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.

learn more… | top users | synonyms

0
votes
0answers
15 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
2answers
37 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 ...
1
vote
0answers
19 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 ...
2
votes
0answers
55 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) := ...
0
votes
0answers
30 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) := ...
3
votes
1answer
198 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 ...
0
votes
1answer
21 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 ...
1
vote
0answers
25 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
1answer
20 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 ...
0
votes
0answers
13 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 ...
4
votes
3answers
95 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
54 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
57 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 ...
2
votes
1answer
32 views

What is “abstract” ergodic theory?

This is just a question about the usage of the term "abstract". What kind of questions in ergodic theory is considered "abstract" and what's a "regular" question? From some seminars it seems that ...
1
vote
1answer
25 views

Mean Ergodic Theorem for ergodic transformations

I understand how the ergodic averages for an $L^2$ function converge in norm to the orthogonal projection on the space of invariant functions, and I understand how for ergodic transformations this ...
0
votes
0answers
28 views

Why define shift invariant set as $\Lambda=\tau^{-1}\Lambda$?

Can we define shift invariant set as $\Lambda = \tau\Lambda$ instead of $\Lambda = \tau^{-1}\Lambda$, where $\tau$ is the shift operator? Can permutable set be defined as either $\Lambda = \pi ...
1
vote
0answers
25 views

A variation of Birkhoff's Ergodic theorem

Suppose $T_k$ are measure perserving for each $k$, and $f$ is integrable. Is it true that $\frac{1}{n}\sum_{k=1}^n f(T_k\circ T_{k-1}\dots\circ T_1 \omega)$ converge almost surely?
1
vote
0answers
12 views

Measure Preserving Transformation induced by a $*$-isomorphism on $L^\infty$

Suppose that $(X,\Sigma, \mu)$ is a probability space. Given a bijective measure preserving transformation $T:X\rightarrow X$, one can easily show that the map $\Phi:L^\infty(X,\mu)\rightarrow ...
3
votes
2answers
46 views

Measure preserving transform and convergent random variables

I have been trying to learn about Ergodic Theorem for a while and now I have a problem I can't solve. Assume $T$ is a measure preserving transform and $X_n\rightarrow X$ everywhere. Also, assume ...
1
vote
0answers
14 views

$L_1$ mean ergodic theorem for the action of compact group

Let $X$ be a Polish space with Borel probability measure $\mu$. A compact group $G$ acts on X continuously. It is right that for any $f\in C_b(X)$ exists a sequence $(g_k \in G)_{k\in \mathbb{N}}$ ...
0
votes
1answer
24 views

Derivation of the Mexican wave as Mean field equilibrium of an ergodic control problem

I'm dealing with a Mean Field system introduced by Gueant, Lasry, Lions in their "Mean Field Games and Applications" which admits as solution the so-called Mexican wave. Without going into the details ...
3
votes
1answer
57 views

What keeps measure-preserving transformations from concentrating in a particular portion of a probability space?

I'm trying to show that for an event A with positive probability there is some n bounded by 1/P(A) such that $P(A \cap$ T$^{-n}A) > 0$, where T is a probability-preserving transformation. I'm ...
1
vote
0answers
31 views

What is the density of the SRB measure conditioned to unstable manifolds?

I have a question regarding the SRB measure. As Lai-Sang Young puts it, the SRB-measure is the invariant ergodic invariant measure most compatible with volume. (see [ ...
2
votes
0answers
38 views

Cesàro Sum of Tangent

Can you proof or disprove the following? $\lim_{n \to \infty} (\frac {\tan1+\tan 2+\cdots+\tan n}{n})=0$. Is there any ergodic type theorem that can come to help?
2
votes
1answer
27 views

Question concerning the proof of the Ergodentheorem by Birkhoff

Let $(\Omega,\mathcal{A},\mu,T)$ be an ergodic dynamical system and $f\in L_{\mu}^1$. Then it is a.s. $$ \lim_{n\to\infty}\frac{1}{n}\sum_{k=0}^{n-1}f\circ T^k=\int f\, d\mu. $$ Now I ...
1
vote
0answers
54 views

Circle rotation (dynamic system)

Here's a passage of my script I do not understand. Define $\Omega:=\left\{z\in\mathbb{C}: \lvert z\rvert =1\right\}$ and consider $a\in [0,1)$. Then $$ T_a:=\Omega\to\Omega, z\mapsto ...
0
votes
1answer
26 views

ergodic theorem in the seasonal component analysis of time series

When studying the "seasonal components" part of time series, I once read the following statement. I do not understand what role does the ergodic theorem play here? The decomposition of the process ...
3
votes
0answers
21 views

Unique ergodicity a spectral invariant?

Suppose $f:X\to X$ and $g:Y\to Y$ are two automorphism of measure spaces. Suppose there is an unitary operator $V:L^2(X)\to L^2(Y)$ satisfying $VU_fV^*=U_g$, here $U_f$ and $U_g$ are the Koopman ...
3
votes
0answers
75 views

Measurability of points regular

I'm reviewing the proof of the theorem of oseledet the book Mañe: Let $M$ a compact metric space and $f:M \rightarrow M$ a homeomorphism, $\pi: F \rightarrow M$ a finite-dimensional continuos vector ...
2
votes
0answers
26 views

Krylov-Bogoliubov theorem without continuity

This question is very closely related to: Continuity in the Krylov-Bogoliubov theorem. The standard counterexample, which is presented in Katok-Hasselblatt is the following: Let $f:[0,1]\rightarrow ...
1
vote
0answers
61 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: ...
4
votes
0answers
44 views

Is there a characterization of the shift-invariant ergodic measures?

Consider probability measures $\mu$ on the space $\{0,1\}^\mathbb{N}$ that are shift-invariant with respect to the left-shift map. Is there a nice characterization of the ergodic shift-invariant ...
1
vote
0answers
31 views

Birkhoff averages

Let $(X, \mathcal{A},\mu)$ be a probability space and $T:X\rightarrow X$ an ergodic transformation. The Birkhoff averages of a function $\phi:X \rightarrow \mathbb{R}$ are defined by $$ ...
1
vote
1answer
38 views

E. Artin theorem? (Ergodic theory)

In the framework of mathematical cosmology, Bianchi IX model has great importance due to its stochastic properties. I'm reading a publication in which is claimed The use of the invariant measure ...
2
votes
1answer
40 views

Koopman is not surjective

I want to prove that the Koopman operator $U_f : L^2 (\mu) \rightarrow L^2 (\mu)$ such that $U_f(\phi) =\phi \circ f$ is not surjective. Where $ \mu $ is a measure preserving mapping $f$. I was ...
4
votes
1answer
68 views

Ergodic Process: Does it visit all state?

I read in this article: " Ludwig Boltzmann, coined "ergodic" as the name for a stronger but related property: starting from a random point in state space, orbits will typically pass through every ...
3
votes
1answer
38 views

Pointwise Ergodic Theorem - one particular estimate

I am struggling with an estimate in a proof of the pointwise ergodic theorem discussed in T. Ward and M. Einsiedler: Ergodic Theory with a view towards Number Theory, which is left as an exercise. I ...
1
vote
0answers
52 views

Lyapunov-exponent and rate of convergence of continued fractions

I'm writing an essay on the Lyapunov-exponents of the Gauß map \begin{align} T:[0,1]&\to[0,1],\\ x&\mapsto \begin{cases}\frac 1 x \mathrm{mod}\,1 & \text{for $x>0$,}\\ 0 & \text{for ...
1
vote
1answer
42 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 ...
1
vote
1answer
20 views

Show by induction, that $\mu(T^{k}A\Delta A)=0~\forall~k\in\mathbb{Z}$

Here are some definitions that might be necessary for my following question: (I) The Quadruple $(\Omega,\mathcal{A},\mu,T)$ is called dynamical system, if $(\Omega,\mathcal{A},\mu)$ is a probability ...
1
vote
1answer
34 views

How can I prove this equivalence concerning ergodicity?

I write you, because I have a problem to show two equivalences. But before writing them down, I give you all the definitions we had as background: (I) The Quadruple $(\Omega,\mathcal{A},\mu,T)$ is ...
1
vote
1answer
33 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 ...
2
votes
1answer
33 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}: ...
1
vote
1answer
64 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}: ...
1
vote
1answer
23 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 ...
1
vote
0answers
31 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. ...
4
votes
2answers
50 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 ...
1
vote
0answers
59 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 ...
2
votes
1answer
22 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 ...
1
vote
0answers
58 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 ...