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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53 views

Ergodic: Show another implication

Let $(\Omega,\mathfrak{A},\mu,T)$ be a dynamic system in measure theory and $p\geq 1$. Show that the following statements are equivalent: $$ (1)~~~~~(\Omega,\mathfrak{A},\mu,T)\text{ is ...
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1answer
47 views

Ergodic system, show an implication

Let $(\Omega,\mathfrak{A},\mu,T)$ be a dynamic system in measure theory and $p\geq 1$. Show the implication $(1)\implies (2)$, whereat $$ (1)~~~~~\forall f\in L_{\mu}^p: f= f\circ ...
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1answer
46 views

Show: Ergodic implies $f=\text{const a.s.}$

Let $(\Omega,\mathcal{A},\mu,T)$ be a dynamic system in measure theory. Let this system be ergodic. Show then then this implies $$ \forall f\colon\Omega\to\mathbb{R}\mbox{measurable}: ...
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99 views

Ergodic dynamic system (show equivalences)

Let $(\Omega,\mathcal{A},\mu,T)$ be a dynamic system in meaasure theory. Show that the following statements are equivalent: (1) $(\Omega,\mathcal{A},\mu,T)$ is ergodic (2) $\forall A\in\mathcal{A}: ...
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1answer
24 views

Testing density with a countable family

Let $d$ denote the lower density on $\mathbb{N}$, $a>0, $ $\mathbb{N}_{a}:=\left\{ B\subset\mathbb{N}:{d}(B)\geq1-a\right\} $ and $A\subset\mathbb{N}$. If $A\cap B\neq\emptyset$ for every ...
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0answers
46 views

G-space decompositions preserved by equivariant maps?

Let $X,Y$ be topological $G$-spaces, with (left) $G$-invariant probability measures $\mu_X,\mu_Y$ respectively, and let $f:X \to Y$ be a surjective $G$-equivariant map preserving the measures, i.e. ...
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2answers
114 views

Examples of ergodic geodesic flow

Are there any good examples of a geodesic flow that is ergodic? I know the result that states that the geodesic flow for manifolds with negative curvature are ergodic, but I'm fishing for some ...
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141 views

Geodesic flow on a manifold with negative curvature is ergodic

This is a question asking for references. I'm not sure if it's appropriate for StackExchange. If it's not, please tell me, thanks! :) I'm reading about the Mostow's rigidity theorem, and the proof ...
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1answer
28 views

almost periodic visits of a compact set of a circle group rotation

Let $\mathbb{T}$ be the circle group and $R:\mathbb{T\rightarrow T}$ an irrational rotation (hence a minimal system). Suppose there exists a compact set $K\subset\mathbb{T}$ such that for every ...
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93 views

Shift and ergodic measures

Let $X = \{0,1\}^{\mathbb{N}}$ endowed with the product topology and $\sigma : \left\{ \begin{array}{ccc} X & \to & X \\ (\epsilon_n) & \mapsto & (\epsilon_{n+1}) \end{array} \right.$. ...
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1answer
179 views

If $g$ is invariant under an ergodic map then it's almost everywhere constant

Let $(X,B(X),\mu)$ be a probability space, where $X$ is compact metrizable, and $B(X)$ are the Borel sets. Let $f:X\to X$ be a measurable function such that: i) $\forall A\in B(X)$ ...
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1answer
116 views

Birkhoff theorem for irrational rotation

Lately, I have come across this problem, that I was not sure exactly how to tackle. Let $\alpha$ be an irrational number, and let $0 < a < b < 1$. Prove that $$\lim_{n \rightarrow ...
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0answers
41 views

Relationship between conjugacy class and centralizer for measure preserving transformations

Let $(X, \mathcal{B}, \mu)$ be a Lebesgue probability space. Let $\Phi$ be the space of all invertible measure preserving transformations on $(X,\mathcal{B}, \mu )$, endowed with the weak topology. ...
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1answer
75 views

Intrinsically Ergodic Factor

Let $(X,T)$ and $(Y,S)$ be two intrinsically ergodic system with the same topological entropy i.e. $\exists ! \mu, \exists ! \nu$ measures of maximal entropy such that ...
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1answer
75 views

what is so great about having an invariant measure?

I am a student who just started to learn basic concepts of ergodic theory. It seems like that given a dynamical system, people are very excited to find various invariant measures of the system. But ...
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0answers
84 views

non Lebesgue meausre for the Doubling map

Does there exists invariant non Lebesgue probability measures for the doubling map $T:[0,1)\rightarrow [0,1]$ defined by $ T(x)=2x \,\text{mod}(1)? $ So a probability measure different from ...
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1answer
68 views

Continuity in the Krylov-Bogoliubov theorem

I have the following proof of the Krylov-Bogoliubov theorem, which asserts that given a compact metric space $X$ endowed with a continuous transformation $T \colon X \to X$ one can find a ...
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87 views

Rate of convergence of $n$-fold convolution over $\mathbb{Z}_p$.

Suppose that $\mu$ is a probabilist measure on $\mathbb{Z}_p$ such that $d_{TV}(\mu,\mu_U)\leqslant \delta < 1$. What are the best upper bound on $$ d_{TV}(\underbrace{\mu*\mu*\ldots*\mu}_{n ...
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1answer
114 views

Unique Ergodic Measure

From <http://mathworld.wolfram.com/ErgodicMeasure.html> "If there is only one ergodic measure, then $T$ is called uniquely ergodic. An example of a uniquely ergodic transformation is the map ...
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1answer
61 views

compactness of the set of invariant measures

Suppose that we have a dynamical system on some compact space $X$ with discrete time space and transformation given by some $\phi : X \rightarrow X$. My question is when is the set $Prob(\phi)$ of all ...
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1answer
65 views

If $f^n$ is mixing then $f$ is mixing?

Let $(X,\mathcal{A},\mu)$ be a probability space and $f:X\to X$ be a measurable map that preserves $\mu$. Fix $n\in \mathbb{Z}^+$. It's not hard to see that $f$ ergodic does not necessarily imply ...
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65 views

Generalizing the ptwise or $L^1$ ergodic theorem

I was able to write a proof based on the hardy-littlewood maximal function of the following statement: Let $(X, \Sigma, \mu)$ be a $\sigma$-finite measure space, and $d=n \geq 1$ be fixed. Let ...
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76 views

simple proof of the $L^2$ weak law for discrete-time ergodic Markov processes

Let $\{X_t\}_{t\in\mathbb{Z}}$ be a stationary and ergodic stochastic process with finite second moment. Von Neuman's ergodic theorem implies that the time average $(1/N)\sum_{j=0}^{N-1} X_j$ ...
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1answer
113 views

Poincare recurrence theorem and convergence on compact metric spaces

I am looking for a proof of the following theorem: Let $X$ be a compact metric space with metric $d$, endow $X$ with the Borel $\sigma$-algebra and a probability measure $\mu$. Let $T\colon X\to X$ ...
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2answers
118 views

Ergodic for the mean, but not ergodic stochastic process?

Is there an example of a strictly stationary (zero mean, finite variance) stochastic process $(X_t\mid t\in \mathbb{N})$ that satisfies the conclusion of the ergodic theorem, i.e., the sample mean ...
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145 views

An ergodic theorem on the circle

Let $S^1$ be a circle (i.e. a closed $1$-dim. manifold) and let $F$ be a non-vanishing smooth vector field on $S^1$. Denote by $(t,x) \mapsto \Phi_t^x$ the flow generated by $F$. I want to show ...
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1answer
67 views

If $T^m$ is ergodic, so is $T^{m^2}$?

The HW problem: If $T^m$ is ergodic, show $T^{m^2}$ is ergodic. (Where we can assume $T$ is measure-preserving transformation on a probability space, I think. It wasn't in the problem, but everything ...
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1answer
118 views

What is the right invariant $\sigma$-algebra for the Birkhoff ergodic theorem?

I have been reading stuff about ergodic theory, and I have encountered two versions of the involved "invariant sigma field". let the underlying probability space be $(\Omega,\mathcal{F},P)$, and let's ...
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1answer
223 views

How does chaos arise in Hamiltonian systems?

I have a question about how chaos arises in Hamiltonian systems. I've been taking a upper year undergrad class on dynamics and it has focused on chaos a lot. So far however we have only seen the more ...
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56 views

Ergodic mean for Schrodinger flow

Let us consider the linear Schrodinger equation in $\mathbb{R}^N$ $$ (i\partial _t+\Delta)\,u=0\mbox{ ,}\quad u(0,x)=f$$ with $f\in L^2(\mathbb{R}^N)$, and let $u(t,x)=e^{it\Delta}f$ its solution. ...
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78 views

It Suffices to Check Mixing on an Algebra

Let $X, \mathcal{A}, \mu$ be a probability space and $T: X \rightarrow X$ a measure preserving measurable map (i.e. $\mu (T^{-1}(A)) = \mu (A)$ for all $A \in \mathcal{A}$). We say $T$ is mixing for ...
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1answer
43 views

Spectrum and tower decomposition

I'm trying to read "Partitions of Lebesgue space in trajectories defined by ergodic automorphisms" by Belinskaya (1968). In the beginning of the proof of theorem 2.7, the author considers an ergodic ...
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1answer
281 views

The Denjoy Theorem

I'm currently studying Denjoy's theorem, which says the following: Theorem If $f$ is a diffeomorphism of $S^1$ with a irrational number rotation $ \rho$ and the variation of $f^{'}$ (denoted by ...
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1answer
80 views

A random variable, measurable w.r.t. the class of invariant events, is invariant

I would like to deeply understand the following proof; however, many things are not really obvious to me. I would appreciate if somebody could explain the solution in detail. Thank you. Problem ...
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1answer
120 views

Ergodicity in Transformation Implied by Ergodicity in Induced Transformation

For a finite, recurrant, invertible, measure preserving dynamical system with transformation $T$, I can show that if $T$ is ergodic, then the induced transformation for any positive-measure set is ...
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1answer
195 views

Proving Borel Cantelli Lemma using Martingales

I need a hint for exercise 5.2.1 in the book: Ergodic Theory: with a view towards Number Theory By Manfred Leopold Einsiedler, Thomas Ward. In the chapter 5 the authors gives the margingale ...
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1answer
109 views

$\mu(E)>0 \Rightarrow \mu(f(E))=\mu(E)$?

Consider injective continuous functions $f:\mathbb{R}^2 \rightarrow \mathbb{R}^2$. Which of these function are such that: $\mu(E)>0 \Rightarrow \mu(f(E))=\mu(E)$? (Isometries are clearly ok.)
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86 views

Different definitions of an ergodic stationary process

From page 3 of a note: A stationary process is ergodic if any two variables positioned far apart in the sequence are almost independently distributed. A formal definition is the following: ...
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1answer
76 views

Wandering Sets and Recurrent Transformations

I'd like to show that a measure preserving transformation $T:X\rightarrow X$ is recurrent iff it has no wandering sets of positive measure. I'm working from the following definitions: a measurable ...
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48 views

Recurrence for upper Banach Density

Let $E\subseteq \mathbb{Z}$ have $d^*(E) >0$ where $d^*$ is upper Banach density. I am trying to understand why there must exist an $1\leq n \leq \frac{1}{d^*(E)} + 1$ such that $d^*(E\cap (E-n)) ...
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2answers
72 views

a question on orbit in ergodic theory

For the map $T: [0,1]\to [0, 1]$ defined by $Tx=10x\pmod{1}$, how to use the decimal expansion to construct a $x$, such that the orbit of $x$, say $\theta_x=\{T^nx: n\geq 0\}$ is dense in $[0, 1]$ ...
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3answers
457 views

Relationship between entropy and ergodicity

Are there any direct connections between entropy and ergodicity? For example, does knowing that $(X,\mathcal{S},\mu,T)$ is ergodic help in computing the entropy? I know that there are some indirect ...
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1answer
265 views

Liouville's theorem: How to get an invariant measure?

Liouville's theorem states that the `natural' 2-from is preserved under the Hamiltonian flow. Apparently this leads to an invariant measure $\mu$ as follows \begin{equation} d\mu = \frac{d\sigma}{|| ...
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108 views

Reference for a transformation

Has the (Lebesgue-)ergodic transformation $T: \{0,1\}^{\mathbb{N}} \to \{0,1\}^{\mathbb{N}}$ defined by $T(x(0)x(1)x(2)\cdots) = x(1)x(3)x(5)\cdots$ been well-studied? If so, where? Does it have a ...
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1answer
64 views

Correspondence between fractal sets and trees

In Hillel Furstenberg's series lectures on ergodic theory in fractal geometry, he mentioned his search on finding a one-to-one correspondence between fractal sets and trees, however, I couldn't not ...
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1answer
700 views

Ergodic action of a group

What does it mean and how is it defined if the action of a group is meant to be ergodic? Thank you for your replies!
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41 views

literature to learn more on ergodic harris recurrent chains with an atom

I'm trying to learn more on the topic mentioned in the title. Namely I'd like to get more information on the behavior of the boundary terms. ie if I decompose sum of my chain (suppose it's ...
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1answer
263 views

Non-ergodic measure

Is there an easy way to see that if $\mu$ and $\nu$ are $T$-invariant measures on the same space $X$, and $\mu \neq \nu$, then $\frac{1}{2}(\mu+\nu)$ is NOT ergodic? I know that ergodic measures are ...
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1answer
84 views

Eigenfunction of $T^n$ vs. eigenfunction of $T$ when $T$ is ergodic

Let $(X, \mathcal{B}, \mu, T)$ be an ergodic system, and suppose $f \in L^2(X, \mathcal{B}, \mu)$ is an eigenfunction of $T^n$ for some integer $n > 1$. Is it possible to write $f$ as a linear ...
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2answers
100 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 ...