Tagged Questions

3
votes
1answer
41 views

Optimal probability measure

Let $A$ be a finite set and let $\Bbb P$ be a probability measure on $A^{\Bbb N_0}$. Further, let $x_i:A^{\Bbb N_0}\to A$ be projection maps, so that $(x_i)_{i=0}^\infty$ can be treated as a ...
2
votes
2answers
41 views

A question involving Invariant Set in ergodic theorem

I have a question about the invariant set in the ergodic theorem, I am wondering if anyone could give me some help or hint. In the measurable space (X, $\Sigma$) and consider a measurable self map T, ...
2
votes
0answers
48 views

Bernoulli shift on $S^\mathbb{Z}$

Why is the Bernoulli shift ergodic? I know the proof for $S^\mathbb{N}$. The best would be if you could argue from this fact to the integer case, so that way I can see how one usually goes from ...
2
votes
1answer
83 views

A necessary and sufficient condition for ergodicity

Let $(X,\mathcal B,\mu)$ be a probability space and $T\colon X\rightarrow X$ be measure preserving. I need to prove that $T$ is ergodic if and only if the following property holds: If $f\colon ...
1
vote
0answers
60 views

Checking isomorphism between two measure preserving maps

Let $T_1\colon [0,1]\rightarrow [0,1]$ be the full tent map, $B_1$ be the collection of Borel sets, and $m_1$ denote the Lebesgue measure. Let $T_2\colon\sum_2^+\rightarrow \sum_2^+$ be the full one ...
4
votes
1answer
66 views

Prove that $m$ is ergodic.

Let $X$ be a topological space, $f\colon X\rightarrow X$ be a function. Suppose that there exists a unique invariant Borel probability measure $m$. Prove that $m$ is ergodic. Thank you.
1
vote
0answers
66 views

Conclusions about the Manneville-Pomeau Example

I was trying to solve an exercise about the Manneville-Pomeau example, but I got stuck. I need to give a little background before posting the exercise. Thank you guys in advance for your attention. ...
2
votes
1answer
72 views

Measurable Partition and Ergodic Decomposition

I need some background before asking the question: Let $\mathcal{P}$ is called a measurable partition if there is a measurable set $M_0\subset M$ with full probability measure such that, restric to ...
2
votes
1answer
109 views

When is the composition operator assigned to a measure-preserving map unitary?

Let $(X,\mathcal{B},\mu)$ be a standard probability space, and let $T:X\rightarrow X$ be a measurable, measure-preserving transformation, i.e. for every $A\in\mathcal{B}$, $\mu(T^{-1}(A))=\mu(A)$. ...
14
votes
1answer
319 views

Kakutani skyscraper is infinite

Karl E. Petersen's book "Ergodic Theory", chapter 2, exercise 9, on page 56 Prove that for any ergodic measure preserving transformation $T:X\rightarrow X$ on a non-atomic probability space $(X, ...
1
vote
1answer
28 views

How to formulate an integral on the probability space of a Markov shift?

For a problem I am currently working on, I would like to calculate the integral over the space $(\{1,2,\dots,n\}^\mathbb{N},\mathcal{F},\nu)$ where $\nu$ is the markov measure. My problem is that ...
1
vote
1answer
46 views

How does the Markov measure extend to cylinders with 1 specified coordinate?

Consider a Markov Chain $(X,\mathcal{F},\mu,T)$, where $X = (1,2,\dots,n)^\mathbb{Z}$ and $T$ is the left shift and a transition matrix $P=(p_{i,j})$ and stationary distribution $\pi$ such that $\pi P ...
8
votes
1answer
153 views

Showing a Transformation increases measure (Ergodic Theory)

Hoi, ive been breaking my head on this fora few days.. Ive been trying to show that $T:[0,1)\to [0,1)$ given by $$ T(x)= \begin{cases} 3x & \mbox{ if } x\in [0,1/3)\\ ...
2
votes
1answer
48 views

Injectivity of a certain operator

Consider a compact $K$ of the complex plane of interior void, $f$ a rational fraction leaving $K$ invariant (i.e. $f(K) \subset K$), and $\mu$ a borelian probability measure supported by $K$, and ...
2
votes
1answer
77 views

Knopp's Lemma - Show T is ergodic

Be $\beta > 1$ non-integer. $T_{\beta}: [0,1)\rightarrow[0,1)$ with $T_{\beta}x = \beta x$ mod$(1) = \beta x-\lfloor\beta x\rfloor$. Show with Knopp's Lemma that $T_{\beta}$ is ergodic with ...
1
vote
1answer
45 views

An equivalent condition for a measure to be invariant

Why is it true that for a compact metric space $X$ and a continuous function $T:X\rightarrow X$, a measure $\mu$ on $X$ is $T$- invariant iff $\int_X f\circ T \, d\mu=\int_X f \, d\mu$ for every ...
1
vote
2answers
68 views

measurable, measure preserving

$T: [0,1)^{2}\rightarrow[0,1)^{2}$ by $T(x,y) = (2x,\frac{y}{2})$, with $0 \leq x < \frac{1}{2}$ and $T(x,y) = (2x-1, \frac{y+1}{2})$, with $\frac{1}{2} \leq x < 1$ (i) invertible (ii) ...
0
votes
1answer
66 views

invertible, measurable and measure preserving

$T: [0,1)^{2}\rightarrow[0,1)^{2}$ by $T(x,y) = (2x,\frac{y}{2})$, with $0 \leq x < \frac{1}{2}$ and $T(x,y) = (2x-1, \frac{y+1}{2})$, with $\frac{1}{2} \leq x < 1$ In class we said this $T$ ...
2
votes
1answer
42 views

Uniform convergence of finitely additive measure along a tree of partitions

Learning about Lebesgue-Rohlin spaces is prominently on my to-do-list, so I'm reading Fundamentals of measurable dynamics by Daniel Rudolph, were I'm stuck on an exercise. Framework There is a ...
6
votes
0answers
183 views

Compact set of probability measures

I think I can solve the following exercise if X is assumed to be separable, otherwise I can't. Let X be a (Hausdorff) locally compact space, $\pi : X \to Y$ a continuous map into a topological space ...
1
vote
2answers
73 views

Why is ergodicity of transformations only defined for measure-preserving transformations?

In ergodic theory, why does the defintion of an ergodic transformation $T$, why do I have to claim that it is measure-preserving? E.g. $T$ is ergodic if $\mathbb{P}(A) \in \{0,1\}$ for all $A$ ...
3
votes
1answer
95 views

Solution space to a functional equation

This question comes from my attempts at understanding an example presented by Bill Gasarch on his blog. The example is of a continuous strictly increasing function whose derivative is zero almost ...
2
votes
1answer
39 views

Give a example about invariant ergodic measure and quasi-symmetric mapping

Is there a example $(X,f,\mu)$ such that $X$ is a closed subset of Euclidean space, $f$ be a quasi-symmetric mapping but not a Lipschitz mapping, $f(X)=X$, $\mu$ is a finite measure on $X$ that is ...
1
vote
1answer
67 views

Space of $T$-invariant probability measures is compact.

I'm trying to show that the space of $T$-invariant probability measures is compact in the weak* topology ($T$ is some measurable transformation from a compact metric space to itself). I'm trying to ...
2
votes
0answers
150 views

Why is unique ergodicity important or interesting?

I have a very simple motivational question: why do we care if a measure-preserving transformation is uniquely ergodic or not? I can appreciate that being ergodic means that a system can't really be ...
3
votes
1answer
66 views

Rotation $x \to x+a \pmod 1$ of the circle is Ergodic if and only if $a$ is irrational

I have a book, Ergodic problems of classical mechanics by Arnold/Avez, and in it they prove that rotation $Tx = x+a \pmod 1$ of the circle $M=\{x \pmod 1\}$ is Ergodic if and only if a is irrational. ...
3
votes
0answers
105 views

The measures in Furstenberg's correspondence

In the paper Inverting the Furstenberg correspondence (IFC), the author defines a function $D_{A}(\sigma)$ on the Basic clopens of Cantor space, $2^{\mathbb{N}}$, where $A$ is a finite binary string ...
1
vote
0answers
63 views

Means of sequence of functions

Let $(\Omega_n)$ be a sequence of subsets of $\mathbb{R}^d$ with $\Omega_n\uparrow\mathbb{R}^d$ where the Lebesgue measure $\lambda^d(\Omega_n)$ is finite for every $n$. Let $(f_n)$ be a sequence of ...
1
vote
0answers
67 views

To construct an invariant measure on the product space

$M$ is a separable complete metric space. $N$ is a compact metric space. $F$, defined by $F(x,y)=(f(x),g(x,y))$, is a continuous transformation from $M\times N$ to itself. We know there is a measure ...
2
votes
0answers
183 views

Isomorphic measure-preserving systems: circle and torus

According to Definition 2.7 in Ergodic Theory: with a view towards Number Theory, the systems $(X, \mathcal{B}_X, \mu, T)$ and $(Y, \mathcal{B}_Y, \nu, S)$ are isomorphic when there is a $X' \in ...
2
votes
1answer
154 views

Convergence of inner product using Cauchy-Schwarz

I'm reading a paper in which the following argument is made (in the proof of Theorem 7). I will try to provide just the essentials necessary to ask my question, in particular omitting the ...