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Dynamical systems on measure spaces, invariant measures, ergodic averages, mixing properties.
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votes
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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 …
0
votes
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 …