Stack Exchange Network

Stack Exchange network consists of 174 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [ergodic-theory]

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

5
votes
1answer
133 views

Shannon entropy of $p(x)(1-p(x))$ is no less than entropy of $p(x)$

If $p(x)$ is a discrete probabilistic density function, one could construct another discrete probabilistic density function proportional to $p(x)[1-p(x)]$ with a corresponding partition function to ...
1
vote
2answers
76 views

Quantitative bound on irrational rotation recurrence time

Given an irrational $a$, the sequence $b_n := na$ is dense and equidistributed in $\mathbb S^1$ where we view $\mathbb S^1$ as $[0, 1]$ with its endpoints identified. Given a point $p$ in $\mathbb ...
5
votes
1answer
78 views

Connection between rates of convergence in ergodic theorems and spectral gap property

I've been reading Quantitative ergodic theorems and their number-theoretic applications By Gorodnik and Nevo (arXiv:1304.6847). Early on, there is a comment on rates of convergence in the mean ergodic ...
1
vote
0answers
80 views

Ergodic Theorems Birkhoff and Von Neumann

Is that possible to derive the Birkhoff Ergodic Theorem from or with the help of the Von Neumann ergodic theorem?
1
vote
2answers
210 views

Examples of group $G=N \rtimes H$ where $N$ and $H$ are as below

I am searching for examples of connected locally compact group $G = N \rtimes H$, where $N$ is a simply connected nilpotent non-abelian Lie group, $H$ is linear reductive and $H$ operates on $N$ ...
1
vote
0answers
80 views

stochastical stable

Given dynamic $f: S^1 \to S^1$ with Lebegue measure $dm$ on $S^1$. Assume it has unique SRB probability measure $\frac{d\mu_f}{dm} dm $. Given left shift space $([-\epsilon, \epsilon]^{\otimes \...
0
votes
1answer
57 views

Evolution of a density under the doubling angle map

Let $\mu$ be a probability measure on $I=[0,1]$, absolutely continuous with respect to Lebesgue measure. Denote by $T$ the "doubling angle map" on $I$, where $T(x)=2x \text{ mod }1$. Is it true, in ...
2
votes
0answers
95 views

A generalized Furstenberg's $\times p,\times q$-conjecture

Let $p,q$ be two positive integers such that $\frac{\log p}{\log q}\notin\mathbb{Q}$. Furstenberg's $\times p,\times q$ conjecture says that the only ergodic nonatomic $\times p,\times q$-invariant ...
7
votes
1answer
167 views

Distribution of $\{cn^a\}$

Assume that $1<a<2$ and $c\ne 0$ is a real number. What is known about the distribution of the sequence $cn^a$ modulo 1? Say, is it true that for certain $\theta<1$ (depending on $a$ and $c$) ...
3
votes
0answers
65 views

Powers of ergodic transformations

Here is a lemma that I know to be true, and can prove in half a page or so, but I'm wondering: can anyone supply a reference so that it can simply be quoted in a paper? Lemma Let $T$ be an ergodic ...
3
votes
2answers
168 views

Free ergodic probability measure-preserving actions of the free group

Let $(X,\mathcal{B},\mu)$ be a standard Borel probability space. Let $\Gamma$ be a countable group. An action of $\Gamma$ on $X$ is: essentially free if for all $g \in \Gamma \setminus \{e \}$,...
1
vote
0answers
79 views

size of local strong stable manifold is measurable

Let $M$ be compact manifold. suppose $f:M\rightarrow M$ is $C^{2}$. There is a continuous splitting of the tangent bundle $TM=E^{ss}+E^{s}+E^{u}$ invariant under the derivative $Df$ of the ...
0
votes
0answers
81 views

Supremum over all invariant Borel probability measures of the ergodic averages ratio of rates

Let $M$ a two-dimensional compact manifold and $f:M\to M$ a diffeomorphism $C^r$, $r\geq 2$ and $f(x,y)=(mx,\lambda y)$ where $m:M\to \mathbb{R}$ and $\lambda:M\to \mathbb{R}$ ,$\lambda<1<m$. ...
3
votes
1answer
200 views

Fundamental group and group measure space construction

Let $N$ be a type ${\rm II}$ factor, with trace $\tau$. Consider its fundamental group$$ \mathcal{F}(N)= \{ \tau(p)/\tau(q) \ | \ p,q \text{ non-zero finite projections in } N \text{ and } pNp \simeq ...
12
votes
0answers
179 views

Statistics for rational points on curves of genus $g$ over $\mathbb{F}_q$, $g\gg q$

Consider the distribution of the number of $\mathbb{F}_q$ points as I range over smooth projective curves of genus $g$ (defined over $\mathbb{F}_q$). If $q\gg g,$ the Hasse-Weil bounds give me a lot ...
2
votes
0answers
43 views

Sufficient condition for square root fluctuations of an ergodic sequence

Suppose I have a random sequence $\mathbf{X}=\{X_n\}_{n\in\mathbb{Z}}\subset \mathbb{R}^{\mathbb{Z}}$ that is ergodic with respect to translations. I am interested in a sufficient condition on $\...
2
votes
0answers
155 views

Anzai flow in noncommutative geometry

Consider Anzai flows (cf. Anzai: Ergodic Skew Product Transformations on the Torus, Osaka Math. J. 3 (1951), 83-99) on the two dimensional torus $T^2$. I would like to know if there exists some ...
3
votes
0answers
81 views

Counting lattice points in adelic spaces

Let $\mathbb{A}$ denote the ring of adeles of $\mathbb{Q}$, let $\mu$ be the Haar measure of $\mathbb{A}$, and let $\|\cdot\|_{\infty}$ denote the sup-norm of the components in the Archimedean of $\...
5
votes
1answer
210 views

Cartan subalgebra and group measure space construction

Let $N$ be a ${\rm II}_1$ factor. A maximal abelian self-adjoint subalgebra (MASA) is a $*$-subalgebra $A \subset N$ such that $A' \cap N = A$. It is called a Cartan subalgebra if moreover $\mathcal{N}...
0
votes
1answer
74 views

Irrational natural density set, intersected with odd polynomial

Let $A$ be a set of integers with irrational natural density. That is, suppose that $\lim_{n\to\infty}\frac{\#(A\cap [-n,n))}{2n}$ exists and is irrational. Denote this value by $\alpha$. Now let $p$...
8
votes
1answer
147 views

Density-$c_0$ in $\ell^\infty$

Let $A \subseteq \mathbb{N}$, define the upper density of $A$ as, $$ \overline{\delta}(A) := \limsup_{N\to\infty}\frac{|A\cap\{1,2,3,\cdots,N\}|}{N}. $$ This naturally leads to a weaker form of ...
2
votes
1answer
81 views

stationary measure for linear cocycle(random transformation matrices)

Let $(M,\mathcal B, \mu)$ be a probability space which $M=\{A_{1},A_{2},...,A_{N}\}^{\mathbb{N}}$ ($A_{i} \in GL(d ,\mathbb{R})$) and $\mu=p^{\mathbb{N}}$. Let $F:M\times \mathbb R^d\to M\times \...
3
votes
1answer
107 views

A question about distribution of fractional part of $2^k\alpha$

Let $\{x\}$ be the fractional part of $x$, i.e. $\{x\}=x-[x]$, where $[x]$ is the biggest integer $\leq x$. The question might be well known but I don't know where to look for: Assume $\alpha$ is an ...
10
votes
2answers
301 views

Minimal, uniquely ergodic but not Lebesgue-ergodic?

So here's my question: Does there exist a minimal diffeomorphism of class at least $\mathcal{C^2}$ of a compact manifold X which is minimal uniquely ergodic with unique probability measure $\mu$ ...
2
votes
0answers
104 views

Renyi's theorem on mixing

I have been trying to understand the proof of Renyi's characterization of (strongly) mixing transformations: A measure preserving transformation $T \text{ is strongly mixing iff for every measurable }...
13
votes
3answers
635 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 ...
1
vote
1answer
100 views

Asymptotically invariant maps and strongly ergodic actions

Let $\Gamma$ be a countable group which acts strongly ergodically on a probability measure space $(X,\mu)$. Let $\sigma_k:X \rightarrow Y$ be a sequence of measurable functions into a complete metric ...
1
vote
0answers
30 views

Strong ergodicity of a countable subgroup of $PO(3,1)$

If we identify the boundary at infinity of the hyperbolic $3$-space $\mathbb{H}^3$ with the complex projective line $\mathbb{P}^1(\mathbb{C})=\mathbb{C} \cup \{ \infty\}$, we know that the ideal ...
2
votes
1answer
95 views

time delay ergodic theorem

given dynamic system $(X, \mathcal{B}, F, \mu), \mu \circ F^{-1}=\mu, F $ is mixing, $ A \in \mathcal{B}, s.t. \mu(A) >0 $. consider dynamic system $(X\times X, \mathcal{B}\otimes \mathcal{B}, ...
1
vote
0answers
49 views

Equivalent condition for Poincare polynomial

I have found a statement in the introduction of the paper 'Sets of Recurrence and Generalized Polynomials' by Bergelson & Haland, which is Result: Given a polynomial $p \in \mathbb{R}[x]$ such ...
3
votes
0answers
96 views

Maximal ergodic theorem on some dyadic intervals

What we refer to maximal ergodic theorem in this thread is the following: let $\left(\Omega,\mathcal F,\mu\right)$ be a probability space and let $T\colon\Omega\to \Omega$ be a measurable and measure ...
2
votes
0answers
90 views

Generalized right Perron-Frobenius eigenvector with rationally independent coordinates

Suppose you are given a directed graph $G=(V,E)$ which is strongly connected, i.e. for every two vertices $u,v \in V$ there exists a directed path between them. Consider the corresponding edge shift ...
1
vote
0answers
77 views

Computing algebraic entropy

Could you recommend any reference for computing algebraic entropy? Here algebraic entropy is defiened as $\lim_{n \to \infty}\log (deg (f^n))^{1/n}$ for a rational map $f $. I saw that there are ...
3
votes
0answers
122 views

Identification of ultrafilters with measures

We know that each ultrafilter $p$ on $\mathbb{N}$ can be identified with a finitely additive $\{0,1\}$-valued probablity measure $\mu_{p}$ on the power set of $\mathbb{N}$. Now my question is which ...
3
votes
0answers
127 views

Random $\beta$-transformation and its limit theorem

given probability space $ (\Omega, T, \mu), \mu$ is ergodic and $ T $ is invertible ( can regard $T$ as two sides shift) define random $\beta$-transformations: random variable $\beta:\Omega \to (1,\...
4
votes
2answers
234 views

A kind of converse to the Hopf theorem on ergodicity of geodesic flow in negative curvature

Is there a 2 dimensional Riemannian manifold $M$ whose curvature is not negative but its geodesic flow is an ergodic flow?
2
votes
0answers
38 views

Ergodicity of differentiated processes

Let $S$ be a vector space, and $X$ a jointly-measurable random process/field with two parameters: $$ X: [0,\infty)\times\mathbb{R}\times\Omega\to S,$$ i.e. $X_{t,\theta}:\Omega\to S$ are random ...
5
votes
1answer
147 views

A counterexample for the Mean Ergodic Theorem in $L_\infty$

The so-called Mean Ergodic Theorem goes back to von Neumann for Hilbert spaces. Later on, versions of this result in reflexive Banach spaces have also appeared (see, e.g., the book by Krengel, Ergodic ...
12
votes
1answer
287 views

Is there a physical/geometric proof for L^2 boundedness of Bourgain's maximal function along the squares?

One problem that has bugged me for some time (though I only seriously thought about it for a month several years ago) is to give a physical proof of the L^2 boundedness of Bourgain maximal function ...
4
votes
1answer
245 views

Support of bivariate joint distribution of stationary and ergodic sequence

Let $\{X_t\}_{t\in \mathbb{N}}$ be a strictly stationary and ergodic sequence of real valued random variables and let the support of $X_1$ equal $[-1,1]$. Can the support of $(X_1,X_2)$ equal the unit ...
2
votes
2answers
135 views

special flows and Rudolph's theorem

The Rudolph's theorem confirm the existence of a special representation of an ergodic flow on the Lebesgue space. (In the book of I.P.Cornfeld entitled Ergodic theory). My question is: what is the ...
2
votes
2answers
154 views

iid random operator and its spectrum

consider an insteresting question: given Banach Space $ \mathcal{B}$, independent identical distribution random operator on $ \mathcal{B}$: $ (T_i)_{i \ge 1} $, where operator space is endowed with ...
2
votes
0answers
122 views

Average of irrational flow on the torus

Let $$F(x,y) = \frac{1}{\sqrt{2-\sin(2\pi x) - \sin(2\pi y)}}$$ defined on $\mathbb{T}^2$. Here $\mathbb{T}^2 = \mathbb{R}^2/ \mathbb{Z}^2$ is the 2-torus. How can I show that $$ \lim_{T\...
1
vote
0answers
46 views

Empirically random, quickly multiplicable matrices

I have encountered a need for fast computation of a transformation $Ax$ where $A\in \mathbb{C}^{K\times N},\ K\sim 10^7,\ N\sim 10^3$ is designed, and $x\in \mathbb{C}^N$ has iid $\mathcal{CN}(0,1)$ ...
3
votes
1answer
95 views

Measures maximizing entropy in a set of measures with fixed average for some observable

Let $\Omega$ be the set of all infinite binary sequences $(x_i)_{i\ge 0}$ endowed with the product topology coming from discrete topology on $\{0,1\}$. Consider $0<\alpha<1$ and let $$K_\alpha=\{...
4
votes
2answers
229 views

Lifting back the induced invariant measure / general version of Kac's formula for occupation times

Let $T$ be a conservative measure preserving (non-invertible!) transformation of a measure space $(X, \mathscr{F}, m)$ with infinite measure $m$. Let $A \in \mathscr{F}$ be such that $X = \cup_{k=0}^\...
-1
votes
1answer
106 views

Ergodicity of a measure preserving Anosov flow

Let $M$ be a Riemannian manifold and $\phi^t$ an Anosov flow on $M$. If $\phi^t$ is measure preserving (with respect to any Borel-measure on $M$), it is ergodic. Does anybody have a proof of that ...
3
votes
1answer
268 views

Unclear construction in a paper of Ornstein and Weiss

I originally posted this on math.stack, but no one answered, so im posting here: I need help understanding the following construction (Taken from the paper "Entropy and isomorphism theorems for ...
2
votes
0answers
81 views

Ergodicity in Césaro mean : deterministic and stochastic cases

Let $\{ X_t, t \geq 0 \}$ be a $\mathbb{R}^d$-valued stochastic process on a probability space $(\Omega, \mathcal{F}, \mathbb{P})$. Assumption $X_t$ is a regenerative process in the sense of https:/...
2
votes
0answers
31 views

Positive probability that two autoregressive sample paths have the same sign

Suppose I have two autoregressive processes of order one, that is, \begin{align} X_{t+1} &= \beta X_t + \varepsilon_{t+1}, \\ Y_{t+1} &= \beta Y_t + \varepsilon_{t+1}, \end{align} where $0<\...