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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9
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0answers
382 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 ...
6
votes
0answers
105 views

What is Birkhoff's ergodic theorem for $GL_n$?

I was wondering about the general setup of a "noncommutative" ergodic theory. Instead of measurable maps into $\mathbb R$, we should consider measurable maps into $GL_n(\mathbb R)$, and instead of ...
4
votes
0answers
95 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) := ...
4
votes
0answers
54 views

Shift and ergodic measures

Let $X = \{0,1\}^{\mathbb{N}}$ endowed with the product topology and $\sigma : \left\{ \begin{array}{ccc} X & \to & X \\ (\epsilon_n) & \mapsto & (\epsilon_{n+1}) \end{array} \right.$. ...
4
votes
0answers
96 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 ...
3
votes
0answers
33 views

Help understanding a geometric proof of the ergodicity of the Gauss measure for continued fractions

Any $x\in(0,1)$ can be written as a (regular) continued fraction $$ x = \cfrac{1}{a_1+\cfrac{1}{a_2+\cfrac{1}{a_3+\cdots}}} = [a_1,a_2,a_3,\dotsc] $$ An irrational number has a unique expansion, ...
3
votes
0answers
44 views

Strange definition of Ergodicity

In an engineering course, a stationary process was defined to be ergodic if for all $k\in \mathbb{N}$ and for any bounded (measurable) function of $k+1$ variables we have $$\lim_{N\rightarrow ...
3
votes
0answers
37 views

Ergodicity and Appropiate Partition of the Space

I'm trying to solve the following problem. Let $(X, \mathcal{B}, \mu)$ be a probability space and let $T \colon X \to X$ be a measure preserving function. Prove that if $T^n \colon X \to X$ is ...
3
votes
0answers
24 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
82 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 ...
3
votes
0answers
49 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. ...
3
votes
0answers
107 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 ...
3
votes
0answers
87 views

Are geodesic flows on surfaces with negative curvature Anosov?

I'm just going through the original book by Anosov, where he tries to proof this result. I don't quite understand it. So let $\phi_t:TM\rightarrow TM$ be a geodesic flow on a compact surface $M$ of ...
3
votes
0answers
133 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 ...
3
votes
0answers
416 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
0answers
121 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 ...
2
votes
0answers
28 views

Geometric ergodicity and mixing - stationary case

I have this theorem: The Markov Chain {$X_n$} is stationary and geometrically ergodic if and only if {$X_n$} is stationary and absolutely regular with $\beta_n=O(\gamma^n)$ for some $\gamma\in ...
2
votes
0answers
36 views

Is Kolmogorov's zero–one law undecidable?

Kolmogorov's zero–one law is related to other parts of probability like the law of large numbers. However it is stated that what the actual probability of a tail event is (either 0 or 1) is hard to ...
2
votes
0answers
90 views

Conditional measure with respect to a sigma-algebra generated by the level sets of a function has full measure on its level set.

Let $(X,\mathscr{B},\mu,T)$ be a measure-preserving system, where $X$ is a compact metric space, $\mathscr{B}$ its Borel $\sigma$-algebra, $\mu$ a Borel probability measure and $T$ continuous. Let ...
2
votes
0answers
20 views

On Ergodicity of the product of two Ergodic transformations

I was recently reading some textbooks and topics in Ergodic theory that I found this fascinating result which I couldn't prove completely: Suppose that $T$ and $S$ are two Ergodic transformations. ...
2
votes
0answers
67 views

Birkhoff Ergodic Theorem Counterexample

I am trying to come up with a counterexample to this theorem under the assumption that the space is not sigma finite. I tried working with the power set of the real numbers with the measure $\mu(A) = ...
2
votes
0answers
55 views

Physical interpretation of Ergodicity.

If $R_{\alpha}:[0,1] \to [0,1]$ is defined by $$R_{\alpha}(x)=x+\alpha $$ then $R_{\alpha} $is called a circle rotation, and it is known that $R_{\alpha}$ is ergodic iff $\alpha$ is irrational. I ...
2
votes
0answers
39 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
0answers
29 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 ...
2
votes
0answers
57 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 ...
2
votes
0answers
48 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 ...
2
votes
0answers
55 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 ...
2
votes
0answers
70 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 $(1/N)\sum_{j=0}^{N-1} X_j$ ...
2
votes
0answers
71 views

What is the name of this metric: Why is $(\mathcal{M}, L)$ complete

I am reading section 4 of this article about invariant measures: http://maths-people.anu.edu.au/~john/Assets/Research%20Papers/fractals_self-similarity.pdf Let $(X,d)$ a complete metric space, ...
2
votes
0answers
73 views

The chacon transform

I am following this document http://www.jstor.org/stable/2037431?seq=4 Shouldn't it be necessary to check that the chacon transform is ergodic? The theorem I'm familiar is this: Let $T$ be a ...
2
votes
0answers
128 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
0answers
88 views

Ergodicity and equidistribution

It is known that ergodicity imply dense, but not vice-versa. Also dense does not imply equidistribution (example). But what about equidistribution and ergodicity properties?
2
votes
0answers
74 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 ...
2
votes
0answers
273 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 ...
1
vote
0answers
58 views

Measure of intermediate local/pointwise dimension is not ergodic for $T_\beta(x)=\beta \cdot x \mod 1$ if $\beta \not \in \mathbb{N}$

Let $\mu$ be an ergodic measure for the map $T_a(x)=a \cdot x \mod 1$ for $a \in \mathbb{N}$ with $a \geq 2$ and invariant for $T_{a^{\frac{1}{n}}}$ for some $n \in \mathbb{N}$ (and thus also ...
1
vote
0answers
17 views

Bernouli shift and independent generator

let $ (X,\delta) $ Bernoulli shift on two symbols and $Y$ the circle . if $\phi(x)Y$ is defined by : $\phi(x)Y$=$Y+\alpha $ , if $x\in A_1$ $\phi(x)Y$=$Y+\beta $, if $x\in A_2$ where $( ...
1
vote
0answers
35 views

Is a pot of boiling water an example of non-ergodic process?

Sorry if this question is a bit dumb... I think (but correct me if I'm wrong) that ice cream moving in a perfect ice cream maker is an example of ergodic flow: the flow itself is conserved, no ...
1
vote
0answers
21 views

Topological entropy, spanning sets and expansiveness of simple maps on a torus

I am trying to solve the following problem. Take the torus $\mathbb{T}^{2}$ and define the map $T(x,y)=(x + \alpha$ mod 1, $x+y$ mod $1)$, where $(x,y) \in [0,1]^{2}$. By induction, we have ...
1
vote
0answers
26 views

Application of Poincare recurrence to Baker's map?

Please see figures at http://www.mpipks-dresden.mpg.de/mpi-doc/kantzgruppe/wiki/projects/Recurrence.html. I heard that one of the applications of the Poincare recurrence theorem (which I do not ...
1
vote
0answers
28 views

A question on Bernoulli measures and mixing

this is a question on ergodic theory. Suppose I have an integer $N \geq2$ and a probability space $(\sum^{+} , B, \mu_{p})$, where $\mu_{p}$ is the Bernouilli measure with respect to probability ...
1
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0answers
42 views

Ergodic Theory, Bernoulli Measure, Cylinder Set

Let $N\geq2$ be an integer and consider the probability space ($\Sigma^+$,B, $\mu_p$) where $\mu_p$ is the Bernoulli measure with respect to probability vector $\ p = (p_1,...,p_N)$ . Show that for ...
1
vote
0answers
50 views

Commutative Ergodic Theory

I've been working through some of the standard ergodic theorems for class (Birkhoff, Hopf, Chacon-Ornstein), and I'm attempting to extend Hopf's maximal ergodic theorem to the case of having ...
1
vote
0answers
23 views

Interpretation of a limit in ergodic theory

I have prove in a exercise that for a ergodic system $(X,\mathcal{B},\mu,T)$ if we take any integrable function $f$ with $\int_X f\,d\mu \neq 0$ then $$\lim_{N\to \infty} \log_N \left\vert ...
1
vote
0answers
30 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
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0answers
16 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 $(g_k \in G)_{k\in \mathbb{N}}$ ...
1
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0answers
39 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 [ ...
1
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0answers
62 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 ...
1
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0answers
39 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
0answers
36 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. ...
1
vote
0answers
78 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 ...