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25 votes
6 answers
6k 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 ...
3 votes
0 answers
160 views

Ergodic diffeomorphisms of the circle

From the paper Halmos, Paul R., In general a measure preserving transformation is mixing, Ann. Math. (2) 45, 786-792 (1944). ZBL0063.01889. the following result is known: Let $(E,\Sigma, \mu)$ be a ...
2 votes
2 answers
286 views

Measure preserving transformation that makes two partitions independent

I am looking for a reference for the following result. I think it is well known but I haven't seen it written down anywhere. Let $(X, \mathcal{B}, \mu)$ be a standard measure space and let $\mathcal{...
1 vote
1 answer
137 views

Ergodic theorem on limit of periodic transformations?

Suppose $(X,\mu)$ is a probability space, and $T_n, n \in \mathbb N$, is a sequence of periodic measure preserving transformations. For $x \in X$ and $f : X \to \mathbb R$, let $\mathrm{avg}_{f,n}(x)$...
15 votes
0 answers
3k views

Weak$^*$ convergence of measures vs. convergence of supports

Let $X$ be a compact metric space and let $\mathcal M(X)$ denote the set of probability measures on $X$. For $\mu\in\mathcal M(X)$ we write $\text{supp} \mu$ for the support of $\mu$. It is easy to ...
5 votes
0 answers
195 views

Characterizations of an exotic measure on the open sets in the circle $S^{1}$

Suppose that $U\subseteq S^{1}$ is open where $S^{1}=\{z\in\mathbb{Z}:|z|=1\}$. Then define $\mu_{n}(U)=\max_{t\in S^{1}}\frac{1}{n}\cdot|\{k\in\{1,...,n\}|t\cdot e^{\frac{2\pi ik}{n}}\in U\}|$. ...