Randomness and the Ergodic Decomposition Mathieu Hoyrup
Total Page:16
File Type:pdf, Size:1020Kb

Load more
Recommended publications
-
Ergodic Theory
MATH41112/61112 Ergodic Theory Charles Walkden 4th January, 2018 MATH4/61112 Contents Contents 0 Preliminaries 2 1 An introduction to ergodic theory. Uniform distribution of real se- quences 4 2 More on uniform distribution mod 1. Measure spaces. 13 3 Lebesgue integration. Invariant measures 23 4 More examples of invariant measures 38 5 Ergodic measures: definition, criteria, and basic examples 43 6 Ergodic measures: Using the Hahn-Kolmogorov Extension Theorem to prove ergodicity 53 7 Continuous transformations on compact metric spaces 62 8 Ergodic measures for continuous transformations 72 9 Recurrence 83 10 Birkhoff’s Ergodic Theorem 89 11 Applications of Birkhoff’s Ergodic Theorem 99 12 Solutions to the Exercises 108 1 MATH4/61112 0. Preliminaries 0. Preliminaries 0.1 Contact details § The lecturer is Dr Charles Walkden, Room 2.241, Tel: 0161 275 5805, Email: [email protected]. My office hour is: Monday 2pm-3pm. If you want to see me at another time then please email me first to arrange a mutually convenient time. 0.2 Course structure § This is a reading course, supported by one lecture per week. I have split the notes into weekly sections. You are expected to have read through the material before the lecture, and then go over it again afterwards in your own time. In the lectures I will highlight the most important parts, explain the statements of the theorems and what they mean in practice, and point out common misunderstandings. As a general rule, I will not normally go through the proofs in great detail (but they are examinable unless indicated otherwise). -
MA427 Ergodic Theory
MA427 Ergodic Theory Course Notes (2012-13) 1 Introduction 1.1 Orbits Let X be a mathematical space. For example, X could be the unit interval [0; 1], a circle, a torus, or something far more complicated like a Cantor set. Let T : X ! X be a function that maps X into itself. Let x 2 X be a point. We can repeatedly apply the map T to the point x to obtain the sequence: fx; T (x);T (T (x));T (T (T (x))); : : : ; :::g: We will often write T n(x) = T (··· (T (T (x)))) (n times). The sequence of points x; T (x);T 2(x);::: is called the orbit of x. We think of applying the map T as the passage of time. Thus we think of T (x) as where the point x has moved to after time 1, T 2(x) is where the point x has moved to after time 2, etc. Some points x 2 X return to where they started. That is, T n(x) = x for some n > 1. We say that such a point x is periodic with period n. By way of contrast, points may move move densely around the space X. (A sequence is said to be dense if (loosely speaking) it comes arbitrarily close to every point of X.) If we take two points x; y of X that start very close then their orbits will initially be close. However, it often happens that in the long term their orbits move apart and indeed become dramatically different. -
Conformal Fractals – Ergodic Theory Methods
Conformal Fractals – Ergodic Theory Methods Feliks Przytycki Mariusz Urba´nski May 17, 2009 2 Contents Introduction 7 0 Basic examples and definitions 15 1 Measure preserving endomorphisms 25 1.1 Measurespacesandmartingaletheorem . 25 1.2 Measure preserving endomorphisms, ergodicity . .. 28 1.3 Entropyofpartition ........................ 34 1.4 Entropyofendomorphism . 37 1.5 Shannon-Mcmillan-Breimantheorem . 41 1.6 Lebesguespaces............................ 44 1.7 Rohlinnaturalextension . 48 1.8 Generalized entropy, convergence theorems . .. 54 1.9 Countabletoonemaps.. .. .. .. .. .. .. .. .. .. 58 1.10 Mixingproperties . .. .. .. .. .. .. .. .. .. .. 61 1.11 Probabilitylawsand Bernoulliproperty . 63 Exercises .................................. 68 Bibliographicalnotes. 73 2 Compact metric spaces 75 2.1 Invariantmeasures . .. .. .. .. .. .. .. .. .. .. 75 2.2 Topological pressure and topological entropy . ... 83 2.3 Pressureoncompactmetricspaces . 87 2.4 VariationalPrinciple . 89 2.5 Equilibrium states and expansive maps . 94 2.6 Functionalanalysisapproach . 97 Exercises ..................................106 Bibliographicalnotes. 109 3 Distance expanding maps 111 3.1 Distance expanding open maps, basic properties . 112 3.2 Shadowingofpseudoorbits . 114 3.3 Spectral decomposition. Mixing properties . 116 3.4 H¨older continuous functions . 122 3 4 CONTENTS 3.5 Markov partitions and symbolic representation . 127 3.6 Expansive maps are expanding in some metric . 134 Exercises .................................. 136 Bibliographicalnotes. 138 4 -
An Introduction to Random Walks on Groups
An introduction to random walks on groups Jean-Fran¸coisQuint School on Information and Randomness, Puerto Varas, December 2014 Contents 1 Locally compact groups and Haar measure 2 2 Amenable groups 4 3 Invariant means 9 4 Almost invariant vectors 13 5 Random walks and amenable groups 15 6 Growth of groups 18 7 Speed of escape 21 8 Subgroups of SL2(R) 24 1 In these notes, we will study a basic question from the theory of random walks on groups: given a random walk e; g1; g2g1; : : : ; gn ··· g1;::: on a group G, we will give a criterion for the trajectories to go to infinity with linear speed (for a notion of speed which has to be defined). We will see that this property is related to the notion of amenability of groups: this is a fun- damental theorem which was proved by Kesten in the case of discrete groups and extended to the case of continuous groups by Berg and Christensen. We will give examples of this behaviour for random walks on SL2(R). 1 Locally compact groups and Haar measure In order to define random walks on groups, I need to consider probability measures on groups, which will be the distribution of the random walks. When the group is discrete, there is no technical difficulty: a probability measure is a function from the group to [0; 1], the sum of whose values is one. But I also want to consider non discrete groups, such as vector spaces, groups of matrices, groups of automorphisms of trees, etc. -
AN INTRODUCTION to DYNAMICAL BILLIARDS Contents 1
AN INTRODUCTION TO DYNAMICAL BILLIARDS SUN WOO PARK 2 Abstract. Some billiard tables in R contain crucial references to dynamical systems but can be analyzed with Euclidean geometry. In this expository paper, we will analyze billiard trajectories in circles, circular rings, and ellipses as well as relate their charactersitics to ergodic theory and dynamical systems. Contents 1. Background 1 1.1. Recurrence 1 1.2. Invariance and Ergodicity 2 1.3. Rotation 3 2. Dynamical Billiards 4 2.1. Circle 5 2.2. Circular Ring 7 2.3. Ellipse 9 2.4. Completely Integrable 14 Acknowledgments 15 References 15 Dynamical billiards exhibits crucial characteristics related to dynamical systems. Some billiard tables in R2 can be understood with Euclidean geometry. In this ex- pository paper, we will analyze some of the billiard tables in R2, specifically circles, circular rings, and ellipses. In the first section we will present some preliminary background. In the second section we will analyze billiard trajectories in the afore- mentioned billiard tables and relate their characteristics with dynamical systems. We will also briefly discuss the notion of completely integrable billiard mappings and Birkhoff's conjecture. 1. Background (This section follows Chapter 1 and 2 of Chernov [1] and Chapter 3 and 4 of Rudin [2]) In this section, we define basic concepts in measure theory and ergodic theory. We will focus on probability measures, related theorems, and recurrent sets on certain maps. The definitions of probability measures and σ-algebra are in Chapter 1 of Chernov [1]. 1.1. Recurrence. Definition 1.1. Let (X,A,µ) and (Y ,B,υ) be measure spaces. -
Integral Geometry – Measure Theoretic Approach and Stochastic Applications
Integral geometry – measure theoretic approach and stochastic applications Rolf Schneider Preface Integral geometry, as it is understood here, deals with the computation and application of geometric mean values with respect to invariant measures. In the following, I want to give an introduction to the integral geometry of polyconvex sets (i.e., finite unions of compact convex sets) in Euclidean spaces. The invariant or Haar measures that occur will therefore be those on the groups of translations, rotations, or rigid motions of Euclidean space, and on the affine Grassmannians of k-dimensional affine subspaces. How- ever, it is also in a different sense that invariant measures will play a central role, namely in the form of finitely additive functions on polyconvex sets. Such functions have been called additive functionals or valuations in the literature, and their motion invariant specializations, now called intrinsic volumes, have played an essential role in Hadwiger’s [2] and later work (e.g., [8]) on integral geometry. More recently, the importance of these functionals for integral geometry has been rediscovered by Rota [5] and Klain-Rota [4], who called them ‘measures’ and emphasized their role in certain parts of geometric probability. We will, more generally, deal with local versions of the intrinsic volumes, the curvature measures, and derive integral-geometric results for them. This is the third aspect of the measure theoretic approach mentioned in the title. A particular feature of this approach is the essential role that uniqueness results for invariant measures play in the proofs. As prerequisites, we assume some familiarity with basic facts from mea- sure and integration theory. -
3. Invariant Measures
MAGIC010 Ergodic Theory Lecture 3 3. Invariant measures x3.1 Introduction In Lecture 1 we remarked that ergodic theory is the study of the qualitative distributional properties of typical orbits of a dynamical system and that these properties are expressed in terms of measure theory. Measure theory therefore lies at the heart of ergodic theory. However, we will not need to know the (many!) intricacies of measure theory. We will give a brief overview of the basics of measure theory, before studying invariant measures. In the next lecture we then go on to study ergodic measures. x3.2 Measure spaces We will need to recall some basic definitions and facts from measure theory. Definition. Let X be a set. A collection B of subsets of X is called a σ-algebra if: (i) ; 2 B, (ii) if A 2 B then X n A 2 B, (iii) if An 2 B, n = 1; 2; 3;:::, is a countable sequence of sets in B then S1 their union n=1 An 2 B. Remark Clearly, if B is a σ-algebra then X 2 B. It is easy to see that if B is a σ-algebra then B is also closed under taking countable intersections. Examples. 1. The trivial σ-algebra is given by B = f;;Xg. 2. The full σ-algebra is given by B = P(X), i.e. the collection of all subsets of X. 3. Let X be a compact metric space. The Borel σ-algebra is the small- est σ-algebra that contains every open subset of X. -
Statistical Properties of Dynamical Systems - Simulation and Abstract Computation
Statistical properties of dynamical systems - simulation and abstract computation. Stefano Galatolo, Mathieu Hoyrup, Cristobal Rojas To cite this version: Stefano Galatolo, Mathieu Hoyrup, Cristobal Rojas. Statistical properties of dynamical systems - simulation and abstract computation.. Chaos, Solitons and Fractals, Elsevier, 2012, 45 (1), pp.1-14. 10.1016/j.chaos.2011.09.011. hal-00644790 HAL Id: hal-00644790 https://hal.inria.fr/hal-00644790 Submitted on 25 Nov 2011 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Statistical properties of dynamical systems { simulation and abstract computation. Stefano Galatolo Mathieu Hoyrup Universita di Pisa LORIA - INRIA Crist´obalRojas Universidad Andres Bello October 11, 2011 Abstract We survey an area of recent development, relating dynamics to the- oretical computer science. We discuss some aspects of the theoretical simulation and computation of the long term behavior of dynamical sys- tems. We will focus on the statistical limiting behavior and invariant measures. We present a general method allowing the algorithmic approx- imation at any given accuracy of invariant measures. The method can be applied in many interesting cases, as we shall explain. On the other hand, we exhibit some examples where the algorithmic approximation of invariant measures is not possible. -
Invariant Measures for Set-Valued Dynamical Systems
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 351, Number 3, March 1999, Pages 1203{1225 S 0002-9947(99)02424-1 INVARIANT MEASURES FOR SET-VALUED DYNAMICAL SYSTEMS WALTER MILLER AND ETHAN AKIN Abstract. A continuous map on a compact metric space, regarded as a dy- namical system by iteration, admits invariant measures. For a closed relation on such a space, or, equivalently, an upper semicontinuous set-valued map, there are several concepts which extend this idea of invariance for a measure. We prove that four such are equivalent. In particular, such relation invari- ant measures arise as projections from shift invariant measures on the space of sample paths. There is a similarly close relationship between the ideas of chain recurrence for the set-valued system and for the shift on the sample path space. 1. Introduction All our spaces will be nonempty, compact, metric spaces. For such a space X let P (X) denote the space of Borel probability measures on X with δ : X P (X) → the embedding associating to x X the point measure δx. The support µ of a measure µ in P (X) is the smallest∈ closed subset of measure 1. If f : X | |X is 1 → 2 Borel measurable then the induced map f : P (X1) P (X2) associates to µ the measure f (µ) defined by ∗ → ∗ 1 (1.1) f (µ)(B)=µ(f− (B)) ∗ for all B Borel in X2. We regard a continuous map f on X as a dynamical system by iterating. A measure µ P (X) is called an invariant measure when it is a fixed point for the map f : P (∈X) P (X), i.e. -
Arxiv:1611.00621V1 [Math.DS] 2 Nov 2016
PROPERTIES OF INVARIANT MEASURES IN DYNAMICAL SYSTEMS WITH THE SHADOWING PROPERTY JIAN LI AND PIOTR OPROCHA ABSTRACT. For dynamical systems with the shadowing property, we provide a method of approximation of invariant measures by ergodic measures supported on odometers and their almost 1-1 extensions. For a topologically transitive system with the shadowing prop- erty, we show that ergodic measures supported on odometers are dense in the space of in- variant measures, and then ergodic measures are generic in the space of invariant measures. We also show that for every c ≥ 0 and e > 0 the collection of ergodic measures (supported on almost 1-1 extensions of odometers) with entropy between c and c + e is dense in the space of invariant measures with entropy at least c. Moreover, if in addition the entropy function is upper semi-continuous, then for every c ≥ 0 ergodic measures with entropy c are generic in the space of invariant measures with entropy at least c. 1. INTRODUCTION The concepts of the specification and shadowing properties were born during studies on topological and measure-theoretic properties of Axiom A diffeomorphisms (see [3] and [4] by Rufus Bowen, who was motivated by some earlier works of Anosov and Sinai). Later it turned out that there are many very strong connections between specification properties and the structure of the space of invariant measures. For example in [32, 33], Sigmund showed that if a dynamical system has the periodic specification property, then: the set of measures supported on periodic points is dense in the space of invariant measures; the set of ergodic measures, the set of non-atomic measures, the set of measures positive on all open sets, and the set of measures vanishing on all proper closed invariant subsets are complements of sets of first category in the space of invariant measures; the set of strongly mixing measures is a set of first category in the space of invariant measures. -
Ergodic Theory, Fractal Tops and Colour Stealing 1
ERGODIC THEORY, FRACTAL TOPS AND COLOUR STEALING MICHAEL BARNSLEY Abstract. A new structure that may be associated with IFS and superIFS is described. In computer graphics applications this structure can be rendered using a new algorithm, called the “colour stealing”. 1. Ergodic Theory and Fractal Tops The goal of this lecture is to describe informally some recent realizations and work in progress concerning IFS theory with application to the geometric modelling and assignment of colours to IFS fractals and superfractals. The results will be described in the simplest setting of a single IFS with probabilities, but many generalizations are possible, most notably to superfractals. Let the iterated function system (IFS) be denoted (1.1) X; f1, ..., fN ; p1,...,pN . { } This consists of a finite set of contraction mappings (1.2) fn : X X,n=1, 2, ..., N → acting on the compact metric space (1.3) (X,d) with metric d so that for some (1.4) 0 l<1 ≤ we have (1.5) d(fn(x),fn(y)) l d(x, y) ≤ · for all x, y X.Thepn’s are strictly positive probabilities with ∈ (1.6) pn =1. n X The probability pn is associated with the map fn. We begin by reviewing the two standard structures (one and two)thatare associated with the IFS 1.1, namely its set attractor and its measure attractor, with emphasis on the Collage Property, described below. This property is of particular interest for geometrical modelling and computer graphics applications because it is the key to designing IFSs with attractor structures that model given inputs. -
Dynamical Systems and Ergodic Theory
MATH36206 - MATHM6206 Dynamical Systems and Ergodic Theory Teaching Block 1, 2017/18 Lecturer: Prof. Alexander Gorodnik PART III: LECTURES 16{30 course web site: people.maths.bris.ac.uk/∼mazag/ds17/ Copyright c University of Bristol 2010 & 2016. This material is copyright of the University. It is provided exclusively for educational purposes at the University and is to be downloaded or copied for your private study only. Chapter 3 Ergodic Theory In this last part of our course we will introduce the main ideas and concepts in ergodic theory. Ergodic theory is a branch of dynamical systems which has strict connections with analysis and probability theory. The discrete dynamical systems f : X X studied in topological dynamics were continuous maps f on metric spaces X (or more in general, topological→ spaces). In ergodic theory, f : X X will be a measure-preserving map on a measure space X (we will see the corresponding definitions below).→ While the focus in topological dynamics was to understand the qualitative behavior (for example, periodicity or density) of all orbits, in ergodic theory we will not study all orbits, but only typical1 orbits, but will investigate more quantitative dynamical properties, as frequencies of visits, equidistribution and mixing. An example of a basic question studied in ergodic theory is the following. Let A X be a subset of O+ ⊂ the space X. Consider the visits of an orbit f (x) to the set A. If we consider a finite orbit segment x, f(x),...,f n−1(x) , the number of visits to A up to time n is given by { } Card 0 k n 1, f k(x) A .