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

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13 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 ...
2
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0answers
585 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 ...
10
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2answers
271 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, ...
7
votes
2answers
113 views

List of Bernoulli chaotic systems

Which discrete chaotic systems are known to be Bernoulli (i.e. measure theoretically isomorphic to a Bernoulli shift, one-sided or two-sided)? I am aware that it is known for some uniformly ...
5
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1answer
94 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 ...
0
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22 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 ...
18
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1answer
631 views

Time averages and differentiability

Let $\varphi_t : M \rightarrow M$ be a smooth flow on a smooth manifold $M$. We may assume (although I'm not sure if this is important) that the flow preserves a smooth volume form on $M$. Given a ...
2
votes
2answers
101 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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48 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 ...
3
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2answers
123 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 ...
12
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1answer
431 views

resampling over Bowen balls

Hello MO World I'm working on a paper involving embedding your favourite measure-preserving transformation into a topological model (think Krieger generator theorem: embedding in a full shift) and ...
0
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1answer
114 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} ...
2
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2answers
192 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 ...
1
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0answers
78 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 ...
9
votes
1answer
223 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: ...
8
votes
1answer
569 views

Sort-of Converse of Kolmogorov Zero-One Theorem

Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space. The Kolmogorov Zero-One Theorem states that Suppose we have independent random variables $X_1, X_2, ...$. Then $\forall \ A \in ...
6
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1answer
138 views

Short examples that are/are not quantum-ergodic

Are there any considerably short examples of manifolds that are/aren't quantum ergodic, or quantum unique ergodic? Note that a (compact) Riemannian manifold is said to be quantum ergodic if ...
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76 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 ...
4
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2answers
102 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 ...
6
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2answers
94 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 ...
6
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2answers
571 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 ...
3
votes
1answer
200 views

Pointwise ergodic theorem for amenable semigroups

Using tempered Følner sequences one may show a pointwise ergodic theorem for amenable groups. (see http://www.aimsciences.org/journals/pdfsnews.jsp?paperID=2413&mode=full) Is there a ...
2
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0answers
64 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 ...
3
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1answer
202 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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1answer
116 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? ...
2
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2answers
293 views

Can I use Birkhoff's Ergodic Theorem for Vector Valued Process?

I have a stationary process $\{u_n\}$ and I have a function $f:\mathbb{R}^L\to \mathbb{R}^+$. I want to evaluate the following limit $$\lim_{n\to \infty}\frac{1}{n}\sum_{k=1}^n g(f(\mathbf{u}_{k}))$$ ...
3
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0answers
164 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 ...
6
votes
1answer
115 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 ...
5
votes
2answers
287 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? ...
4
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2answers
126 views

Iterative renormalizations of a rotation

(Underlying job: I am trying to construct an adic representation of a rotation.) The question involves an iterative construction. At step $n$, one constructs a partition $P_n$ of $(0,1)$ and a map ...
3
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2answers
130 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 ...
7
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1answer
521 views

Density of strictly ergodic measures in the d-bar topology

I am currently studying a problem which deals with cocycles of highly noncompact operators on Hilbert space, with the base transformation being the full shift on two symbols. In my particular ...
4
votes
1answer
134 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.
19
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1answer
292 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) = ...
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0answers
130 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 $N|I|$ ...
1
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1answer
83 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 ...
4
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1answer
154 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 ...
3
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3answers
241 views

How to show that there's a continuous function separating convex sets of Radon measures?

First, the setup: $X$ is a compact set. By Riesz's representation theorem $C(X)^*=${all Radon measures on $X$}. $K$ is a convex, closed set of probability measures. $m$ is a probability measure out of ...
3
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1answer
144 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 ...
4
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1answer
191 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 ...
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0answers
89 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-* ...
2
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2answers
89 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 ...
0
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0answers
38 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 ...
0
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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:= ...
2
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1answer
88 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 $\sigma:\Omega\to\Omega$ ...
2
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1answer
235 views

Estimate of the number of rabbit integers with a given congruence

Consider the Fibonacci words $B_n$: $B_1 = 1$ $B_2 = 10$ $B_3 = 101$ $B_4 = 10110$ $B_5 = 10110101$ (start with $B_1=1$, and go from $B_n$ to $B_{n+1}$ by replacing every occurence of $1$ in ...
8
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1answer
124 views

The scope of correspondence principle in quantum chaos

My understanding of the so-called correspondence principle in quantum chaos, is that it is a connection between the behaviour of a classical Hamiltonian system (chaotic/completely integrable) and the ...
7
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247 views

Generator of a $\bigoplus_{n=0}^\infty \mathbb{Z}/2\mathbb{Z}$-action

Let $T$ be a measure-preserving action of a group $G$ on a Lebesgue space $X$. That means that $T$ associates an automorphism (i.e. an invertible measure-preserving transformation) $T^g$ of $X$ to ...
4
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1answer
130 views

Is there a mixing condition to get the decay property I want?

Let $(X,\mu)$ be a probability measure space and $T:X\to X$ an ergodic invertible measure preserving transformation. Consider a measurable set $A\subset X$ with $0<\mu(A)<1$ For each $N$ define ...
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92 views

Strict factor of a dynamical system with the same entropy [closed]

Say that a factor of an invertible measure-preserving transformation $T$ is strict if it is not isomorphic to $T$. Does there exist an invertibe mpt $T$ such that $0 < h(T) < \infty$ and ...