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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12
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10answers
2k views

Reference for Ergodic Theory

I am looking for a good introductory book on ergodic theory. Can someone recommend some introductory texts on that?
9
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1answer
234 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)\\ ...
3
votes
1answer
247 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 ...
5
votes
1answer
465 views

Measure theoretic entropy of General Tent maps

Let $I=[0,1]$ and $\alpha \in ( 0,1)$. Define the Tent map, $T: I \rightarrow I$ by $T(x)= x/\alpha$ for $x \in [0,\alpha]$ and $(1-x)/(1-\alpha)$ for $x \in [\alpha,1]$ Find the measure theoretic ...
4
votes
1answer
148 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.
2
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1answer
55 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}: f=f\circ T\...
6
votes
1answer
144 views

Properties of the space of $ T $-invariant probability measures over a compact topological space.

Let $T: X \to X$ be a continuos map defined on the compact space (Maybe Haussdorff) $X$. Denote by $M_T$ the space of $T$-invariant probability measures defined over the Sigma Algebra of Borel sets. ...
8
votes
1answer
333 views

A convergence problem in Banach spaces related to ergodic theory

Suppose $X$ is a Banach space, $T\in B(X)$, satisfied the following condition. $\sup \Big\lVert\frac{1}{n}\sum \limits_{i=0}^{n-1}T^{i}\Big\rVert<\infty$ $\frac{1}{n}\lVert T\rVert^{n}\...
11
votes
1answer
350 views

$(n^2 \alpha \bmod 1)$ is equidistributed in $\mathbb{T}^2$ if $\alpha \in \mathbb{R} \setminus \mathbb{Q}$

I did the following homework question, can you tell me if I have it right? We want to show that the sequence $(n^2 \alpha \bmod 1)$ is equidistributed if $\alpha \in \mathbb{R} \setminus \mathbb{Q}$. ...
5
votes
3answers
481 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
votes
2answers
429 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 ...
12
votes
1answer
238 views

Why is integer approximation of a function interesting?

I have recently learnt the following result: Let $g \in \mathbb{R}[x]$ be a polynomial with $g(0) = 0$. Then, for any $\varepsilon > 0$, the set of positive integers $n$, such that $g(n)$ is ...
8
votes
2answers
271 views

What is the distribution of leading digits of the squares?

Inspired by How can 0.149162536... be normal?, I ask for the distribution of the leading coefficients of $1,4,9,16,25,36\ldots$. (namely $1,4,9,1,2,3\ldots$) Does a Benford-like law apply? The online ...
3
votes
1answer
169 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
votes
1answer
97 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
votes
1answer
183 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 ...
0
votes
1answer
59 views

Lemma 1.7 in chapter 5 in Ergodic Theorems by Ulrich Krengel.

The lemma is on page 181. Here's the lemma and its proof: I don't understand how did they get: $$\lim | S^{n_k+1}f(\omega)|\leq \gamma (\alpha - \epsilon)+(1-\gamma)\alpha$$ The term that is ...
6
votes
2answers
196 views

Recurrent point of continuous transformation in a compact metric space

Given a metric space $(X,d)$ and a transformation $T:X\rightarrow X$, a point $x\in X$ is said to be recurrent iff it belongs to the closure of its orbit $\{T(x), T^2(x),...\}$: more precisely, ...
5
votes
1answer
705 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. ...
4
votes
1answer
171 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 ...
4
votes
2answers
593 views

Examples: invariant events

In a couple of books I'm reading chapters devoted to the Ergodic theory. As a setting: $(\Omega,\mathcal F,\mathsf P)$ is a probability space, $X:(\Omega,\mathcal F)\to (S,\mathcal S)$ is random ...
4
votes
3answers
73 views

Topologizing Borel space so that certain functions become continuous

Let $X$ and $Y$ be compact metric spaces. Let $f:X \to Y$ be a Borel measurable map and suppose that $T:X \to X$ is a homeomorphism. Can one change the topology on $X$ such that $X$ is still a ...
3
votes
1answer
133 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 $\sigma(...
3
votes
1answer
88 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 ...
3
votes
1answer
244 views

A generic point for a non-ergodic measure

Definition: Let $X$ be a compact metric space and let $\mu$ be a Borel probability measure on $X$, then we say that the sequence $(x_n)$ of elements of $X$ is equidistributed with respect to $\mu$ if ...
2
votes
0answers
44 views

Weak convergence of finite measure preserving transformations

I am reading King's paper "The commutant is the weak closure of the powers, for rank-1 transformation" and I am not able to show that: (0.1) "If the $T_i$ are invertible measure preserving ...
2
votes
1answer
24 views

Definition of measure-preserving: why inverse image?

In the definition of measure-preserving dynamical system, the crucial equation is $$ \mu \left(T^{-1} \left(A\right)\right) = \mu\left(A\right) . $$ Why is it not the seemingly more natural $$ \...
2
votes
1answer
100 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 $T$-...
1
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1answer
29 views

Extension of ergodic theorem with WLLN

Suppose you have a ergodic (or irreducible) Markov chain $(A_t)_{t\geq0}$ in continuous time. Denote by $\pi$ the invariant distribution of $A$. If $f$ is a function of $A_s$ which is integrable w.r.t....
1
vote
1answer
58 views

If $x=[a_0,a_1,\dots]$ show that $\mu$-almost every $x \in (0,1/N]$ is infinitely recurrent

Let $G$ be the Gauss map, $$G(x)= \begin{cases} 0 & \text{if} \ x=0 \\ \{\frac{1}{x} \}=\frac{1}{x} \ \mathrm{mod} \ 1 & \text{if $0<x\leq 1$}\end{cases}$$ and $\mu$ be the Gauss ...
1
vote
1answer
48 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 T\implies f=\...
1
vote
0answers
37 views

Topologizing ergodic system so that certain function becomes continuous

Let $X$ be a compact metric space and $\mathcal{B}$ its Borel $\sigma$-algebra. Suppose that $(X,\mathcal{B},\mu,T)$ is an invertible ergodic system ($T$ is only a measurable isomorphism, not ...