Skip to main content
3 of 8
edited title

Do invariant measures maximize the integral?

This might be a stupid question. It can be clearly asked in much more generality (amenable semigroups), but I guess everything will be clear already in the case of the integers.

Let $\mathcal M(\mathbb Z)$ be the set of all finitely additive probability measures on the power set of $\mathbb Z$. Let $\phi:\mathbb Z\rightarrow\mathbb R$ be nonnegative and bounded. Observe that $\phi$ is integrable with respect to any $\mu\in\mathcal M(\mathbb Z)$. Let me say that $\mu$ is $\phi$-translation invariant if for all $y\in\mathbb Z$ one has

$$ \int\phi(x+y)d\mu(x)=\int\phi(x)d\mu(x) $$

Let $I_\phi(\mathbb Z)$ be the class of $\phi$-invariant measures in $\mathcal M(\mathbb Z)$. Let $\mu\in I_\phi(\mathbb Z)$ be fixed.

Question: Is it true that the mapping $\nu\in\mathcal M(\mathbb Z)\rightarrow\int\int\phi(x+y)d\nu(x)d\mu(y)$ attains its maximum on a measure $\nu\in I_\phi(\mathbb Z)$?

Thanks in advance,

Valerio