \ \ \theta_a(x) = (x+a) \mod \ 1$. a) Show that $\theta_a$ is not ergodic when $a$ is rational. ...
0
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1answer
24 views

Proving that an ergodic and invariant map is constant a.e

I understand the first two sentences of the proof, however I cannot see how the third and final sentence holds. Why should $\mu(f \leq a)=0$ surely it should be non-zero as c is defined as the ...
0
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1answer
43 views

Using Kolmogorov's 0-1 law in proof of shift map being ergodic

Why should ${\cal E}_\theta$ be trivial?. I dont see how Kolmogorov's 0-1 law says that in this case we should take the 0 option. This is only mention of ${\cal E}_\theta$ in my notes I can find. ...
1
vote
1answer
34 views

For a non-compact metric space, do I have that the set of $\sigma$-invariant measures is compact?

Let $X$ be a non-compact metric space with a sub shift $\sigma: X \to X$. Do I have that the the space of $\sigma$-invariant probability measures on $X$ such that $\mu (B) = \mu (\sigma^{-1}(B))$ with ...
2
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0answers
27 views

Geometric ergodicity and mixing - stationary case

I have this theorem: The Markov Chain {$X_n$} is stationary and geometrically ergodic if and only if {$X_n$} is stationary and absolutely regular with $\beta_n=O(\gamma^n)$ for some $\gamma\in ...
1
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0answers
57 views

Measure of intermediate local/pointwise dimension is not ergodic for $T_\beta(x)=\beta \cdot x \mod 1$ if $\beta \not \in \mathbb{N}$

Let $\mu$ be an ergodic measure for the map $T_a(x)=a \cdot x \mod 1$ for $a \in \mathbb{N}$ with $a \geq 2$ and invariant for $T_{a^{\frac{1}{n}}}$ for some $n \in \mathbb{N}$ (and thus also ...
2
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1answer
66 views

For a summable function, with summable variation, prove that $\sup_{i \in I} \sup_{x \in [i]}|f(x)| \exp((t-1) \sup_{x \in [i]}f(x) )$ is bounded

$\newcommand{\var}{\operatorname{var}}$ Let $X = \mathbb{N}^\mathbb{N}$ and $f: X \to \mathbb{R}$ be a function such that $$|f|_{\var} = \sum_{i=1}^{\infty} \var_n f < \infty,$$ where $\var_n f = ...
3
votes
0answers
44 views

Strange definition of Ergodicity

In an engineering course, a stationary process was defined to be ergodic if for all $k\in \mathbb{N}$ and for any bounded (measurable) function of $k+1$ variables we have $$\lim_{N\rightarrow ...
1
vote
0answers
17 views

Bernouli shift and independent generator

let $ (X,\delta) $ Bernoulli shift on two symbols and $Y$ the circle . if $\phi(x)Y$ is defined by : $\phi(x)Y$=$Y+\alpha $ , if $x\in A_1$ $\phi(x)Y$=$Y+\beta $, if $x\in A_2$ where $( ...
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0answers
35 views

Is a pot of boiling water an example of non-ergodic process?

Sorry if this question is a bit dumb... I think (but correct me if I'm wrong) that ice cream moving in a perfect ice cream maker is an example of ergodic flow: the flow itself is conserved, no ...
2
votes
0answers
36 views

Is Kolmogorov's zero–one law undecidable?

Kolmogorov's zero–one law is related to other parts of probability like the law of large numbers. However it is stated that what the actual probability of a tail event is (either 0 or 1) is hard to ...
5
votes
1answer
149 views

Entropy of the induced transformation

I need help with this problem: Let $(X,\mathcal{B},\mu,T)$ be a ergodic dynamical system in the probability space $(X,\mathcal{B},\mu)$. Let $A \in \mathcal{B}$ with $\mu(A)>0$. We define the ...
3
votes
1answer
55 views

Correlation Sequences and Unitary Operators

Let $U:H \to H$ be an unitary operator on a Hilbert space $H$. Suppose that $x \in H$ is orthogonal to all the eigenvectors of $U$. I'd like to prove that $$ \lim_{N \to \infty} \frac{1}{N} ...
2
votes
1answer
26 views

Question on Gauss map - application of Birkhoff's ergodic theorem

Take a Gauss map $G: [0,1] \longrightarrow [0,1]$ which is $$G(x) = \frac{1}{x} \mod 1, 0<x<1$$ and $0$ if $x=0$. Let $\mu$ be the Gauss measure. For $x \in [0,1]$ let $[a_{1}(x), ...
1
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0answers
21 views

Topological entropy, spanning sets and expansiveness of simple maps on a torus

I am trying to solve the following problem. Take the torus $\mathbb{T}^{2}$ and define the map $T(x,y)=(x + \alpha$ mod 1, $x+y$ mod $1)$, where $(x,y) \in [0,1]^{2}$. By induction, we have ...
2
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0answers
90 views

Conditional measure with respect to a sigma-algebra generated by the level sets of a function has full measure on its level set.

Let $(X,\mathscr{B},\mu,T)$ be a measure-preserving system, where $X$ is a compact metric space, $\mathscr{B}$ its Borel $\sigma$-algebra, $\mu$ a Borel probability measure and $T$ continuous. Let ...
0
votes
0answers
31 views

What connections between computer science and ergodic theory?

I have a background in ergodic theory, but I am switching to computer science/programming. I would like to know if tools from ergodic theory could be useful, especially something around coding of ...
0
votes
1answer
12 views

$\mathbf{Q}^*$-invariant measurable set of the real line

Let $X$ be some (Lebesgue-)measurable subset of $\mathbf{R}$ such that, for any rational $q \neq 0$, we have $qX=X$. Assume that the Lebesgue measure $\mu(X)$ of $X$ is $>0$. Does it hold then that ...
1
vote
1answer
34 views

What connections between machine learning and dynamical systems?

I have a background of ("pure") dynamical systems and ergodic theory, but I am switching to machine learning. Can some machine learning questions be treated from a dynamical systems/ergodic theory ...
0
votes
1answer
18 views

A problem on Markov process

Suppose, $\Pi_{\theta}$ be the transition probability function of a Markov chain. For any function $f$ define $$\Pi_{\theta}f_{\theta}(x) = \int f(y,\theta)\Pi_{\theta}(x,dy).$$ Is there any ...
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0answers
25 views

Application of Poincare recurrence to Baker's map?

Please see figures at http://www.mpipks-dresden.mpg.de/mpi-doc/kantzgruppe/wiki/projects/Recurrence.html. I heard that one of the applications of the Poincare recurrence theorem (which I do not ...
2
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0answers
19 views

On Ergodicity of the product of two Ergodic transformations

I was recently reading some textbooks and topics in Ergodic theory that I found this fascinating result which I couldn't prove completely: Suppose that $T$ and $S$ are two Ergodic transformations. ...
2
votes
1answer
41 views

necessity of uniform continuity for topological entropy

I am referring to Walters' book "Introduction to Ergodic Theory." When he defines the concept of topological entropy he always assumes that the transformation $T: X \rightarrow X$ is uniformly ...
1
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0answers
27 views

A question on Bernoulli measures and mixing

this is a question on ergodic theory. Suppose I have an integer $N \geq2$ and a probability space $(\sum^{+} , B, \mu_{p})$, where $\mu_{p}$ is the Bernouilli measure with respect to probability ...
2
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0answers
67 views

Birkhoff Ergodic Theorem Counterexample

I am trying to come up with a counterexample to this theorem under the assumption that the space is not sigma finite. I tried working with the power set of the real numbers with the measure $\mu(A) = ...
4
votes
1answer
52 views

A question on ergodic theory: topological mixing and invariant measures

This is a question on dynamical systems. Suppose I have a compact metric space $X$, with $([0,1], B, \mu)$ a probability space, with $B$ a (Borel) sigma algebra, and $\mu$ the probability measure. ...
1
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0answers
42 views

Ergodic Theory, Bernoulli Measure, Cylinder Set

Let $N\geq2$ be an integer and consider the probability space ($\Sigma^+$,B, $\mu_p$) where $\mu_p$ is the Bernoulli measure with respect to probability vector $\ p = (p_1,...,p_N)$ . Show that for ...
1
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0answers
50 views

Commutative Ergodic Theory

I've been working through some of the standard ergodic theorems for class (Birkhoff, Hopf, Chacon-Ornstein), and I'm attempting to extend Hopf's maximal ergodic theorem to the case of having ...
3
votes
0answers
37 views

Ergodicity and Appropiate Partition of the Space

I'm trying to solve the following problem. Let $(X, \mathcal{B}, \mu)$ be a probability space and let $T \colon X \to X$ be a measure preserving function. Prove that if $T^n \colon X \to X$ is ...
1
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0answers
23 views

Interpretation of a limit in ergodic theory

I have prove in a exercise that for a ergodic system $(X,\mathcal{B},\mu,T)$ if we take any integrable function $f$ with $\int_X f\,d\mu \neq 0$ then $$\lim_{N\to \infty} \log_N \left\vert ...
2
votes
0answers
54 views

Physical interpretation of Ergodicity.

If $R_{\alpha}:[0,1] \to [0,1]$ is defined by $$R_{\alpha}(x)=x+\alpha $$ then $R_{\alpha} $is called a circle rotation, and it is known that $R_{\alpha}$ is ergodic iff $\alpha$ is irrational. I ...
0
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0answers
42 views

Proving a theorem in Ergodicity

I read the theorem stated below on Wikipedia (http://en.wikipedia.org/wiki/Ergodicity#Formal_definition). But I do not understand how to prove the equivalence of these different definitions.Any hints ...
1
vote
1answer
44 views

Markov Chain Ergodic Theorem (Proof references)

Where can I find a proof of the erogidc theorem for Markov chains that doesn't use Birkhoff? The theorem states the following : Let $(X_n)_{n\in \mathbb{N}}$ be an irreducible and positively ...
1
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2answers
51 views

Connectedness in Measure Preserving Ergodic Systems

In topology a space $X$ is called connected if there is no partition of $X=A\cup B$, that $A$ and $B$ are open. Since ergodic systems have the property that each trajectory visits any neighbourhood of ...
4
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0answers
94 views

Rising Sun Inequality (Dunford-Schwartz maximal inequality)

Let $f:\mathbb{R} \rightarrow \mathbb{R}$ be an absolutely integrable function, and let $f^*:\mathbb{R} \rightarrow \mathbb{R}$ be the one-sided signed Hardy-Littlewood maximal function $$f^*(x) := ...
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0answers
31 views

rising sun inequality [duplicate]

Let $f:\mathbb{R} \rightarrow \mathbb{R}$ be an absolutely integrable function, and let $f^*:\mathbb{R} \rightarrow \mathbb{R}$ be the one-sided signed Hardy-Littlewood maximal function $$f^*(x) := ...
1
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1answer
42 views

Question about Kronecker factor

In his paper Ergodic methods in additive combinatorics, Bryna Kra said that the Kronecker factor $(Z_1, \mathcal{Z}_1, m, T)$ of $(X, \mathcal{X},\mu,T)$ is the sub-$\sigma$-algebra of $X$ spanned by ...
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0answers
44 views

Does any measure preserving system have an invertible extension?

Let $\mathsf{X} = \left\{ X,\mathcal{B},\mu,T \right\}$ be any measure preserving system. A sub-$\sigma$-algebra $\mathcal{A}\subseteq \mathcal{B}_X$ with $T^{-1}\mathcal{A}=\mathcal{A}$ modulo $\mu$ ...
0
votes
0answers
17 views

a sequence if ergodic iff the limit of (f(X0)g(X0)+f(X1)g(X0)+…+f(Xn-1))/n as n goes to infinity equals to Ef(X0)Eg(X0).

Let X0,X1,......be a stationary sequence and denote the distribution of X0 by D.Show that the sequence is ergodic if and only if for every f,g in L2(D) the limit of ...
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1answer
23 views

How do you get a measure space out of a dynamical system?

I'm reading a book on ergodic theory (by Cesar Silva), and also have read Stein and Shakarchi's third book on undergraduate analysis, where there is a section devoted to some ergodic theory. Both ...
4
votes
3answers
99 views

Showing $\int^{\frac{\pi}{2}}_{-\frac{\pi}{2}} \log(\cos(\phi))\cos(\phi) \ d\phi = \log(4) - 2 $

This is a minor detail of a proof in 'Chaotic Billiards' by Chernov and Markarian which I foolishly decided to verify. It's page 44 of the book, during the proof that lyapunov exponents exist almost ...
3
votes
1answer
66 views

Ergodic Rotation of the Torus

Consider the measure preserving dynamical system $(\mathbb{R}^2 / \mathbb{Z}^2, \mathcal{B} \otimes \mathcal{B}, \lambda \otimes \lambda, R_{(\alpha, \beta)})$. This is the torus with the borel ...
0
votes
4answers
68 views

Rigour and Formal Reference for Ergodic Theory

I am not even a beginner to Ergodic Theory, but I want to start to read about it. I am coming from a math background and for me its quite important that the definitions to be stated and the formalism ...