Dynamical systems on measure spaces, invariant measures, ergodic averages, mixing properties.

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52 views

### Measurable isomorphism between two non-totally ergodic systems

Suppose $(X,\mathcal A,\mu,T)$ is a finite measure-preserving system. Then we define a new measure system $(X^{(K)},\mathcal A^{(K)},\mu^{(K)},T^{(K)})$ defined by $X^{(K)}=X\times \{1,2,...,K\}$ for ...

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121 views

### A certain measure on Banach algebras

According to the comments of Nate Eldredge I did revise the question. In particular I change "$C^{*}$ algebras" to "Banach algebras".
Is there a reference who introduce the following measure on ...

**5**

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**2**answers

120 views

### A question on invariant measures

Let $(X, \mathcal{B}, T)$ be a topological dynamical system and $M(X, T)$ be the set of all invariant measures.
I do not know is there some nice functional characterization of the following set
$\{...

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83 views

### Are the theorems of Ergodic Theory valid for non-probability spaces?

The theorems in Ergodic Theory have assumed a probability measure, always. I am interested to know if they hold even when the space is not equipped with a probability measure. In other words, if my ...

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86 views

### Normalization in Birkhoff's theorem and its failure in infinite measure spaces

I have two questions, somehow related. The first one, has to do with the Birkhoff's ergodic theorem. In its classical formulation, it states that if we have a probability space $(X,\mathcal{B},\mu)$ ...

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**1**answer

98 views

### On the spectrum of stationary Gaussian process

What is the condition for ergodicity, weakly mixing, and strongly mixing properties of Gaussian process in terms of its spectrum?
In a similar way let us consider a stationary vector valued Gaussian ...

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**1**answer

58 views

### Uniqueness of invariant measure for equivalent transition probabilities

Suppose $P(x,dy)$ and $Q(x,dy)$ are two Markov transition kernels on a topological space $E$ equipped with Borel $\sigma$-algebra $\mathcal B(E)$. Suppose for every $x \in E$, $P(x,\cdot)$ and $Q(x, \...

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76 views

### Orbit intersection in toral automorphisms

Let $f:(\mathbb{R/Z})^2\to (\mathbb{R/Z})^2$ be a hyperbolic toral automorphism induced by a matrix $A\in GL_2(\mathbb{Z})$. Consider a measurable (wrt to the Lebesgue measure $\mu$ on the torus) ...

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55 views

### Converge of measures [closed]

Good night, we have the following:
Let $(X,d)$ is a general metric space, $\mathcal{M}(Y)$ is the set of finite Borel measures on $Y$ and $C_B(Y)$ denotes the Banach space of bounded continuous ...

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110 views

### What interesting information can be deduced from knowledge of how deep a geodesic ventures into the cusp

First of all I have to apologise as I am not a geometer and my knowledge of geometry is poor. Let $M$ be the modular surface and $\gamma$ to denote a geodesic in $M$. In the the following paper by ...

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126 views

### markov processes and ergodic theory

For an ergodic Markov Chain
$$
\frac{1}{N}\sum_{i=1}^n f(X_i) \rightarrow E_\pi[f]
$$
where $\pi$ is the invariant distribution. I am also dealing with a Markovian process (a state space model to ...

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**1**answer

95 views

### Is there a complete Riemannian manifold with infinite volume whose the time-one map of the geosesic flow is recurrent?

Let M be complete Riemannian manifold M with infinite volume, it is know that the geodesic flow, $\varphi^t:T^1M \rightarrow T^1M$ preserves the Liouville measure $\mu$, that is, $\mu(\varphi^t(A)) = ...

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22 views

### Groups with many non-conjugate but orbit equivalent actions

Which countable discrete groups (apart from the amenable ones) admit uncountably many mutually non-conjugate free ergodic probability measure preserving actions that are all mutually orbit equivalent?

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122 views

### Relationship between Multiplicative Ergodic Theorems

One version of Oseledets' Multiplicative Ergodic Theorem states that if $\sigma$ is an ergodic measure-preserving transformation of a space $(\Omega,\mathbb P)$ and if $A\colon\Omega\to GL(d,\mathbb R)...

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117 views

### Why do we care about simplicity of the spectrum in Oseledets' theorem?

Oseledets' theorem is a fundamental result in Ergodic theory (see for example here, or Chapter 4 of Lectures on Lyapunov Exponents by Marcelo Viana).
The simplicity of the spectrum has been studied ...

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**1**answer

102 views

### Ergodic, non-atomic measure on the circle which are $\times 2$ and $\times \frac12$ invariant

There any many ergodic, $T$-invariant, non-atomic measures on the space $X = [0,1)$, where $Tx = 2x \pmod 1$ is the doubling map.
My question is: are any such measures also $T^{-1}$-invariant? BYO ...

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41 views

### Necessity of expansiveness for existence absolutely continuous invariant measures for piecewise smooth maps of an interval

A map $\tau:[0,1]\to[0,1]$ is piecewise smooth (or $C^r$) if there is a partition of $[0,1]$ into intervals, $[0,1]=\cup I_n$, (which can be either finite or countable) such that the restriction of $\...

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24 views

### Equivalence classes on an ordered Bratteli diagram

Let $S$ be the adic transformation preserving a probability measure $\mu$ on the set $\Gamma$ of infinite paths of a $\mathbb{N}$-graded ordered Bratteli graph.
For every $n \geq 0$ define the ...

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77 views

### Is there an area preserving toral endomorphism with critical point?

An endomorphism is a continuous map $f:\mathbb{T}^2 \to \mathbb{T}^2$. An conservative endomorphism is an endomorphism that is area preserving $(m(f^{-1}(U)=m(U), \forall U$ borel set and m is the ...

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124 views

### Weighted sum of i.i.d. random variables

Suppose you have a positive sequence $X_1,X_2,\dots$ of i.i.d. random variables with the property that
$$
\mathbb{E}[\log(X_1)]<\infty.
$$
Is it true that
$$
\limsup_{n\to\infty} e^{-n}\sum_{k=1}^...

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86 views

### Ergodic skew product on $\mathbb T^d\times U(2)$

Let $\mathbb T^d=\mathbb R^d/\mathbb Z^d$ be the $d$-dimensional torus with normalized Haar measure $\mu_1$ and let $U(2)$ be the group of $2\times2$ unitary matrices with normalized Haar measure $\...

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129 views

### Hausdorff dimension of sequence space

Let $\Omega =\{0,1\}^{\mathbb{N}}$ denote the set of infinite sequences with elements $0$ or $1$. Let $d$ be the metric on $\Omega$ given by $d((x_n),(y_n))=1/2^m$, where $m=\min\{i\in\mathbb{N}\,:\,...

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196 views

### How to generalize normal number theorem

The Borel number theorem states that with respect to Lebesgue measure, almost all real numbers are normal numbers. It is sometimes stated in the context of the compact interval $[0,1]$, where one ...

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**1**answer

255 views

### About positive upper density

For $S\subset \mathbb{N}$ define the upper density as $D^{\ast
}(S)=\limsup_{n\rightarrow \infty }\frac{\left\vert S\cap \{1,2,\ldots,n\} \right\vert }{%
\left\vert n\right\vert }.$
Question: ...

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**0**answers

79 views

### applications of ergodic theory to periodicity of regular continued-fractions

The usual application one sees of ergodic theory to the regular continued-fractions is the Gauss-Kuzmin Theorem on the frequency of positive integers in the continued fraction expansion for almost all ...

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105 views

### Sturmian subword whose reverse is not a subword

Let ${\cal L}_n$ be the set of all subwords of length $n$ of a biinfinite Sturmian sequence, induced by a rotation coding with irrational angle $\theta$.
Take a word $w \in {\cal L}_{2^n}$ and write ...

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97 views

### Question about a certain coding of rotations

Notation: A word $w$ on the alphabet $A=\{a,b\}$ having $2p$ letters can be viewed as a word $w'$ having $p$ letters on the alphabet $A'=A^2$. I denote by $\beta(w)$ the number of occurences of the ...

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408 views

### Nuclear operators/spaces and transfer operators

While studying for my thesis (in dynamical systems) I've encountered multiple times with the concept of nuclear operators and nuclear spaces, often linked with the works of Grothendieck. For example, ...

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71 views

### Question about martin boundaries of random walks induced on transient subgroups

Suppose $\Gamma$ is a discrete, finitely generated, non-amenable group, and
consider a random walk given by a measure $\mu$.
Assume the measure is symmetric, finitely generated, and the support of
$\...

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**1**answer

207 views

### Examples of topological dynamical systems with countably infinitely many ergodic invariant measures

Suppose a discrete group $\Gamma$ acts on a connected compact metrizable space $X$ by homeomorphisms. Denote such a topological dynamical system by $(X,\Gamma)$.
Question: is there any $(X,\Gamma)$ ...

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**1**answer

125 views

### Neat definition of Harris Ergodicity

I can't find any reference where the definition of Harris Ergodicity for Continuous time Markov processes is defined.
a) What would be exactly the definition?
b) What reference could be helpful?
...

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172 views

### Repartition of 1's in the “Chacon word”

Consider the "Chacon words": $B_0=0$ and $B_{n+1} = B_nB_n1B_n$. The word $B_n$ has $\ell_n := \frac{3^{n+1}-1}{2}$ digits and the number of $1$'s in $B_n$ is $\ell_n - 3^n = \ell_{n-1} \sim \ell_n/3$...

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104 views

### Invariant $\sigma$-field of a product with a weakly mixing transformation

It is known that an invertible mpt $S$ is weakly mixing if and only if $S \times T$ is ergodic for any ergodic invertible mpt $T$. Is it more generally true that the invariant $\sigma$-field of $S \...

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**1**answer

117 views

### Can a smooth diffeomorphism of a Riemannian manifold have only positive Lyapunov exponents on a large set?

Let $M$ be a compact Riemannian manifold, $f: M \to M$ a diffeomorphism, and $\mu$ an ergodic measure for $M$. Suppose that the support of $\mu$ is not a finite set. Is it possible that all the ...

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295 views

### Can a smooth diffeomorphisms of a Riemannian manifold have only positive Lyapunov exponents?

Let $\mu$ be some ergodic measure of our compact Riemannian manifold $M$, which is preserved by $f\in Diff^{1+\beta}(M)$. Is it possible that all the Lyapunov exponents of $\mu$ will be positive? ...

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137 views

### Convex combinations of Bernoulli Measures

How big is the weak-* closure of the set of all (finite) convex combinations of Bernoulli measures among all invariant probability measures?
I mean, we are in the symbolic space $\{1,2,\ldots,d\}^{\...

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**0**answers

710 views

### What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)

In many signal processing calculations, the (prior) probability distribution of the theoretical signal (not the signal + noise) is required.
In random signal theory, this distribution is typically a ...

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**1**answer

142 views

### Uniquely ergodic and strongly mixing transformation

Is there an example of a non-trivial measure preserving transformation that is uniquely ergodic and strongly mixing (in the measure theoretic sense)? This was asked here, but with no answer.

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**1**answer

310 views

### Possible limits of $(1/n) \sum_{k=0}^{n-1} e^{i2\pi \cdot 2^k\alpha}$

I made a throwaway comment on math stackexchange the other day that got me thinking about the following question. Let
$$ f_n (\alpha) = \frac1n \sum_{k=0}^{n-1} e(2^k\alpha),$$
where $e(x) = \exp(i2\...

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137 views

### A weighted ergodic average

According to my simulations, it looks like the number of times that the $N$ first iterates $u_0$, $\ldots$, $u_{N-1}$ of the sequence $(u_n)$ defined here meets an interval $I$ is close to $N|I|$ ...

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**1**answer

86 views

### Ergodicity of elementary symmetric polynomials with noncommutable variables

Let $\{X_n\}$ be an ergodic sequence of random variables, $X_n:(\Omega,\mathcal{F})\to (S,\mathcal{S})$ where the target set $S$ is a matrix ring. My question is,
Can the following limit be found ...

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**1**answer

158 views

### Discrete spectrum and almost periodicity

According to Vershik, an ergodic invertible measure-preserving transformation $T$ on a Lebesgue space $X$ has discrete spectrum if and only if for every bounded measurable function $f\colon X \to \...

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**1**answer

105 views

### General properties of the Ruelle operator

Recently I have read Parry and Pollicott's book, Zeta functions and the periodic orbit structure of hyperbolic dynamics.
I have been interested in some technical properties of the Ruelle-Perron-...

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**1**answer

199 views

### What are the generating partitions of the odometer?

According to the countable generator theorem, every ergodic invertible measure-preserving transformation has a generating partition.
What are the generating partitions of the dyadic odometer ? I don'...

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97 views

### weak-* versus entropy growth

General question. Let $\eta_{n}$ be a sequence of invariant measures on $\{0,1,2,...,p-1\}^{\mathbb{N}}$ and $B$ the Bernoulli uniform measure. Knowing that $\eta_{n} \rightarrow B$ in the weak-* ...

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42 views

### Transformations whose product with the odometer are ergodic

Let $T$ be an invertible ergodic transformation on a Lebesgue space $X$ and $O$ be the dyadic odometer on $(0,1)$. Is it true that $T\times O$ is ergodic if and only if $T^{2^n}$ is ergodic for every $...

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56 views

### Circular process ergodic?

Let us define a continuous-time Markov process on a circle consisting of $m-$ equally spaced points, i.e. every point has two neighbours.
Now, we define a space of functions $S:= \{-1,1\}^{\{1,...,m\}...

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95 views

### Transformations whose product with a given rotation are ergodic

I am interested in the ergodic (invertible) transformations $T$ such that $T\times R_\theta$ is ergodic where $R_\theta$ is the rotation on $S^1$ with a given irrational angle $\theta$ (not all $R_\...

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146 views

### Transformation extending all ergodic rotations

Is there an invertible measure-preserving transformation (preferably a nice one) admitting every irrational rotation as a factor ? I guess the spectrum is the relevant tool to address this question ...

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**1**answer

89 views

### Shift Invariance of Backward Martingales for tail trivial probability measures

Consider the infinite cartesian product $\Omega=\{0,1\}^{\mathbb{N}}$
as a measurable space endowed with the $\sigma$-algebra $\mathscr{F}$ generated by the cylinder sets and $\sigma:\Omega\to\Omega$ ...