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I think a related question, which encapsulate all the difficulties of yours but lowers the dimension, is the following: can one find orbit closures of the doubling map $x \in [0,1[ \mapsto 2x \ mod \ 1$ of arbitrary (between 0 and 1) Hausdorff dimension?
By global time change do you mean conjugated to via a $\mathcal{C}^{\infty}$? Because if it is the case the answer to your question is no. It is formally what I have said in my previous comment (see arxiv.org/pdf/1003.1191.pdf for precise definitions). I think a good way to say it is that $\mathcal{C}^{\infty}$ interval exchange transformation are to standard interval exchange transformations what circle diffeos are to rotations.
A piecewise continuous bijection of the interval with finitely many discontinuity points which $\mathcal{C}^{\infty}$ where it is continuous. It is sometimes called 'generalised' interval exchange transformation.
Hi RW, thank you for your answer. Actually what I had in mind was the problem in high regularity as I was aware of those examples (sorry for not being precise enough in my question). What actually initiated my interest in this question is the following problem: can you find minimal, uniquely ergodic $\mathcal{C}^{\infty}$ interval exchange transformations that are not Lebesgue ergodic? which would be the natural generalisation of the Herman-Katok result you are referring to...
@ChristianRemling No I didn't meant that. Although item 2 and 3 together imply that the invariant measure is not equivalent to Lebesgue, 3. demands that Lebesgue is not ergodic which is much stronger.
Hi Christian. If you use "non-standard coordinates", then you loose the fact that your map is a diffeo. For any smooth manifold, the class of the Lebesgue measure is well-defined and it makes sense to say that a diffeo is ergodic (when the measure of any invariant set or its complement is zero for any representative of the class). It is standard that any sufficiently regular ($\mathcal{C}^2$) minimal circle diffeo is ergodic with respect to Lebesgue.
Hi Richard thank you for the nice answer. I need to reformulate Q3 because that is not exactly what I had in mind: I meant embedding in a way which is $\pi_1$-injective because otherwise indeed you can play the game you suggested.