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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10 views

Why are weak-mixing systems considered “random” and compact systems considered “ordered”?

As I understand it, weak-mixing systems sort of tend to become "orthogonal" to themselves on the long run, and compact systems tend to become almost periodic. How is this related to them being called ...
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1answer
33 views

Assertions about measures with computers

Let's consider the Lebesgue measure ($\mu$) over the closed interval $[0,1]$. As you know, $\mu(\mathbb{Q} \cap [0,1]) = 0$. In other way, as far as I know the computer just can represent accurately ...
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44 views
+50

Question about B. Host paper 'Nombres, normaux entropie, translations'

I was reading this paper and I got stuck in a detail left for the reader that I couldn't figure out: Let $X = \mathbb{R}/\mathbb{Z}$, $p > 1$ a integer, $D_n = \{kp^{-n}\colon 0 \leq k < p^n ...
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26 views

Uniform Wiener-Wintner Theorem - proof

I am looking for proof of uniform version of Wiener-Wintner theorem: Let $(X, \mathcal{A}, \mu, T)$ be an ergodic measure preserving system. For $f \in L^1(\mu)$ which is orthogonal to the ...
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1answer
31 views

Operator induced by continuous function and measures

If $X$ is a compact metric space, and $T:X \rightarrow X$ is continuous map, what would be meant by $T_\ast$ is the operator on measures induced by $T$? Allow $\mu$ to be some Borel regular normed ...
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9 views

Ergodic Versus non-Ergodic Processes

Besides time averaging not carrying over to the ensemble average (in the limit), what are the pros and cons of ergodic and non-ergodic processes? Suppose you were in an engineering situation and you ...
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1answer
34 views

Not uniquely ergodic transformation

Could you teach me an example of NOT uniquely ergodic but ergodic transformation? And when any continuous, measurable, and ergodic transformation on a topological space X is uniquely ergodic, how ...
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1answer
43 views

Question about Pollicott-Yuri's proof of Rudolph theorem

On the book Dynamical System and Ergodic theory by Pollicott and Yuri there is a proof of the Rudolph x2 x3 theorem (page 153). It looks very clean in comparison with the original proof but I didn't ...
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2answers
48 views

Reference for Algebraic Groups in Ergodic Theory

It seems that the theory of algebraic groups is used in ergodic theory. I was hoping someone could recommend an introduction to algebraic groups that assumes a knowledge of commutative algebra ...
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1answer
25 views

Dynamical Systems Question on Definition

I'm working through some old notes on Dynamical systems, and I see a definition that I'm not familiar with. I'll call it property B, because I'm not sure what else to call it. In the notes, we assume ...
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21 views

Questions to the Maximal Ergodic Theorem

In Peter Walters' "An Introduction to Ergodic Theory" I found on page 37 Maximal Ergodic Theorem. Let $U\colon L_R^1(m)\to L_R^1(m)$ be a positive linear operator with $\lVert ...
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1answer
30 views

Questions to the proof of the $L^p$ Ergodic Theorem of Von Neumann

Before giving the Theorem of Von Neumann and asking my questions to its proof, I'll cite the Ergodic theorem of Birkhoff (out of Walters' "An Introduction to Ergodic Theory", p. 34) that is used in ...
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1answer
19 views

Invariant functions on product of ergodic systems is determined by eigenfunctions?

Given an ergodic measure-preserving system $(X,\mathcal{B},\mu,T)$, the product system $(X\times X, T \times T, \mu \times \mu )$ need not be ergodic, in other words: It may have non-trivial invariant ...
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0answers
9 views

Is a discrete random process issued from a sampled continuous ergodic WSS process also ergodic?

I have a continuous time process $\{X_t,t\in\mathbb{R}\}$ that is WSS and ergodic for the 1st and 2nd moments. I create a random discrete process $\{Y_n,n\in\mathbb{N}\}=\{X_t,t=nT\}$ by discretizing ...
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0answers
24 views

Mixing System and density argument

A Mixing system is defined as a dynamical system $(\Omega,\phi^t,\mu)$ for which the following relations holds $$ 1)\qquad\lim_{t\rightarrow\infty} \mu(\phi^{-t}(A)\cap B)=\mu(A)\mu(B); $$ $$ ...
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1answer
24 views

Conditions for “forward” measure-preservation

A transformation $T$ being $\mu$-invariant is by definition a transformation satisfying $$\mu(T^{-1} E) = \mu(E)$$ for all measurable sets $E$. I was wondering what are sufficient conditions for being ...
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1answer
44 views

Do Anosov flows exist on two dimensional compact manifolds?

Question: Let $M$ denote a two-dimensional, smooth, compact Riemannian manifold (without boundary). If $\phi:\mathbb{R}\times M \rightarrow M$ is a smooth flow, then prove that $\phi$ is not an ...
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1answer
60 views

Ergodic Theorem and flow

In Walters' An Introduction to Ergodic Theory on page 34 the Birkhoff Ergodic Theorem is given as follows: Suppose $T\colon (X,\mathfrak{B},m)\to (X,\mathfrak{B},m)$ is measure-preserving ...
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25 views

Why is $\left\{T^n x|n\geqslant 0\right\}$ dense in $X$ iff $x\in\bigcap_{n\geqslant 1}\bigcup_{k\geqslant 0}T^{-k}U_n$?

In Walters' An Introduction to Ergodic Theory I found the following Theorem and proof (p. 29): Theorem 1.7. Let $X$ be a compact metric space, $\mathfrak{B}(X)$ the $\sigma$-algebra of Borel ...
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0answers
32 views

A basic doubt on Markov chain/ergodicity

Consider a finite state (no. of state $N$) Markov chain $\{X_n\}$ (all the random variables are bounded) such that there is a state $i*$ such that $$ \sum_{i=1}^{N}p_{ii*}^{(n)} > 0$$ for all ...
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130 views

Making new sense of the three-body problem in the light of Maryam Mirzakhani math contributions

I am unfamiliar with moduli spaces and ergodic theory which appear to be essential in Maryam Mirzakhani's math contributions which won her the Fields Medal. However, I am well conversant with ...
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1answer
28 views

Ergodic (equivalent characterization)

Let $(\Omega,\mathcal{B},\mu,T)$ be a measuretheoretical dynamical system. Then this system is called ergodic if $$ B\in\mathcal{B}, T^{-1}(B)=B\implies \mu(B)=0\text{ or }\mu(B^C)=0. $$ ...
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2answers
40 views

Numerical integration using Birkhoff theorem

There is a method for numerical integration that uses Brikhoff ergodic theorem? For example if we have a irrational number $\alpha$ we know that for every continuous function $f \colon [0,1] \to ...
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28 views

Can ergodic theorem be used here

Suppose I have an ergodic Markov Chain $\{X_n\}$ where $X_n$ are bounded. Now, Can I say anything on the limit $$ \lim_{n\to\infty} \frac{1}{n}\ln E\left[e^{\sum_{i=0}^{n} X_i}\right]$$ I don't ...
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1answer
40 views

Existence of ergodic joining

Let $\underline{X}=(X,\mathcal{B},\mu,T)$ and $\underline{Y}=(Y,\mathcal{B},\mu,S)$ be ergodic measure preserving systems on Borel probability spaces. A joining of $\underline{X}$ and $\underline{Y}$ ...
2
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1answer
34 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
44 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
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1answer
46 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
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1answer
31 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
38 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, ...
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2answers
43 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
44 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. ...
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1answer
26 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 ...
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1answer
45 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. ...
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1answer
37 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
34 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 ...
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0answers
60 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
70 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
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0answers
49 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 ...
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0answers
37 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 ...
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0answers
39 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
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1answer
157 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
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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
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1answer
35 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
24 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
97 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 ...
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0answers
41 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
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1answer
15 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 ...
2
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1answer
44 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 ...
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1answer
19 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 ...