All Questions
Tagged with measure-theory ergodic-theory
125 questions
29
votes
1
answer
4k
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 ...
- 25.5k
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 ...
- 897
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 ...
- 1,616
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 ...
- 1,658
14
votes
1
answer
655
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\...
- 632
13
votes
1
answer
559
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 (...
- 133
12
votes
3
answers
891
views
Looking for at least one beautiful and not too technical result in asymptotic group theory
We have a student seminar devoted to the problems of asymptotic group theory with some connections to ergodic theory and measure theory in general. Each talk concerns one of the problems of this ...
12
votes
1
answer
1k
views
Riesz–Markov–Kakutani representation theorem for compact non-Hausdorff spaces
Let $X$ be a compact Hausdorff topological space, and $\mathcal C^0 (X) = \{f:X\to\mathbb{R}; \ f \text{ is continuous }\}$. It is well known that for any bounded linear functional $\phi: \mathcal C^...
- 333
9
votes
2
answers
1k
views
Fourier transform of x2 invariant measure
Let $T:\mathbb{R}/\mathbb{Z}\rightarrow \mathbb{R}/\mathbb{Z}$ be the map defined by $T(x)=2x$, and suppose that $\mu$ is a $T$ invariant and ergodic Borel probability measure on the space, which is ...
- 1,723
9
votes
1
answer
950
views
Sort-of converse of Kolmogorov zero-one theorem
Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space. The Kolmogorov zero-one theorem states that
Suppose we have independent random variables $X_1, X_2, ...$. Then $\forall \ A \in \bigcap_n ...
- 247
9
votes
1
answer
357
views
Random variables invariant under almost automorphisms.
Let $\Omega$ be a standard atomless probability space, we can assume $\Omega=(0,1)$ with Lebesgue measure. A bijection $f:\Omega/A_1\to\Omega/A_2$ is almost automorphism, if $P(A_1)=P(A_2)=0$, $f(A)$ ...
- 781
8
votes
3
answers
834
views
Do regular conditional distributions almost surely assign trivial measure to all members of the conditioning $\sigma$-algebra?
Let $(X,\Sigma)$ be a standard measurable space, let $\rho$ be a probability measure on $(X,\Sigma)$, and let $\mathcal{E}$ be a sub-$\sigma$-algebra of $\Sigma$. We will say that a stochastic kernel $...
- 708
8
votes
1
answer
647
views
How to analytically prove chaos
Consider the following map
\begin{align*}
T \colon \mathbb{R}\times\mathbb{S}^1 \to & \mathbb{R}\times\mathbb{S}^1 \\
(x,\theta) \mapsto & \left(\frac{x}{4}+ \sin^2\left(\pi\left(\theta+\...
7
votes
4
answers
1k
views
Product Measure Only Possible Measure?
Let $X$ be a separable complete metric space and $Z$ be the set of all integers. Let $\nu$ be a Borel probability measure on $X^Z$ invariant under the shift function $S:X^Z \to X^Z$. Is it necessarily ...
- 71
7
votes
2
answers
409
views
List of Bernoulli chaotic systems
Which discrete chaotic systems are known to be Bernoulli (i.e. measure theoretically isomorphic to a Bernoulli shift, one-sided or two-sided)?
I am aware that it is known for some uniformly ...
- 225
7
votes
1
answer
253
views
Are all quasi-regular points on Polish spaces generic points?
Let $X$ be a Polish space and $T\colon X\to X$ be a continuous map. We say that a point $x\in X$ is quasi-regular if for every bounded continous function $\varphi\colon X\to\mathbb{R}$ the sequence $...
- 1,658
7
votes
1
answer
211
views
Existence of asymptotic sequence in ergodic measure-preserving transformations
Let $(X,\mathcal{F},\mu)$ be a measure space and let $T:X\to X$ be an ergodic measure-preserving transformation. We assume that $T$ satisfies the property that if $B \in \mathcal{F}$ and $T^{-1}B \...
- 113
7
votes
0
answers
305
views
Generator of a $\bigoplus_{n=0}^\infty \mathbb{Z}/2\mathbb{Z}$-action
Let $T$ be a measure-preserving action of a group $G$ on a Lebesgue space $X$. That means that $T$ associates an automorphism (i.e. an invertible measure-preserving transformation) $T^g$ of $X$ to ...
- 2,560
6
votes
3
answers
484
views
A question on invariant measures
Let $(X, \mathcal{B}, T)$ be a topological dynamical system and $M(X, T)$ be the set of all invariant measures.
I do not know is there some nice functional characterization of the following set
$\{...
- 1,706
6
votes
1
answer
469
views
Poincare Recurrence by Mean Ergodic Theorem
I have a question regarding a confusion from reading the Princeton Companion to Mathematics on the topic of Ergodics Theorems. It is about proving a stronger version of Poincare Recurrence Theorem ...
- 1,245
6
votes
1
answer
205
views
Existence of a continuous ergodic dynamical system for a given distribution?
It seems to me that given a distribution (which is well-behaved), there should be at least an ergodic dynamical system that its time average would create this distribution. Is this question already ...
- 163
6
votes
0
answers
301
views
Generating stationary, ergodic random fields on a homogeneous space
Consider a homogeneous space $M$, which for the sake of concreteness, let's take to be $M = \mathbb R^d$. Fix some space $A$, and consider the space of functions $X = C(M,A)$, along with its Borel $\...
- 8,512
5
votes
1
answer
630
views
Characterizing residually amenable groups
Let $G$ be a finitely generated group. The amenability of $G$ is equivalent to the existence of a certain "weak measure" on $G$. Is there such a characterization for residually amenable groups as well?...
- 11.3k
5
votes
1
answer
437
views
Stationary, ergodic measures from the structuralist point of view
Stationary, ergodic measures are a class of objects very familiar to probabilists. In a sense, these are the weakest generalization of the classic case of independent, identically distributed random ...
- 8,512
5
votes
1
answer
153
views
Generator determined by finitely many translates implies zero entropy
Let $T$ be a measure preserving transformation of a standard probability space $(X,\mathcal{B},\mu)$. A partition $\alpha$ of $X$ is said to be a generator for $T$ if the smallest $T$ invariant $\...
- 1,769
5
votes
1
answer
193
views
Is there a survey of recent work relating to the Hausdorff dimension of sets defined through some restriction of digits?
I am familiar with the work of Helmut Cajar, but his book is thirty years old and it's clear that there has been substantial progress since then. I have been spending a lot of time looking through ...
- 429
5
votes
0
answers
160
views
Hartman uniform distribution of means
Background: for a discrete abelian group $G$, a character of $G$ is a homomorphism $\chi:G\to \mathbf S^1$, $\mathbf S^1$ being the circle group $\{z\in \mathbb C:|z|=1\}$ with ordinary multiplication....
- 929
5
votes
0
answers
258
views
Equidistribution of spheres in $\mathbb{R^2}/\mathbb{Z^2}$
Let $\mathbb{H^2}$ be the hyperbolic upper half place, and let $\Gamma$ be a lattice in $SL(2,\mathbb{R})$ acting on $\mathbb{H^2}$. A proof of the equidistribution of spheres on $\mathbb{H^2/\Gamma}$ ...
- 528
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\}|$. ...
4
votes
1
answer
366
views
Does equidistribution of zero average, due to irrationality, imply boundedness?
Let $f:\mathbb R\to\mathbb C$ be a sufficiently smooth and $1$-periodic function of average zero (i.e., $\int_0^{1}f(x)\,dx=0$), and let $\alpha\in(0,1)\smallsetminus\mathbb Q$. We know that
$$
\...
- 2,933
4
votes
1
answer
181
views
What are invariant measures of $E_m \times R_\alpha$ on $S^1 \times S^1$? Are they necessarily product measures?
For $m \in \mathbb{N}$, let $E_m \colon S^1 \to S^1$ be multiplication map $x \mapsto mx$. Also, let $R_\alpha$ be the map $x \mapsto x+\alpha$.
Now, consider $E_m \times R_\alpha \colon S^1 \times S^...
- 43
4
votes
1
answer
226
views
Event of positive probability occurs infinitely often in stationary ergodic sequence
Setup:
Suppose $X = \{X_n\}_{n\in\mathbb{Z}}$ is a stationary ergodic proces on the real line and let $A = \prod_{n\in\mathbb{Z}}A_n$ be a Borel measurable set such that
$$
P(X \in A) = P\left(X_n\in ...
- 479
4
votes
1
answer
211
views
Is there a mixing condition to get the decay property I want?
Let $(X,\mu)$ be a probability measure space and $T:X\to X$ an ergodic invertible measure preserving transformation.
Consider a measurable set $A\subset X$ with $0<\mu(A)<1$
For each $N$ define ...
- 2,964
4
votes
1
answer
130
views
Restrict sigma algebra in measure-preserving system
Consider a measure space $(X,\mathcal{A},\mu)$ and a measure-preserving transformation $\phi \colon X\rightarrow X$, that is, $\phi$ is measurable and $\phi_*\mu = \mu$.
My intuition tells me that we ...
- 257
4
votes
2
answers
467
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}^\...
- 173
4
votes
2
answers
161
views
Invariant function for Koopman operator of measure-class preserving tranformation
Let $(X,\mu)$ be a standard probability space and let $T:X \to X$ be a measure-class preserving transformation such that there is no $T$-invariant measure absolutely continuous with respect to $\mu$. (...
- 1,769
4
votes
1
answer
352
views
Measure of the rate of convergence for filtration and conditional expectations
This question is cross-posted at MSE with a soon to expire bounty that hasn't generated much discussion.
Let $(\Omega, \mathcal{F},P)$ be a probability space and $(\mathcal{F}_n)_n$ a filtration that ...
- 869
4
votes
2
answers
231
views
The relations between conservative part and conservativity
I revised the question. In smooth ergodic theory, a diffeomorphism is said to be conservative (I), if it preserves the Lebesgue measure. So for some of us, conservativity is just short for measure-...
- 2,244
4
votes
1
answer
446
views
Birkhoff ergodic theorem for ergodic Markov processes
This question was previously posted on MSE.
This question might be easy but I am really stuck on it.
Let $M$ be compact metric space and $\mathcal B(M)$ the Borel $\sigma$-algebra of M. Consider the ...
- 333
3
votes
2
answers
340
views
Convex combinations of Bernoulli Measures
How big is the weak-* closure of the set of all (finite) convex combinations of Bernoulli measures among all invariant probability measures?
I mean, we are in the symbolic space $\{1,2,\ldots,d\}^{\...
3
votes
2
answers
163
views
Questions about some properties of random probabilities and random expectations
Let $(\Omega, \mathcal{A}, \mathbb P)$ be a probability space with $\mathcal{A}$ countably generated, and let $P: \mathcal{A} \times \Omega \to [0,1]$ be a random probability measure. By that I mean $...
- 869
3
votes
2
answers
551
views
Birkhoff Ergodic Theorem or Counterexample
The Birkhoff Ergodic Theorem states:
Let $(X,\mathcal{B},m)$ be a finite or sigma finite measure space. Suppose $T:(X,\mathcal{B},m)\to (X,\mathcal{B},m)$ is measure-preserving and $f\in L^1(m)$. ...
- 175
3
votes
1
answer
130
views
Do sets of big returns contain sets of returns?
We say a subset $E$ of $\mathbb{N}$ is a set of returns if there is some measure preserving system $(X,\mathcal{B},\mu,T)$ and some $A\in\mathcal{B}$ with $\mu(A)>0$ such that $E=\{n\in\mathbb{N};\...
- 10.6k
3
votes
2
answers
250
views
Existence of a positive measurable set with disjoint preimage under iterated transformation
Let $(X,\mathcal B,\mu)$ be a atomless probability measure space and $T:X\to X$ be a non-singular transformation such that $\mu\left({x\in X: T^n(x)=x}\right)=0$ for every $n\ge 1$. Let $A\in \mathcal ...
- 105
3
votes
1
answer
463
views
"Strongly mutually singular" families of measures, and the set of ergodic measures
Let $(X,\Sigma)$ be a measurable space [which we can assume to be a standard Borel space if we wish].
Let $\mathcal{S}$ be a set of probability measures on $(X,\Sigma)$. [If we wish, we can assume ...
- 708
3
votes
3
answers
370
views
How to show that there's a continuous function separating convex sets of Radon measures?
First, the setup: $X$ is a compact set. By Riesz's representation theorem $C(X)^*=${all Radon measures on $X$}. $K$ is a convex, closed set of probability measures. $m$ is a probability measure out of ...
- 502
3
votes
1
answer
372
views
Attractors in random dynamics
Let $\Delta$ be the interval $[-1,1]$, then we can consider the probability space $(\Delta , \mathcal{B}(\Delta),\nu)$, where $\mathcal{B}(\Delta)$ is the Borel $\sigma$-algebra and $\nu$ is equal ...
- 333
3
votes
1
answer
435
views
Invariant measureable function is constant
I'm wondering whether the action of $\mathbb{Q}/\mathbb{Z}$ on $S^1$ by multiplication is ergodic.
Note that this question is equivalent to each one of the following two statements
Is every ...
- 33
3
votes
1
answer
426
views
Are induced transformations always measure-preserving on infinite measure spaces?
Let $T$ be a measure preserving transformation on a measure space $(X, \mathscr{F}, m)$ with infinite measure $m$. Let $A \in \mathscr{F}$ be such that $X = \cup_{k=0}^\infty T^{-k} A \pmod{m}$. Then ...
- 173
3
votes
1
answer
1k
views
Liouville's theorem: How to get an invariant measure?
Liouville's theorem states that the `natural' 2-from is preserved under the Hamiltonian flow. Apparently this leads to an invariant measure $\mu$ as follows
\begin{equation}
d\mu = \frac{d\sigma}{|| ...
- 139