Questions tagged [ergodic-theory]

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

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Does anyone know an intuitive proof of the Birkhoff ergodic theorem?

For many standard, well-understood theorems the proofs have been streamlined to the point where you just need to understand the proof once and you remember the general idea forever. At this point I ...
Paul Siegel's user avatar
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51 votes
0 answers
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Alternating colors on a line: infinitely often or converge?

Suppose we have intervals of alternating color on $\mathbb{R}$ (say, red / blue / red / blue / …). All intervals have independent length, with all red intervals distributed as $\mathbb{P}_{R}$, all ...
Ngoc Mai Tran's user avatar
33 votes
4 answers
3k views

Does there exist a shot in ideal pocket billiards?

Assume you have one shot with the cue ball in pocket billiards (a.k.a. pool), with the game idealized in that no spin is placed on the cue ball in the initial shot, all collisions between billiard ...
Joseph O'Rourke's user avatar
32 votes
2 answers
2k views

Ergodic Theorem and Nonstandard Analysis

Here is a quote from Lectures on Ergodic Theory by Halmos: I cannot resist the temptation of concluding these comments with an alternative "proof" of the ergodic theorem. If $f$ is a complex ...
Sonat Suer's user avatar
29 votes
3 answers
2k views

Improving a sequence of 1s and -1s

Suppose you take a $\pm 1$ sequence and you want to "improve it" by taking pointwise limits of translates. What properties can you guarantee to get in the limit? Two examples illustrate what I think ...
gowers's user avatar
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29 votes
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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 ...
Andreas Thom's user avatar
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27 votes
10 answers
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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 ...
27 votes
0 answers
807 views

Blocking light with mirrored convex objects

There is a long-unsolved problem posed by Janos Pach, sometimes known as the enchanted forest problem, which asks if it is possible to block a point light source in the plane from reaching infinity by ...
Joseph O'Rourke's user avatar
26 votes
3 answers
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Who first proved ergodicity of irrational rotations of the circle?

It is a classic result that the irrational rotations of the circle are ergodic. Formally, let $T:\mathbb{T}\to \mathbb{T}$ be defined by $Tz=ze^{2\pi i\alpha}$. If $\alpha$ is irrational, then $T$ is ...
Amir Sagiv's user avatar
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26 votes
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For $x$ irrational, is $a_{n} =\sum_{k=1}^{n}(-1)^{⌊kx⌋}$ unbounded?

For $x$ irrational, define $a_{n} :=\sum_{k=1}^{n}(-1)^{⌊kx⌋}$. Can you prove that $\left\{a_n\right\}$ is unbounded? I feel that it is not easy to treat every irrational $x$. I have asked in S.E. ...
Chennes's user avatar
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6 answers
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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 ...
Quinn Culver's user avatar
24 votes
2 answers
1k views

Billiard dynamics for multiple balls

I am interested to learn to what extent results on billiards in polygons have been extended to multiple balls. Assume the balls have equal radii and the same mass, the same initial speed, and all ...
Joseph O'Rourke's user avatar
23 votes
12 answers
8k views

Importance of Poincaré recurrence theorem? Any example?

Recently I am learning ergodic theory and reading several books about it. Usually Poincaré recurrence theorem is stated and proved before ergodicity and ergodic theorems. But ergodic theorem does not ...
Po C.'s user avatar
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23 votes
1 answer
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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 ...
alvarezpaiva's user avatar
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22 votes
3 answers
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Distribution of the Error term in GH Hardy's "curious result" $\sum_{\nu \leq n } \{ \nu \theta \}^2 = \tfrac{1}{12} n + O(1)$

In an early paper, GH Hardy talks about the distribution of "curious" sum: $$ \sum_{\nu \leq n } \{ \nu \theta \}^2 = \tfrac{1}{12} n + O(1)$$ where $\{x\}:=x-\left \lfloor x \right \rfloor -1/2$. ...
john mangual's user avatar
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22 votes
6 answers
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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)? ...
Marcin Kotowski's user avatar
22 votes
1 answer
697 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\...
Sean Eberhard's user avatar
21 votes
3 answers
1k views

Central Limit Theorem(s) for irrational rotation

Let $\alpha$ be irrational and $T: S^1 \rightarrow S^1$ be the rotation by $\alpha$. I'm interested in what type of Central Limit Theorem (if any) can hold for sums $Y_n = \frac{1}{\sqrt{n}}\sum_{k=1}^...
Marcin Kotowski's user avatar
21 votes
1 answer
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Roadmap to Ergodic Theory

I have recently been interested in going deeper into ergodic theory, beyond an introductory level of knowledge. Background wise, my training has mostly been in stochastic analysis, and I have a ...
Nate River's user avatar
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20 votes
5 answers
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Iterated Circumcircle

Take three noncollinear points (a,b,c), compute the center of their circumcircle x, and replace a random one of a,b,c with x. Repeat. It seems this process may converge to a point, assuming no ...
Joseph O'Rourke's user avatar
20 votes
1 answer
1k views

Generic points and local entropies

Let $X=\{1,\dots,p\}^\mathbb{N}$ be the space of sequences on a finite alphabet with a metric inducing the product topology, and let $\sigma\colon X\to X$ be the shift map. Let $\mu$ be a $\sigma$-...
Vaughn Climenhaga's user avatar
18 votes
3 answers
2k views

Connection between properties of dynamical and ergodic systems

While studying topological and ergodic dynamics, I've got quite perplexed by the different properties a system might have (minimality, regionally recurring, transitivity, mixing, ergodic, uniquely ...
amir sagiv's user avatar
18 votes
3 answers
2k views

Applications of and motivation for von Neumann's mean ergodic theorem

I stated von Neumann's mean ergodic theorem (VNMET) in a talk recently and someone in the audience asked what it was good for. The only application I knew of VNMET was to prove Birkhoff's ergodic ...
Quinn Culver's user avatar
18 votes
2 answers
4k 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 ...
Boyu Zhang's user avatar
18 votes
3 answers
708 views

Ergodic limits along subsets of $\mathbb{N}.$

Let say that an infinite subsets $A$ of $\mathbb{N}$ is "nice w.r.to ergodic limits", if it can replace $\mathbb{N}$ in the individual ergodic theorem, that is, if it is such that the following ...
Pietro Majer's user avatar
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18 votes
0 answers
472 views

Trapping lightrays with segment mirrors

Q. Is it possible to trap all the light from one point source by a finite collection of two-sided disjoint segment mirrors? I posed this question in several forums before (e.g., here and in an ...
Joseph O'Rourke's user avatar
17 votes
5 answers
2k views

Category Theory and Ergodic Theory

I am very much interested in finding out about any category theoretical work on dynamical systems and on ergodic theory. On the face of it, it seems that a categorical language can go a long way, at ...
Esfan Haghverdi's user avatar
17 votes
1 answer
2k views

Rokhlin lemma for arbitrary infinite groups.

Let $G$ be an at most countable discrete group acting freely on a standard probability measure space $X$ in a measure preserving way. It is well known that if $G$ is a finite group then this action ...
Łukasz Grabowski's user avatar
16 votes
2 answers
2k views

Random walk is to diffusion as self-avoiding random walk is to ...?

One can view a random walk as a discrete process whose continuous analog is diffusion. For example, discretizing the heat diffusion equation (in both time and space) leads to random walks. Is there a ...
Joseph O'Rourke's user avatar
16 votes
3 answers
2k views

A random walk on random lines

I am wondering if this random walk remains finite with positive probability. Start with three lines $A,B,C$ that are extensions of an equilateral triangle. Let $p_0$ be one corner. Generate a line $...
Joseph O'Rourke's user avatar
16 votes
3 answers
1k views

What are some interesting examples of non-classical dynamical systems? (Group action other than $\mathbb{Z}$ or $\mathbb{R}$ )

By classical dynamical system, I mean a measure space together with a measurable action of the integers or the reals. Of course, this action is often interpreted as evolution with respect to discrete ...
16 votes
1 answer
563 views

A Rokhlin lemma with a prescribed height function?

Let $T$ be a ergodic automorphism of a non-atomic Lebesgue probability space $(X, \mathcal{A}, \mu)$. The celebrated Rokhlin tower lemma says that given an integer $n>0$ and $0 < \epsilon < ...
Jairo Bochi's user avatar
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15 votes
3 answers
6k views

A metric for Grassmannians

I'm reading an article by Ricardo Mañé, "The Hausdorff dimension of horseshoes of diffeomorphisms of surfaces" (https://doi.org/10.1007/BF02585431). I'm having a technical problem. Sorry for ...
user avatar
15 votes
2 answers
638 views

Is the following series consisting of equally distributed $\pm 1$ bounded?

Apologise in advance if this problem isn't research-level (I'm quite certain it isn't). It's just I found it quite intriguing because it turned out to be much more subtle than it appeared at my first ...
Vim's user avatar
  • 253
15 votes
2 answers
2k views

Are rounded rectangle billiard dynamics ergodic?

Bunimovich proved that the billiard-ball dynamics in the Bunimovich stadium is ergodic.             (Image from Microwave_billiards_and_quantum_chaos.)...
Joseph O'Rourke's user avatar
15 votes
3 answers
2k views

Alternative proofs of the Krylov-Bogolioubov theorem

The Krylov-Bogolioubov theorem is a fundamental result in the ergodic theory of dynamical systems which is typically stated as follows: if $T$ is a continuous transformation of a nonempty compact ...
Ian Morris's user avatar
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15 votes
1 answer
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Uniform distribution of points on Riemannian manifolds

Recently, I came across a beautiful paper by Arnol'd and Krylov (Uniform distribution of points on a sphere...) that contains the following theorem: Theorem: Let A and B be two rotations of the ...
José Navarro's user avatar
15 votes
1 answer
1k 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 ...
Paul-Benjamin's user avatar
14 votes
7 answers
3k 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 ...
14 votes
5 answers
2k views

What are the zero entropy invariant measures for an Anosov geodesic flow?

Let $M$ be the double-torus with a hyperbolic Riemannian metric. The geodesic flow on the unit tangent bundle $T^1M$ has many invariant Borel probability measures. In particular there are closed ...
Pablo Lessa's user avatar
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14 votes
6 answers
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Examples of transformations which are weak-mixing but not strong-mixing

I was reminded of this topic by some of the answers to this question, where it was noted that "typical" measure-preserving transformations are weak-mixing but not strong-mixing for several senses of "...
Ian Morris's user avatar
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14 votes
1 answer
648 views

Almost all non-negative real numbers have only finitely many multiples lying in a measurable set with finite measure

Let $A$ be Lebesgue measurable subset of $[0,\infty)$ such that Lebesgue measure of $A$ is positive i.e. $0<\lambda(A)<\infty$. Let $S$ be the set defined as follows: $$S:=\{t\in [0,\infty):nt\...
Sumanta's user avatar
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14 votes
2 answers
957 views

Is there a square with all corner points on the spiral $r=k\theta$, $0 \leq \theta \leq \infty$?

I've posted this question on Math Stack Exchange, but I want to bring it here too, because 1) the proof seems missing in the literature, although they are some sporadic mentions and 2) maybe it ...
rgvalenciaalbornoz's user avatar
13 votes
3 answers
864 views

Has dynamics on $G/\Gamma$ ever been used to prove interesting things about $\Gamma$?

Fix a Lie group $G$ and a discrete subgroup $\Gamma \subset G$. Homogeneous dynamics is about studying the actions of subgroups $H \subset G$ on the quotient $G/\Gamma$. Does anyone know of an ...
13 votes
1 answer
526 views

Entropy of composition

I asked this at math.stackexchange.com, but got no answers. Let $(X,B,\mu)$ be a probability space. Let $T,S:X→X$ be two measurable measure preserving maps that commute (i.e $TS=ST$). Let $A$ be a (...
Whiskey's user avatar
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13 votes
2 answers
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Connectedness of space of ergodic measures

Let $X = \Sigma_p^+ = \{1,\dots,p\}^\mathbb{N}$ and let $f=\sigma\colon X\to X$ be the shift map. Let $\mathcal{M}$ be the space of Borel $f$-invariant probability measures on $X$ endowed with the ...
Vaughn Climenhaga's user avatar
13 votes
2 answers
611 views

Closure of the orbits of the $SL(2,\mathbb{Z})$-action on $\mathbb{R}^2$

I'm coming with a very basic question for which I can't find an answer. Please forgive me if I didn't search efficiently enough. What can the closure of an orbit of an element $X$ of $\mathbb{R}^2$ ...
Selim G's user avatar
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13 votes
2 answers
682 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 ...
Antoine Levitt's user avatar
13 votes
1 answer
2k 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 ...
Daniel Mansfield's user avatar
13 votes
2 answers
1k views

Non-integrable ergodic theory

Can anyone help me out with proofs/counterexamples? I'm working on an operator-valued multiplicative ergodic theorem and need what may(?) be a well-known fact. This fact (if true) would help me get ...
Anthony Quas's user avatar
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