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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1answer
308 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 ...
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1answer
35 views

Finding a minimal non-empty closed $G$-invariant set of a compact metric space

Let $G$ the abelian group generated by commuting homeomorphisms $f_1,\dots,f_q:M\rightarrow M$, where $M$ is a compact metric space. Show that there is $X\subset M$ minimal with respect to the ...
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0answers
34 views

When does a flow inherit ergodicity from a Poincare section?

Assume we have a smooth compact manifold $M$ with boundary and a smooth complete vector field $X$ on $M$. Let $\phi^{t}$ be the resulting flow and let $\mu$ be a probability measure on $M$. Define the ...
3
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1answer
92 views

pointwise ergodic theorem and mean sojourn time

Let $G$ be a group and let $F_i$ be a sequence of finite subsets of $G$. Suppose $G$ acts on a probability measure space $(X,\mu)$ in a measure preserving way, and suppose that this action is ergodic. ...
2
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1answer
143 views

stationary and ergodic

Let $p\in \mathbb N$ and $a_1,\ldots,a_p\in \mathbb R $. Denote by $x$ the sequence $$x=(x_k)_{k\in\mathbb N }=(a_{k \bmod p})_{k\in\mathbb N }$$ where $(k \bmod p)\in{1,\ldots,p}$ is the remainder ...
5
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1answer
89 views

How to check the strong ergodicity of the $SL_2(\mathbb{Z})$-action on the torus?

Suppose $\Gamma\subset SL_2(\mathbb{Z})$ is a non-amenable subgroup, especially, $\Gamma=SL_2(\mathbb{Z})$. Consider the natural action of $\Gamma$ on $S^1\times S^1=T^2$. How to check that this ...
2
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2answers
69 views

Convergence of an Ergodic process

I'm having trouble working through the math of the problem below. I believe the problem as described is an ergodic process. I've written a simple simulation of the problem, that converges to 66.6...6% ...
3
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1answer
127 views

convergence of entropy and sigma-fields

This question is related to this one. Let $(X_1, X_2, \ldots)$ be a sequence of random variables such that each $X_n$ takes its values in a finite space, say $\{0,1\}$, and the $\sigma$-field ...
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2answers
287 views

Von Neumann's ergodic theorem

Where can I find the proof of Von Neumann's ergodic theorem? Please, give me references or write names of books where I can find it.
2
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2answers
110 views

Can the time mean over a dense orbit equal the space mean for arbitrary functions?

Let $\varphi : M \to M$ be a measure-preserving map of a measure space $M$ with measure $\mu$, and let $f \in L^1(\mu)$ be arbitrary. If $p$ is the starting point of an orbit that is dense in $M$, ...
3
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1answer
385 views

Ergodicity of Geodesic Flow

I know the Birkhoff Ergodic theorem; and I know what is a Riemannian manifold and what a geodesic is. I also read the definition of geodesic flow on the tangent bundle of one such. But I do not yet ...
4
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1answer
181 views

Where does ergodic come from?

In math you usually understand why terms such as triangle, function, polynomial, category or even vector came to be. However where does the word ergodic come from? Does it have a meaning in another ...
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1answer
119 views

Lyapunov Exponent

Suppose $(X,A,\mu)$ a probability space, where $X$ is a compact Riemann manifold, $T:X\to X$ a diffeomorphism and $T$ is a measure-preserving transformation( over the borel $\sigma$ algebra). Prove ...
2
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2answers
83 views

Exposition about Ergodic Entropy

does anybody could suggest me any book or paper about Entropy in Ergodic Theory? I'm trying to prepare an exposition but I've just 30/40 minutes more or less so I'd like to choose a theme, or some ...
5
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1answer
356 views

Pinsker $\sigma$ Algebra

Let $(X,A,\nu)$ be a probability space and $T:X\to X$ a measure-preserving transformation. The Pinsker sigma algebra is defined as the lower sigma algebra that contains all partition P of measurable ...
4
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1answer
170 views

About Ergodic Theorems

Is there any demonstration purely dynamic of the Birkhoff Ergodic Theorem, i.e, without the Maximal Ergodic Theorem?? I ask this question because I never understood the intuition behind The Maximal ...
4
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2answers
329 views

The prime numbers do not satisfies Benford's law

A set of numbers is said to satisfy Benford's law if the leading digit d (d ∈ {1, ..., 9}) occurs with probability, $$ P(d)=\log_{10}(d+1)-\log_{10}d,$$ how do you prove that the prime numbers do ...
3
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1answer
201 views

Question about Benford's law

A set of numbers is said to satisfy Benford's law if the leading digit d (d ∈ {1, ..., 9}) occurs with probability, $$ P(d)=\log_{10}(d+1)-\log_{10}d$$ With Birkhoff's Ergodic Theorem is possible ...
3
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1answer
153 views

Question about entropy

Let $(X,A,\nu)$ be a probability space and $T\colon X\to X$ a measure preserving transformation $\nu$. Take a measurable partition $P=\{P_0,\dots,P_{k-1}\}$. Let$I$ be a set of all possible ...
3
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1answer
198 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 $A\in\mathcal{B}$, $\mu(T^{-1}(A))=\mu(A)$. ...
4
votes
1answer
759 views

Why are hyperbolic toral automorphisms (e.g. Arnold's cat map) ergodic?

Let $\varphi : \mathbb{T}^2 \to \mathbb{T}^2$ be a hyperbolic automorphism of the torus, induced by a linear map $A : \mathbb{R}^2 \to \mathbb{R}^2$ of determinant $\pm 1$ with no eigenvalues of ...
15
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1answer
580 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, ...
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1answer
39 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 ...
11
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1answer
180 views

Square root of an integer has only even digits

Is there a non-square positive integer $n$, that $\sqrt{n}$ has only even digits in its decimal representation ?
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1answer
108 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 ...
2
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0answers
84 views

Ergodic/stochastic convergence

I do have a problem with my homework, and to be honest I am simply lacking any idea on how to begin- maybe someone could give me a tip. First off, here is the assignment: The whole assignment deals ...
8
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1answer
217 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)\\ ...
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1answer
75 views

How can I improve this proof? On $\sum\limits^\infty f(T^nx)=\infty$ for a.a. $x \in \{f >0\}$.

Let $(X,\mathcal{F},\mu)$ be a prob. space and $T:X \rightarrow X$ be measure preserving, and $f \in \mathcal{L}^1(X,\mathcal{F},\mu)$. Assume that $f \geq 0$ and suppose the set $A = \{f > 0\}$ ...
11
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2answers
358 views

An equivalent condition for strong-mixing

For a measure-preserving (finite) system $(X,\mathcal{B},\mu,T)$, is it correct that the following are equivalent? For every $A,B\in\mathcal{B}$ , $\displaystyle\lim_{n\rightarrow\infty}\mu(A\cap ...
4
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0answers
100 views

Existence of a sequence which is good for mean convergence but not good for pointwise convergence

The ergodic theorems talk about the limit behaviour of the ergodic averages. For example, if $(X,\chi,\mu,T)$ is a measure preserving system, where $\mu$ is a probability measure on $X$, then we have ...
0
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1answer
84 views

Trying to show an implication for a measure preserving $T$ on a probability space.

Here's the problem: Let $(X,\mathcal{F},\mu)$ be a probability space and $T:X \rightarrow X$ a measure preserving transformation. Show that if $f(Tx) \leq f(x)$ $\mu$ a.e., then its holds that $f(Tx) ...
2
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1answer
400 views

What exactly does the space average in the ergodic theorem mean?

Space Average: If μ(X) is finite and nonzero, we can consider the space or phase average of ƒ: (from http://en.wikipedia.org/wiki/Ergodic_theory#Ergodic_theorems) But is it comparable to ...
3
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2answers
84 views

Defining an f-invariant measure

Suppose I have a compact oriented manifold $M$ with an orientation preserving self-diffeomorphism $f$. I wish to define a volume form on $M$ which is invariant under $f$. Certainly, it is necessary ...
3
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0answers
149 views

Generalization of Dobrushin's Ergodic Decomposition for continuous Markov Chains

Let $T$ be the shift transformation. Let $P$ be invariant for $T$ and also define a discrete state space Markov Chain. Let $C_{1},\ldots,C_{n}$ be the connected components of the Markov Chain. It ...
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2answers
116 views

The first return time of an irrational rotation

For the probability space $([0,1),\mathcal{B},\lambda)$ and for an irrational $\theta \in (0,1)$ we have the map $Tx = x + \theta \bmod 1$. I'm trying to find an expression for $n(x):=\inf\{n \in ...
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1answer
116 views

Related questions on the Hausdorff dimension and local dimension of a Cantor set

Suppose $I$ is an interval on a Cantor tree with $m$ children $I'$, each of length $\varepsilon$. I have that $\sum_{\hat I\text{ is a child of }I}|\hat I |^s=|I|^s \Rightarrow ...
2
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1answer
59 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
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1answer
151 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 ...
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1answer
66 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 ...
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2answers
115 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
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1answer
130 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 $T$ ...
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1answer
44 views

Adjusting my lower bound for Hdim with two limits that may be related.

I'm computing the lower bound for the Hausdorff dimension of a Cantor-like set; I've reduced it to computing $\lim_{k\rightarrow \infty, \delta \rightarrow 0^+}\frac{1}{(1+\delta)^{k(p-1)}}$, where ...
7
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1answer
265 views

A question about continued fractions and Gauss map

For $\alpha \in (0,1)$, write $\alpha$ as a continued fraction like $\alpha=[a_1, a_2, \ldots]$ (note that the implicit $0$th coefficient $a_0=0$ has been omitted), and let $\frac{p_n}{q_n}$ be the ...
3
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1answer
79 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 ...
10
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0answers
654 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, $\pi\colon X \to Y$ a continuous map into a ...
3
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2answers
347 views

$\sigma$-algebra of $\theta$-invariant sets in ergodicity theorem for stationary processes

Applying Birkhoff's ergodic theorem to a stationary process (a stochastic process with invariant transformation $\theta$, the shift-operator - $\theta(x_1, x_2, x_3,\dotsc) = (x_2, x_3, \dotsc)$) one ...
5
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1answer
314 views

Ergodic theory in mathematics and physics

How is the theory of ergodic measure-preserving transformations related to ergodicity in the physical sense (which I understood as, very very roughly speaking, that a physical system is called ergodic ...
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162 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
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1answer
127 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 ...
4
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1answer
346 views

How follows the Strong Law of Large Numbers from Birkhoff's Ergodic Theorem?

We want to prove the strong law of large numbers with Birkhoff's ergodic theorem. Let $X_k$ be an i.i.d. sequence of $\mathcal{L}^1$ random variables. This is a stochastic process with ...