Questions tagged [ergodic-theory]
Question about probability spaces $(X,\mathcal B,\mu)$ with a measurable map $T\colon X\to X$ preserving the measure, that is $\mu(T^{—1}A)=\mu(A)$ for all $A$ measurable.
1,725 questions
1 vote
1 answer
36 views
Family of i.i.d. random variables is ergodic under shift
Let $(S, \mathcal{S})$ be some measurable state space, $\Omega := S^{\mathbb{N}_0}$, $X_i$ the coordinate maps, $\mathcal{A} := \sigma(X_0, X_1, \dots)$ and $\theta: \Omega \rightarrow \Omega, (x_0, ...
0 votes
0 answers
33 views
Prove that $(X,T^k)$ is uniquely ergodic [closed]
Suppose that $X$ is a compact metric space with metric $d$ and $T:X\to X$ is continuous. Assume that $(X,T)$ is uniquely ergodic with the Borel probabilistic measure $\mu$ and $(X,\mathcal{B}(X),\mu,...
7 votes
1 answer
85 views
Does a dense orbit imply topological transitivity for flows on manifolds?
Let $M$ be a smooth connected manifold of dimension $\geq 2$, and let $\phi: \mathbb{R} \times M \to M$ be a complete flow on $M$. Suppose there exists a point $x_0 \in M$ whose orbit is dense in $M$, ...
5 votes
1 answer
99 views
Compact shift invariant infinite set
Let $X = \{1,...,d\}^{\mathbb{N}}$. Show that every infinite compact shift invariant subset of X has a non-periodic point. My Attempt: Suppose not. So $K\subset Per(\sigma)$, where $\sigma:X\...
3 votes
1 answer
114 views
Birkhoffs Theorem for moving measure increasing sets.
Suppose that $(X,\Sigma,\mu, T)$ is an ergodic probability space with $T$ measurably invertible . Suppose that $(U_{i})_{i\in N}$ is a sequence of sets in $\Sigma$ with $\lim_{n\to\infty} \mu(U_{n})=...
1 vote
0 answers
48 views
Gibbs measure is the distribution of a $k$-step Markov chain if the potential depends on the first $k$ coordinates
My question came from this paper by Lalley (p.g. 2114) where he showed that the hitting/harmonic measure from finite ranged random walk on free groups is a Gibbs state. Let $(\Lambda_+,\sigma)$ be a ...
0 votes
1 answer
75 views
Understanding the effect of idempotence on mixing in a Markov chain
I'm trying to understand how to get mixing time results when transitions in a chain are idempotent i.e. $P^2=P$ for transition $P$. Following is a simplified example to illustrate my confusion. Toy ...
7 votes
0 answers
226 views
Ergodicity in the Wiener-Wintner Ergodic Theorem
I'm studying the Wiener-Wintner (and related) ergodic theorems, and I've been running into a bit of confussion when passing the result from ergodic systems to non-ergodic ones. In most of the ...
2 votes
1 answer
53 views
Proving that the tail $\sigma$-algebra is almost contained in the $\sigma$-algebra of shift-invariant sets.
Denote by $\mathcal{B}(\mathbb{R}^\mathbb{N})$ the Borel $\sigma$-algebra of $\mathbb{R}^\mathbb{N}$. Let $\varphi:\mathbb{R}^\mathbb{N}\to \mathbb{R}^\mathbb{N}$ be the shift map. That is, $\phi ((...
1 vote
1 answer
73 views
Exercise (Remark 3) from Parry-Pollicott's `Zeta functions and the periodic orbit structure...'
Setup: We have a real $k\times k$ matrix $A$ which has entries in $\{0,1\}$. Assume further that $A$ is irreducible and aperiodic. Consider the associated shift space \begin{equation}X := \left\lbrace ...
3 votes
1 answer
177 views
How can I show that this sequence is aperiodic and is not even eventually-periodic.
Let $\alpha$ be an irrational real number and let $f:\mathbf{N} \to \mathbf{N}$ be defined as $$ f(n) = \lceil \alpha (n+1) \rceil - \lceil \alpha n \rceil. $$ Here, as usual, $\lceil \cdot \rceil$ is ...
2 votes
1 answer
65 views
Isotropy in Anosov diffeomorphism
Suppose we have an ergodic volume preserving Anosov diffeomorphisms are ergodic. One interpretation of the Ergodic theorem is that this space is "homogeneous", i.e. almost every orbit will ...
4 votes
1 answer
98 views
Doubts in the proof of Holder continuity of stable distribuitions of Anosov Diffeo
Im reading the book Intoduction to Dynamical Systems by Brin and Stuck. Currently im studying the ergodic theory section and to be more precise the result about Anosov Diffeomorphisms. There is this ...
4 votes
1 answer
173 views
When is a Lipschitz image of a measurable set measurable?
Let $(\Omega,\mathcal M,m)$ be a Borel measure space, where $\Omega$ is a metric space. When is it true that a Lipschitz function $f:\Omega\to\Omega$ maps measurable sets to measurable sets? If $\...
1 vote
0 answers
54 views
Does $\Lambda(P)=\Delta_G(P)$ hold for stationary ergodic processes?
Let $\mathcal X$ be a standard Borel space and $\Omega=\mathcal X^{\mathbb N}$ with the left shift $\theta$. A compact group $G$ acts on $\Omega$ by measurable homeomorphisms that commute with $\theta$...