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

**10**

votes

**1**answer

886 views

### Different uses of the word “ergodic”

There appear to be two definitions of the word ergodic.
The dynamical systems definition says that a measure space $(X,\mathit B, \mu)$ and measure preserving transformation $T: X \mapsto X$ is ...

**6**

votes

**2**answers

575 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 ...

**2**

votes

**0**answers

108 views

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

[I've decided to rewrite the question, to make the essential point clearer.]
Let $\,\mathbb{R}^{[0,\infty)}:=\{(x_t)_{t \geq 0} : x_t \in \mathbb{R} \ \, \forall t\}$. We say that a set $Y \subset \...

**5**

votes

**1**answer

382 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 ...

**0**

votes

**1**answer

146 views

### joining or coupling

given two shift invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$, is there a way to construct joinings of them? It's very diffcult, in general, to find exactly the minimal joining i.e, ...

**14**

votes

**9**answers

4k views

### Book recommendation for ergodic theory and/or topological dynamics?

Hello,
I'd like to hear your opinion for ergodic theory books which would suit a beginner (with background in measure theory, real analysis and topological groups). I am looking for something well ...

**25**

votes

**1**answer

2k views

### Furstenberg's Conjecture on 2-3-invariant continuous probability measures on the circle

Hillel Furstenberg conjectured that the only $2$-$3$-invariant probability measure on the circle without atoms is the Lebesgue measure. More precisely:
Question: (Furstenberg) Let $\mu$ be a ...

**18**

votes

**6**answers

2k views

### Quantitative versions of ergodic theorem

Are there any general theorems similar to Birkhoff's ergodic theorem, but giving quantitative estimates on the rate of convergence or average time of recurrence (perhaps with additional assumptions)? ...

**13**

votes

**5**answers

2k views

### Proof of Krylov-Bogoliubov Theorem

Where can I find a proof (in English) of the Krylov-Bogoliubov theorem, which states if $X$ is a compact metric space and $T\colon X \to X$ is continuous, then there is a $T$-invariant Borel ...

**8**

votes

**2**answers

2k views

### Reference request: Geodesic flow on a manifold with negative curvature is ergodic

I'm reading about the Mostow's rigidity theorem, and the proof uses the following (maybe well-known) result:
The geodesic flow on a manifold with negative curvature is ergodic.
The lecture note that ...

**7**

votes

**2**answers

438 views

### A non-standard ergodic limit

Suppose $T$ is an ergodic measure-preserving transformation on a measure space $(X,\Sigma,\mu)$, and $f\in L^1(\mu)$. Does the limit
$\lim_{X\to\infty} \pi(X)^{-1}\sum_{p\leq X} f(T^{p}x)$
exist ...

**10**

votes

**2**answers

585 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 ...

**8**

votes

**6**answers

980 views

### Furstenberg $\times 2 \times 3$ conjecture, bibliography

Furstenberg $\times 2 \times 3$ original conjecture states that the unique continuous invariant probability measure for $2x$ mod $1$ and $3x$ mod $1$ is the Lebesgue measure.
I wanted to have a ...

**7**

votes

**1**answer

532 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 ...

**12**

votes

**2**answers

583 views

### Are rounded rectangle billiard dynamics ergodic?

Bunimovich proved that the billiard-ball dynamics in the Bunimovich stadium is ergodic.
(Image from this link.)
Q. Is it known that the ...

**10**

votes

**0**answers

401 views

### Poincaré recurrence and symplectic packings

Question. Is there any example of a path connected symplectic manifold $(M,\omega)$ that has infinite volume, but which cannot be packed by an infinite number of symplectic balls of a fixed radius $r$,...

**6**

votes

**1**answer

496 views

### Aproximating dynamical systems by intrinsically ergodic systems

Let $X$ be a compact metric space and $f:X \to X$ a continuous map. We say that $(X,f)$ is approximated from below by a sequence of compact metric spaces $(X_i)_{i \geq 1}$ and a sequence of ...

**4**

votes

**2**answers

649 views

### Reference for Kronecker-Weyl theorem in full generality

The Kronecker-Weyl theorem asserts the following: fix real numbers $\theta_1,\dots,\theta_d$, and consider the infinite ray $t(\theta_1,\dots,\theta_d)$ $(t\in\Bbb R)$ inside the $d$-dimensional torus ...

**7**

votes

**2**answers

244 views

### Random suborbits of a rotation

Let $u_n = x + n\alpha \pmod 1$ with $\alpha$ irrational. We know that $(u_n)_{n \geq 0}$ is dense in $\mathbb{R}/\mathbb{Z}$ (equivalently $(u_n)_{n \geq 0}$ visits every open interval infinitely ...

**6**

votes

**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 ...

**5**

votes

**1**answer

256 views

### inverse problem for ergodic measures

It is a basic fact in the weak-* topology, the set of invariant measures for a dynamical system is closed, compact, and convex in the weak-* topology. Furthermore, the set of ergodic measures is equal ...

**5**

votes

**2**answers

294 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? ...

**5**

votes

**2**answers

281 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 L^{...

**2**

votes

**0**answers

708 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 ...

**2**

votes

**2**answers

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_\...

**4**

votes

**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 \...

**1**

vote

**2**answers

117 views

### Is an non-singualr invertable ergodic transformation on a measure space isomorphic to its inverse?

A non-singular, invertable, ergodic transformation is the quadriple $(X,\mathcal B, \mu, T)$ where $(X,\mathcal B, \mu)$ is a measure space and $T$ is an invertable, measurable automorphism where $\mu$...

**1**

vote

**1**answer

101 views

### Example of non-convergence of iteration of measures

Let $T:X\to X$ be a continuous function on a compact metric space $X.$ Let $\mu$ be a $T$ invariant and ergodic probability measure on $X.$ Let $F:X\to X$ be a continuos transformation that commutes ...

**0**

votes

**1**answer

117 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 $$\...