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

2 votes
3 answers
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The property of a Markov measure

Given $\sigma$ a shift map, $m$ - a Markov measure, $C_a$, $C_b$ - cylinder sets. Suppose $P \in C_b$. The problem is to show the following \begin{equation} m(C_a \cap \sigma^{-1}(P)) = \frac{m(C_a \c …
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  • 23
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The property of a Markov measure

I've got the following hint: to approximate $P$ with cylinder sets of increasing length (i.e. it seems, that HW was right). I'm not sure that this is the easiest way, but at least it will work. Thanks …
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