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
470 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
120 views

Question about B. Host paper 'Nombres, normaux entropie, translations'

I was reading this paper and I got stuck in a detail left for the reader that I couldn't figure out: Let $X = \mathbb{R}/\mathbb{Z}$, $p > 1$ a integer, $D_n = \{kp^{-n}\colon 0 \leq k < p^n ...
6
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0answers
152 views

Making new sense of the three-body problem in the light of Maryam Mirzakhani math contributions

I am unfamiliar with moduli spaces and ergodic theory which appear to be essential in Maryam Mirzakhani's math contributions which won her the Fields Medal. However, I am well conversant with ...
6
votes
0answers
109 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
46 views

The “muscle” behind the fact that ergodic measures are mutually singular

This is really motivated by the soft question at the end, but let me begin with something more circumscribed: Let $(X,\mathcal{B})$ be a measurable space and let $T:X\circlearrowleft$ be a self-map ...
4
votes
0answers
127 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
66 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
97 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 ...
4
votes
0answers
478 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
68 views

How to adapt the discrete-time to continuous, $(A) \Rightarrow (B)$?

in class was proved oseledets theorem for discrete time, following guidelines Ricardo Mañe book. Theorem discrete Oseledets (A) : Let $ M ^ n $ be a Riemannian manifold, $ f: M \rightarrow M $ be ...
3
votes
0answers
34 views

A basic doubt on Markov chain/ergodicity

Consider a finite state (no. of state $N$) Markov chain $\{X_n\}$ (all the random variables are bounded) such that there is a state $i*$ such that $$ \sum_{i=1}^{N}p_{ii*}^{(n)} > 0$$ for all ...
3
votes
0answers
58 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
54 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
42 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
66 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 ...
3
votes
0answers
32 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
83 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
53 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
101 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
137 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
126 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
16 views

Is a discrete random process issued from a sampled continuous ergodic WSS process also ergodic?

I have a continuous time process $\{X_t,t\in\mathbb{R}\}$ that is WSS and ergodic for the 1st and 2nd moments. I create a random discrete process $\{Y_n,n\in\mathbb{N}\}=\{X_t,t=nT\}$ by discretizing ...
2
votes
0answers
35 views

Why is $\left\{T^n x|n\geqslant 0\right\}$ dense in $X$ iff $x\in\bigcap_{n\geqslant 1}\bigcup_{k\geqslant 0}T^{-k}U_n$?

In Walters' An Introduction to Ergodic Theory I found the following Theorem and proof (p. 29): Theorem 1.7. Let $X$ be a compact metric space, $\mathfrak{B}(X)$ the $\sigma$-algebra of Borel ...
2
votes
0answers
37 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
110 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
35 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
75 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
44 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
31 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
69 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
61 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
72 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
72 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
84 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
134 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
111 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
75 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
297 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
37 views

a question on quasi-invariant measures (with respect to the irrational rotations) on the unit circle

Fix a $\sigma$-finite atom-less measure $\mu$ on the unit circle, which is quasi-invariant and ergodic under the rotation $T$ of the angle $2\pi\theta$, $\theta$ irrational. By a well-known result of ...
1
vote
0answers
22 views

Cesaro bounded.

The exercise is from Ulrich Krengel's book, Ergodic Theorems, on pages 173-174. First preliminary notions: a function $h$ with $T^*h=h$ is called harmonic, where $T$ is a contraction in $L_1$. $Y= ...
1
vote
0answers
23 views

Krengel's ergodic theorem

I am not sure if this is the correct forum for my present question. Returning to it after a rather long period and hence, have forgotten the conventions. I am unable to understand the proof of ...
1
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0answers
29 views

Why Gaussian process is not Ergodic in general?

Can anyone use a simple way to explain this? I heard this in class but I do not know why. By Wiki: a random process is ergodic if its statistical properties can be deduced from a ...
1
vote
0answers
29 views

how that T is ergodic if and only if the only eigenfunctions $f \in L^2(\mu)$ of $U_T$ corresponding to the eigenvalue $1$ are constant functions.

Let $T:X \rightarrow X$ be a measure-preserving transformation. Assume that $(X,\mathcal{B},\mu)$ is a probability space. Show that T is ergodic if and only if the only eigenfunctions $f \in ...
1
vote
0answers
31 views

Show that the 2-d skew product preserves the Lebesgue measure

Let $X=\mathbb{T}^2$. The $2$-$d$ torus and $\lambda$ the Lebesgue measure. Let $\alpha \in \mathbb{R}$ and consider the following map: $T: \mathbb{T}^2 \rightarrow \mathbb{T}^2 : T(x,y) = (x ...
1
vote
0answers
49 views

recurrence of a dynamical system on a compact space

I have a question to an exercise which was already posted (but I'm not allowed to comment it). ...
1
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0answers
46 views

Why this two dynamical Systems are not isomorphic?

Given two dynamical Systems on [0,1) with the Borel $\sigma-Algebra$ and the lebegue measure l. $T_a (x) = x + a$ mod1 $T_2 (x) = 2x$ mod1. Show that this two systems are not isomorphic for any ...
1
vote
0answers
16 views

Why are weak-mixing systems considered “random” and compact systems considered “ordered”?

As I understand it, weak-mixing systems sort of tend to become "orthogonal" to themselves on the long run, and compact systems tend to become almost periodic. How is this related to them being called ...
1
vote
0answers
34 views

Mixing System and density argument

A Mixing system is defined as a dynamical system $(\Omega,\phi^t,\mu)$ for which the following relations holds $$ 1)\qquad\lim_{t\rightarrow\infty} \mu(\phi^{-t}(A)\cap B)=\mu(A)\mu(B); $$ $$ ...
1
vote
0answers
63 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 ...