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

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### Can real-valued Markov processes with continuous surjective sample paths admit a non-trivial “forward-invariant” set?

I have both a more general question (concerning stopping times), and then a more specific application (as described in the title).
Let $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t \geq 0},\mathbb{P})$ be ...

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102 views

### Density of periodic points and density of periodic measures

There are many results (usually connected to specification-like properties) about density of periodic measures in the space of all invariant ones. However some questions that seem to be easy (at first ...

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76 views

### Lyapunov exponents of dual / adjoint / transpose random dynamical system (RDS)

Consider the the state of a system at time $n$, $X_n$, as the action of a product of i.i.d. $d\times d$ random matrices acting on a $d$ dimensional vector $X_0$, so we have
$$X_n = A_n \cdots ...

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56 views

### Do the Birkhoff averages of a measurable stationary homogeneous Markov process in continuous time “converge to the right limit”?

Let $\,(P_x^t)_{x \in \mathbb{R} , t \geq 0}\,$ be a measurable Markovian family of transition probabilities - that is, a family of Borel probability measures $P_x^t$ on $\mathbb{R}$ such that
for ...

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97 views

### Discontinuity of Radon-Nikodym derivative for Patterson-Sullivan measures for word metrics on Gromov hyperbolic groups

Let $\Gamma$ be a Gromov hyperbolic group coming endowed with a word metric coming from some finite generating set. Let $\nu$ be an associated Patterson-Sullivan measure (quasi-conformal density).
I ...

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170 views

### When is a word metric on a CAT(-1) group a bounded distance from the orbit map of an isometric action on some CAT(-k) metric space?

Let $\Gamma$ be a group admitting a discrete and cocompact action on a CAT(-1) space.
Let $d$ a word metric on $\Gamma$ coming from some finite set of generators.
My question is:
Does there exist a ...

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**1**answer

105 views

### Classification of ergodic measures for circle expanding maps

Let us consider the classical self-covering of the circle $S^1=\mathbb{R}/\mathbb{Z}$ given by
$$\times_d(x) = dx \mod 1$$
where the degree $d$ is any integer greater than $1$.
There are a wealth of ...

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**1**answer

124 views

### Lyapunov exponent for circle diffeomorphisms

Let $f:S^1\to S^1$ be an orientation-preserving circle diffeomorphism with irrational rotation number (see here). Then the system $(S^1,f)$ admits a unique invariant measure, say $\mu_f$.
Let ...

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93 views

### On the decay of correlations of an ergodic sequence over the set $X_{0}=0$

The following question arose while I was trying to explore possible further extensions of a CLT by Liverani which I mentioned here already (see this link, I can tell you more details upon request). It ...

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156 views

### invariant measure of uniquely ergodic horocycle flow

Let $S$ be a compact connected orientable surface of variable negative curvature, and let $M=T^1S$ be the unit tangent bundle of $S$. Then, we know from the paper of Brian Marcus (*) that the negative ...

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96 views

### A question related to metric Diophantine approximation

In metric Diophantine approximation you are often interested in finding conditions on $(\phi(q))_{q \geq 1}$ which guarantee that
$$
\left| \alpha - \frac{p}{q} \right| < \frac{\phi(q)}{q}
$$
has ...

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128 views

### Characterizations of an exotic measure on the open sets in the circle $S^{1}$

Suppose that $U\subseteq S^{1}$ is open where $S^{1}=\{z\in\mathbb{Z}:|z|=1\}$. Then define $\mu_{n}(U)=\max_{t\in S^{1}}\frac{1}{n}\cdot|\{k\in\{1,...,n\}|t\cdot e^{\frac{2\pi ik}{n}}\in U\}|$. ...

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295 views

### Krein Milman theorem without the axiom of choice

The Krein-Milman theorem asserts that in a locally convex topological vector space, a nonvoid compact convex subset is the closed convex envelope of its extreme points. But I would like to know when ...

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34 views

### Weak convergence of SDE

Let $(X_t,Y_t)$ be the solution to the SDE
\begin{equation}
\begin{split}
dX_t &= f(X_t,Y_t)dt + \sigma_1 X_t dW^1_t\\
dY_t &= g(X_t,Y_t)dt + \sigma_2 Y_t dW^2_t
\end{split}
\end{equation}
...

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162 views

### Mean value of Maass forms

Let $X = SL_2(\mathbb{Z}) \backslash \mathbb{H}$ be the modular surface. Consider a basis of $L^2$-normalized Hecke-Maass cusps forms $\phi_j$ on $X$ with $-\Delta$-eigenvalue $\lambda_j$. ...

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89 views

### Under what conditions do time averages of ergodic transformations satisfy a central limit theorem?

Let $(X, \mu)$ be a probability space and $T:X\rightarrow X $ an ergodic transformation, i.e. $T$ is measure preserving and the only $T$ invariant subspaces have either measure $0$ or measure $1$ ...

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79 views

### Cesaro mean of products of converging matrices

Let $S$ be a finite set of states. Let $(M_n)$ be a sequence of transitions on $S$; that is, for every natural number $n$, $M_n$ is a non-negative $|S| \times |S|$ matrix whose rows sum up to 1. ...

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158 views

### Is Akcoglu's theorem for power bounded positive operators still an open problem?

I am reading Ulrich Krengel's book, Ergodic Theorems; the theorem of Akcoglu's he mentions of is on page 189, theorem 2.5.
" If $T$ is a positive contraction in a space $L_p$ with $1<p<\infty$, ...

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**1**answer

212 views

### Characterizing residually amenable groups

Let $G$ be a finitely generated group. The amenability of $G$ is equivalent to the existence of a certain "weak measure" on $G$. Is there such a characterization for residually amenable groups as ...

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207 views

### limiting distribution of the random walk from irrational rotation

Motivation:
If I recall correctly, the simple symmetric random walk from i.i.d binary steps converges in distribution to the Wiener measure (if scaled with $a_n = \sqrt{n}$). What I am wondering is ...

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296 views

### Can ergodic theory help to prove ergodicity of general Markov chain?

I am a beginner in ergodic theory. I have read some lecture notes(such as this and this) about it in hope that I could find something which helps to prove the ergodicity of some Markov chain taking ...

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171 views

### invariant measures of the expanding maps on the circle

I would be very happy to know about original references for the following results;
For the expanding map $x \mapsto mx$ on the circle, (with $m$ some integer greater than 1)
(1) There exist ...

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47 views

### Proof that Markov shift is pointwise dual ergodic

I am looking for a reference of the proof that a Markov shift is pointwise dual ergodic, I tried google it but with no success.

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170 views

### Sectional curvature as a Hamiltonian on the Grassmanization of the tangent bundle

Edit: According to the comments to the previous version of this question, I remove my essential errors in the question. I thank the commenters very much.
Let $M$ be a n dimensional manifold. ...

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70 views

### combinatorial ergodicity and promotion

According to J. Propp, T. Roby, and (I believe) others, a cyclic action on a finite set $S$ given by a bijection $\zeta: S \longrightarrow S$ is said to be ${\it ergodic}$ with respect to a statistic ...

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69 views

### Topological pressure for subshifts on a countable alphabet

Apologies for asking two similar questions within a week of each other, I had hoped that asking a finite alphabet version of this question would lead to enlightenment but unfortunately it didn't.
...

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168 views

### Approximating Subshifts From Below

I'm looking to understand how to approximate certain countable alphabet subshifts by Markov shifts, and realised that I don't know how to do it even in the finite alphabet case. My guess is that the ...

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105 views

### Properties of a function from its pullback

Edit: I have now removed the duplication previously referred to. Thank you.
Let $M$ and $N$ be smooth manifolds and $T: M \to N$ be a smooth map. Let $ \mathcal{F}(M,\mathbb{R})$ (resp.$ ...

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122 views

### Eigenfunction of ergodic skew product fixed by commutator?

Background: Let $(Y, \mathcal{B},\mu,T)$ be an ergodic probability system and let $G$ be a compact metrizable group with compact subgroup $H$. Given a measurable map $\rho:Y \to G$. We may define the ...

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212 views

### Faithful and weakly-mixing representations of Property (T) groups in relation to left regular rep

Is it known that: Any countable Property (T) group (or more generally, a non-amenable group) has a faithful, weakly-mixing representation which is NOT weakly included in its left regular ...

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93 views

### Is it possible to define the density of the logistic map for $x<0$?

Probability density functions (PDF's) have inherent connections to the field of
Dynamical Systems.
The motivation for this question can be found in: ...

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140 views

### A question regarding Kingman's theorem as described in “Ergodic Theorems” book written by Ulrich Krengel [closed]

Hi so I am reading Ulrich Krengel's book called Ergodic Theorems.
And in the proof of Kingman's theorem I don't understand why on page 48 $$d_n(1,1)\leq
d_n(r,r)^{-1/(r-1)}$$, how did he get this ...

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128 views

### Weak Convergence to Lebesgue Measure

I'm trying to understand the proof given by D. Rudolph in his paper "x2 and x3 invariant measures and entropy". I'm particularly trying to undestand the proof of lema 4.4.
Let's consider a secuence ...

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109 views

### Growth in families of trees

I'm hoping that the question below is simple thermodynamic formalism, but I can't quite make it work. Any help would be very welcome.
Let $\Sigma:=\{0,1\}^{\mathbb N}$ and let $\Sigma^*$ be the set ...

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71 views

### Uniform bounds of number of integral points on affine varieties

In Duke-Rudnick-Sarnak 93, Density of integer points on affine homogeneous varieties, one of the consequences is the following,
Consider the variety $V_{n,k} = \{A \in Mat_n(\mathbb{Z}): det(A) = ...

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**1**answer

124 views

### Substitutions and Sturmian sequences

We know that any substitution can generate sequence, for example the Fibonacci substitution:
$\sigma(0)=01, \sigma(1)=0$, then we can define a Sturmian sequence $\omega$, i.e., the fixed point of ...

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185 views

### A question about transitivity

Recently in something that I'm studying, I needed to know if the following map is transitive: $\sigma: M^{\mathbb{N}}\to M^{\mathbb{N}}$ the unilateral shift, where $M$ is a uncountable compact metric ...

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**1**answer

430 views

### Is there a generalized Birkhoff ergodic theorem?

Is there a Birkhoff ergodic theorem for two measure preserving transformations $T$ and $S$ where $S\circ T= T \circ S$ so that $\frac{1}{n+1}\frac{1}{m+1}\sum_{i=0}^{n}\sum_{j=0}^{m}f \circ T^{i}\circ ...

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157 views

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

I put this question on mathstack but it seems more suitable to put it here:
I was reading this paper and I got stuck in a detail left for the reader that I couldn't figure out:
Let $X = ...

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142 views

### Almost periodic sequence

Say that a real sequence ${(x_k)}_{k \in \mathbb{Z}}$ is almost periodic if the set of all its shifted sequences ${\left\{{(x_k)}_{k+n \in \mathbb{Z}}\right\}}_{n \in \mathbb{Z}}$ is relatively ...

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54 views

### Ferenczi: minimal, uniquely ergodic, sublinear complexity systems are not strongly mixing

The following result is on page 26 of this paper by Ferenczi [PDF].
Corollary 3. A minimal and uniquely ergodic system of sub-affine complexity cannot be strongly mixing (i.e., $\mu(T^nA \cap B) ...

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131 views

### A doubt on Balaji Meyn's ergodic theorem paper

I have a question regarding the classic paper by Balaji and Meyn: "Multiplicative ergodicity and Large Deviations for an Irreducible Markov Chain".
Consider a recurrent aperiodic irreducible Markov ...

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**1**answer

239 views

### Dynamics in the integers - Floor function

Let $\alpha$ be an irrational with $0<\alpha<1$. Consider the function given by \begin{align*}
f: &\mathbb{N}\longrightarrow \mathbb{N}\\ &x\longmapsto [ \alpha\cdot x]\end{align*} where ...

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**1**answer

171 views

### Stationary distribution of Markov chain

Suppose I have a discrete time Markov chain $\boldsymbol{X}$ with state space $\mathbb{R}^+$. The chain is $\psi$-irreducible, aperiodic, atomless and has an invariant measure $\pi$.
If $\pi$ is ...

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159 views

### Positivity of the top Lyapunov exponent

I have a general question about the Oseledets Multiplicative Ergodic Theorem. In the context of the MET I'd like to know if there is some reasonably general sufficient condition which implies that the ...

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384 views

### Birkhoff Ergodic Theorem and Ergodic Decomposition Theorem for Continuous-Time Markov Processes

I have a couple of questions regarding ergodicity for Markov processes in continuous time. (In particular, the first question seems like it should be particularly basic, and yet I haven't managed to ...

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236 views

### Do regular conditional distributions almost surely assign trivial measure to all members of the conditioning $\sigma$-algebra?

Let $(X,\Sigma)$ be a standard measurable space, let $\rho$ be a probability measure on $(X,\Sigma)$, and let $\mathcal{E}$ be a sub-$\sigma$-algebra of $\Sigma$. We will say that a stochastic kernel ...

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167 views

### Can ergodic theorem be used here [closed]

Suppose I have an ergodic Markov Chain $\{X_n\}$ where $X_n$ are bounded. Now, Can I say anything on the limit
$$ \lim_{n\to\infty} \frac{1}{n}\ln E\left[e^{\sum_{i=0}^{n} X_i}\right]$$
I don't ...

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231 views

### Ergodic theory reference for converging sequences of matrices

I have been told that the following is a well known theorem in ergodic theory & have been given the book by Furstenberg as a reference. However, I cannot find such a statement in it. Would anyone ...

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159 views

### Are there $0$ entropy non-atomic invariant measures for $2x$ and $3x$ modulo $1?$

This question appears for first time (to my knowledge) in
×2 and ×3 invariant measures and entropy
Daniel J. Rudolph
Ergodic Theory and Dynamical Systems / Volume 10 / Issue 02 / June 1990, pp 395 - ...