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Aug 6 at 23:20 vote accept Julian Newman
Aug 6 at 21:51 comment added Terry Tao You're right; I've updated the answer. What the analysis shows is that the answer to the question is positive when $\mu$ is ergodic and negative otherwise.
Aug 6 at 21:50 history edited Terry Tao CC BY-SA 4.0
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Aug 6 at 19:49 comment added Julian Newman In your last sentence (before "The claim follows"), are you not assuming that $\mu$ is ergodic, as opposed to just invariant? [Incidentally, I think the dominated convergence theorem should imply that the whole sequence $\left(\frac{1}{N} \sum_{i=0}^{N-1} f^i_\ast\nu\right)_{N \geq 1}$ - without having to take a subsequence - will converge weakly to $\mu$ as $N \to \infty$, and so $\mathbb{P}$ is just equal to $\mu$.]
Aug 6 at 19:31 comment added Julian Newman Thanks. I'm a bit confused - I think I've just realised that any example of the Bowen-Mañé phenomenon (physical measures that are not ergodic) will immediately be a counterexample to my claim, and yet you have proved that the claim is true.
Aug 6 at 16:09 history edited Terry Tao CC BY-SA 4.0
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Aug 6 at 16:03 history answered Terry Tao CC BY-SA 4.0