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

**10**

votes

**2**answers

555 views

### Birkhoff ergodic theorem and the measure of the bad points

In the Birkhoff ergodic theorem we have a PMPS $(X,B,\mu,T)$ and that for any $f\in L^1(X,\mu)$ $\frac{1}{N}\sum_{n=0}^{N-1}f(T^n x)\to \int f \, d\mu,$ in measure, in $L^1$-norm and $\mu$-a.e.
My ...

**2**

votes

**1**answer

525 views

### Liouville's theorem: How to get an invariant measure?

Liouville's theorem states that the `natural' 2-from is preserved under the Hamiltonian flow. Apparently this leads to an invariant measure $\mu$ as follows
\begin{equation}
d\mu = \frac{d\sigma}{|| ...

**6**

votes

**1**answer

139 views

### Ergodic Mean for Schrodinger flow

Let us consider the linear Schrödinger 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 $u(t,x)=e^{it\Delta}f$ be its ...

**3**

votes

**0**answers

179 views

### Markov operators and existence of ergodic measures

My question refers to the yesterday's question (see here)
of John Learner and goes as follows:
Can we deduce the existence of an ergodic measure if we know that an invariant measure exists, but the ...

**3**

votes

**1**answer

150 views

### Existence of ergodic measure for measurable maps

The existence of ergodic measures is usually proved under the assumptions that the space $\Omega$ is compact metric and the transformation $T: \Omega \rightarrow \Omega$ is continuous, by using ...

**5**

votes

**1**answer

149 views

### Is there a survey of recent work relating to the Hausdorff dimension of sets defined through some restriction of digits?

I am familiar with the work of Helmut Cajar, but his book is thirty years old and it's clear that there has been substantial progress since then. I have been spending a lot of time looking through ...

**3**

votes

**1**answer

168 views

### Correspondence between fractal sets and trees

In Hillel Furstenberg's series lectures on ergodic theory in fractal geometry, he mentioned his search on finding a one-to-one correspondence between fractal sets and trees, however, I couldn't not ...

**3**

votes

**1**answer

309 views

### First integrals of a 3D incompressible flow

Let $\Omega$ be an unbounded periodic smooth domain of $\mathbb{R}^3$. We are Given an incompressible vector field $q:\Omega\subset\mathbb{R}^3\rightarrow \mathbb{R}^3$ (i.e. $\nabla\cdot q\equiv 0$ ...

**5**

votes

**0**answers

185 views

### Quasicompactness of transfer operators associated to IID matrix products

Let $P^1$ denote one-dimensional real projective space, and for each $A \in GL(2,\mathbb{R})$ let $\overline{A}$ denote the homeomorphism of $P^1$ induced by $A$. I am currently reading a paper which ...

**0**

votes

**0**answers

36 views

### Family of random sets represent all integers a.s.

Construct a family of sets $A_n$ such that $$|A_n|=\Theta\left((\log n)^2\right)$$
and the elements of $A_n$ are chosen uniformly at random mod $n$.
Say that a set $S$ represents $m\mod{n}$ if there ...

**6**

votes

**1**answer

950 views

### Characterization of amenable actions

Let $(X,\mu)$ be a $G$-space, i.e. a measure space with a Borel quasi-invariant $G$-action. Say that $X$ is amenable (equivalently, that the action is amenable) if there is a $G$-fixed point in every ...

**6**

votes

**2**answers

603 views

### Variational Principle for the Entropy

Theorem: Let be $f$ a homeomorphism of a compact metric space $X$, then
$$
h_{top}(f)=\sup_{\mu\in \mathcal{M}_{f}}~ h _\mu (f)
$$
Question: The above theorem is the famous variational principle ...

**6**

votes

**1**answer

139 views

### Are irrational multiples of central sets again central?

Let me begin by giving the relevant definitions. A set $A \subset \mathbb{N}$ is said to be central if and only if there exists a topological system $(X,T)$ (with $X$ a compact metric space, $T$ a ...

**0**

votes

**1**answer

116 views

### order of convergence of the conditional entropy

Let $X_n$ be a random variable distributed on $A_n:=\{1, \ldots, n\}$ and $g_n\colon A_n \to A_n$ such that $\Pr\big(X_n \neq g_n(X_n)\big) \to 0$. Putting $Y_n=g(X_n)$ then by Fano's inequality ...

**0**

votes

**1**answer

268 views

### Recurrence and transience of cocycle over a dynamical system

Let $X$ be a compact metric space, $T$ a homeomorphism on $X$ and $\mu$ a $T$-invariant probability measure. Let $\phi:X\to\mathbb{R}$ be a continuous function and ...

**3**

votes

**1**answer

137 views

### The relations between conservative part and conservativity

I revised the question. In smooth ergodic theory, a diffeomorphism is said to be conservative (I), if it preserves the Lebesgue measure. So for some of us, conservativity is just short for ...

**8**

votes

**1**answer

248 views

### Random variables invariant under almost automorphisms.

Let $\Omega$ be a standard atomless probability space, we can assume $\Omega=(0,1)$ with Lebesgue measure. A bijection $f:\Omega/A_1\to\Omega/A_2$ is almost automorphism, if $P(A_1)=P(A_2)=0$, $f(A)$ ...

**2**

votes

**2**answers

533 views

### Convexity and semicontinuity of the relative entropy function

There are several different definitions of relative entropy, and some of them are not equivalent. Following is the definition we will use in this question.
Let $M$ be a closed manifold and ...

**7**

votes

**2**answers

355 views

### Silly question about mixing

Let $T$ be a measure-preserving transformation on a probability space $(\Omega,\mathcal B,\mu)$. Assume that for any pair of measurable sets $A,B\in\mathcal B$ with $\mu(A), \mu(B)>0$, one can find ...

**5**

votes

**2**answers

269 views

### Liverani's CLT (a question)

Let $(\Omega,\mathcal{F},P)$ be a probability space where $\Omega$ is a complete separable metric space, let $T:\Omega\to \Omega$ ` be an ergodic transformation, let $\hat{T}:L^{2}_{_P}(\Omega)\to ...

**2**

votes

**3**answers

248 views

### The property of a Markov measure

Given $\sigma$ a shift map, $m$ - a Markov measure, $C_a$, $C_b$ - cylinder sets.
Suppose $P \in C_b$. The problem is to show the following
\begin{equation}
m(C_a \cap \sigma^{-1}(P)) = \frac{m(C_a ...

**5**

votes

**1**answer

369 views

### Non-existence of ergodic measures

Good afternoon.
Can anybody give me an example of a continuous map $T:X\to X$ defined on a Polish space $X$ which admits an invariant Borel probability measure but no ergodic Borel probability ...

**1**

vote

**1**answer

178 views

### power bounded adjacency matrices

A bounded linear operator $T$ on a Banach space $X$ is called power bounded if $\|T^k\|\le M$ for some $M>0$ and all $k\in \mathbb N$.
A classical result of Lorch says that if $X$ is reflexive, ...

**4**

votes

**1**answer

289 views

### Characterising ergodicity of continuous maps

Hello all.
Suppose $X$ is a Polish space, $\mu$ is a Borel probability measure on $X$, and $T:X \to X$ is a continuous $\mu$-preserving map which is not ergodic.
Does there necessarily exist a Borel ...

**0**

votes

**1**answer

182 views

### On the affine property of entropy map

Theorem 8.1 in Wlaters' book "An introduction to ergodic theory" says the entropy map is affine. Namely, let $T:X\to X$ be a continuous map of a compact metrc sace. If $\mu, m\in M(X,T)$ and ...

**0**

votes

**1**answer

127 views

### Ergodicity with respect to the shift

On the space $S=\{ 0,1,\ldots,m \}^{\mathbb{N}}$ for some $m\in \mathbb{Z}_{+}.$ And given a probability $\mu$ on it. Is it true that $\mu$ is fully supported if and only if it is ergodic for the ...

**3**

votes

**1**answer

298 views

### Invariant measures for Cellular automata

An easy question that I have never been able to answer.
Suppose we have the CA on $\{ 0,1,2 \}^{\mathbb{N}}$ with local rule given by $f(x,y)=A_{x,y}$ and $A$ the $3\times 3$ matrix ...

**5**

votes

**2**answers

253 views

### pointwise ergodic theorem and mean sojourn time

Originally posted on Maths StackExchange, but repositing here because of getting no answer there. Not a research question really - I'm just confused by implications between various ergodic ...

**6**

votes

**0**answers

254 views

### Do ergodic isometries have discrete spectrum?

Let $X$ be a metric space, $\mu$ a Borel probability measure, and
$T:X\rightarrow X$ be an ergodic measure preserving isometry.
Is $(X,\mu,T)$ measure theoretically isomorphic to a minimal isometry ...

**2**

votes

**0**answers

168 views

### Partitions of central sets via dynamical systems

In the book "Recurrence in Ergodic Theory and Combinatorial Number Theory", 1981, Furstenberg introduced the notion of central sets.
He proved in Theorem 8.8 that in each finite partition of ...

**6**

votes

**7**answers

836 views

### Quantization of a classical system (e.g. the case of a billard)

There has been already several questions asking for an introduction to quantum mechanics
for a mathematician, but this ons is slightly different, and more restrictive. I know (some)
quantum mechanics, ...

**5**

votes

**0**answers

383 views

### Fibre Mixing for Dynamical Systems

Hi all,
I'm interested in understanding a fairly difficult theorem of Lindenstrauss Peres and Schlag. In that paper the authors prove that certain dynamical systems related to beta expansions and ...

**5**

votes

**1**answer

283 views

### Failure of the Pointwise Ergodic Theorem

It is known that Birkhoff's pointwise ergodic theorem (unlike von Neumann's mean ergodic Theorem) fails to hold for general Folner sequences.
The counter-example usually given is the Folner sequence ...

**1**

vote

**2**answers

132 views

### Relation between entropy of one-parameter group and single elements of this group

My question is motivated by the hypothesis of the Lindenstrauss' proof of arithmetic quantum unique ergodicity, and the answer to my question is certainly known. However, I could not find it in the ...

**4**

votes

**2**answers

350 views

### Question about entropy

I see this question on the math stack exchange. I found it interesting and still there is no solution there
Let $(X,A,\nu)$ be a probability space and $T:X\to X$ a measure preserving ...

**9**

votes

**3**answers

630 views

### Examples In Ergodic Theory and Topological Dynamics

I am currently studying basic Ergodic Theory:
Invariant Measures
Poincaré recurrence Theorem
Invariant Measure For Continuous Transformations
The Ergodic Theorems and Applications
Ergodic ...

**6**

votes

**2**answers

251 views

### Minimal period of arithmetic progressions occurring in sets of positive density.

Let $A$ be a subset of ${\mathbb N}$ with positive upper-Banach density, and for each integer $k\geq3$, define $R_k=R_k(A)$ to be the smallest positive integer $r$ such that $A$ contains a length $k$ ...

**3**

votes

**2**answers

172 views

### Estimate entropy of a binary process in terms of decay of correlations

Suppose $( X_{n} )$ is an ergodic binary process with
$$
\mathbb P(X_{n}=1)= \mathbb P(X_{n}=0)=\frac 12.
$$
Naturally the entropy (rate) $h(X)$ of $X=(X_{n})$ satisfies
$$
h(X)=\lim_{n\to\infty} ...

**4**

votes

**1**answer

191 views

### Practical way to check for geometric convergence

Target distribution is multimodal, 24 dimensions, continuous state space. For MCMC integration (MH sampler) I use a manually tuned proposal distribution.
When I measure the convergence rate ...

**3**

votes

**3**answers

758 views

### Connection between properties of Dynamical and Ergodic Systems

Hi All
While studying Topological and Ergodic Dynamics, I've got quite preplexed by the different Properties a system might have (minimality, regionally recurring, transitivity, mixing, ergodic, ...

**2**

votes

**1**answer

215 views

### Absolutely Continuous Invariant Measures for Piecewise Convex Maps

Hi all,
I'm interested in a class of 'generalised tent maps' $f:[0,1]\to[0,1]$ for which
1) $f$ is strictly increasing on $[0, \frac{1}{2}]$, $f(0)=0$ and $f(\frac{1}{2})=1$
2) $f$ is symmetric ...

**1**

vote

**1**answer

350 views

### Weak convergence, and Cesaro convergence (of mu_n (E) ) imply convergence (of mu_n (E))?

Let $X$ be a compact metric Borel space. Suppose $\mu_{n}(A)\rightarrow\mu(A)$
for all $\mu-$continuity sets $A$ (sets with zero boundary measure), where $\mu_{n}$ is a sequence of probability ...

**5**

votes

**1**answer

462 views

### Pesin Entropy Formula

In the form that I've seen it stated, the Pesin entropy formula states that if $M$ is a compact Riemannian manifold and $f$ is a $C^{1+\alpha}$ diffeomorphism of $M$ that preserves smooth invariant ...

**2**

votes

**1**answer

352 views

### Continuity of relative entropy with respect to the weak* topology

Let $X$ be a measurable space, and let $T$ be a measurable transformation $T:X \to X$. Let $\mathcal{P}(X)$ be the space of probability measures on $X$, equipped with the weak* topology. Define the ...

**1**

vote

**1**answer

350 views

### is the limit of ergodic functions still ergodic?

under what conditions is the limit of a sequence of ergodic functions still ergodic? are there simple counter-examples to this general statement?

**13**

votes

**2**answers

418 views

### What time does it take for irrational rotations to hit an interval?

Hi,
Consider $\theta_n = (\theta_0 + n \theta) \mod 1$, $\theta$ being an irrational number, and $\theta_0$ an uniform random variable in $(0,1)$. Is there any estimates for the time it will take ...

**4**

votes

**1**answer

274 views

### Stationary, ergodic measures from the structuralist point of view

Stationary, ergodic measures are a class of objects very familiar to probabilists. In a sense, these are the weakest generalization of the classic case of independent, identically distributed random ...

**5**

votes

**3**answers

554 views

### Ergodic action of a subgroup

Are there any examples of $H < G$ such that for any pmp ergodic action of the group $G$ on a standard proba space $(X,\mu)$ there exists a set $A$ of $\mu(A)>C$ such that the action of the ...

**0**

votes

**1**answer

221 views

### Entropy of inverse map for endomorphism case on surfaces

Hi,
I know that in the diffeomorphism case the measure entropy of the T:M^{2}-->M^{2} (M smooth Rimannian surface) will be the same as the measure entropy of T^{-1}. But i need to know about the ...

**8**

votes

**2**answers

466 views

### proofs of ergodicity of Sl(2, Z) action on R^2 without using duality

The group $
G=SL(2, R)$ acts linearly on $\mathbb R^2$. The Lebesgue measure of $\mathbb R^2$ is invariant and ergodic for $G$. There is a proof using duality theorem:
Let $U$ be the upper triangular ...