Applications of the Birkhoff Ergodic Theorem
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APPLICATIONS OF THE BIRKHOFF ERGODIC THEOREM WEIAN WANG Abstract. Ergodic theory studies the long-term averaging properties of measure- preserving dynamical systems. In this paper, we state and present a proof of the ergodic theorem due to George Birkhoff, who observed the asymptotic equivalence of the time-average and space-average of a point x in a finite measure space. Then, we examine a number of applications of this theorem in number-theoretic problems, including a study of normal numbers and of L¨urothseries transformations. Contents 1. Recurrence and Ergodicity in Dynamical Systems 2 1.1. Approximation with Sufficient Semi-rings 3 2. The Birkhoff Ergodic Theorem 4 3. L¨urothSeries Transformations 8 3.1. Ergodic Properties of L¨urothtransformation T 10 4. The Normal Number Theorem 13 Acknowledgements 17 List of Figures 17 References 17 A discrete dynamical system consists of a space X and a transformation T which maps the space onto itself i.e. T : X X. We assume T is a measurable function. When studying discrete systems, we! consider how a point in the space moves over discrete time intervals. We can think of the X as the space of all possible states of some system, where T specifies how the state changes changes over a specific time interval. For some y X, we define the orbit of y under T to be the sequence y, T (y), T 2(y); , T n(2y); . If T is one-to-one and onto, then we say T is an invertible transformation··· . ··· Ergodic theory studies a particular subset of these dynamical systems{those which are measure-preserving. In the paper, we define and present a number of characteristics pertaining to these measure-preserving dynamical systems, such as randomness and recurrence. We assume a background in basic notions of measure theory and Lebesgue integration. The relevant background information can be found in most real analysis textbooks, such as Real and Complex Analysis by Walter Rudin. The reference we derive the conventions and notations in the subsequent section from is An Invitation to Ergodic Theory by C.E. Silva. Date: DEADLINES: Draft AUGUST 17 and Final version AUGUST 28, 2015. 1 2 WEIAN WANG 1. Recurrence and Ergodicity in Dynamical Systems Suppose we have a nonempty set X and a σ-algebra in X.A measure space is defined to be a triple (X; ; µ) where µ is a measureB on . We say a set A is a measurable set if A X andB A .A probability spaceB is a measure space (X; ; µ) such that µ(X⊂) = 1. We say2 B a measure space is a finite measure space if µ(BX) < and is σ-finite if there exists a sequence of measurable sets A of 1 n finite measure such that X = 1 A . [n=1 n Definition 1.1. Let (X; ; µ) be a probability space. We say the transformation T : X X is measure-preservingB (with respect to µ) and that µ is T -invariant !1 if µ(T − (A)) = µ(A) for all A . 2 B If T is measure-preserving, then we refer to the dynamical system (X; ; µ, T ) as a measure-preserving dynamical system. B We take a measurable set A of positive measure in and consider the orbit of points in A. Specifically, we ask whether the points inBA will return to the set A and if so, how often will they return. We say a measure-preserving transformation T defined on a measure space (X; ; µ) is recurrent if for every measurable set A of positive measure, there is a nullB set N A such that for all x A N , there exists an integer n = n(x) > 0 with T n(x⊂) A. In order words, if,2 forn every measurable set A of positive measure, every point2 in that set, except points in a set of measure zero, eventually returns to A under T , then T is recurrent, and the system is a recurrent dynamical system. The following theorem is a theorem due to Poincar´ewho proved a property relating to finite measure spaces. The statement and full proof of this theorem can be found in [5]. Theorem 1.2 (Poincar´eRecurrence Theorem). Let (X; ; µ) be a finite measure space. If T : X X is a measure-preserving transformation,B then T is recurrent. ! We define a point which is not recurrent to be a wandering point. Formally, a wandering point is a point in A such that n N, T n(x) A. By Poincar´e recurrence, for a finite measure space with a measure-preserving8 2 62 transformation T , the wandering set (i.e. the set of all wandering points in this system) is a set of measure zero. Many of the properties we study that hold for recurrent and ergodic systems hold outside of a set of measure zero; we characterize these properties as holding almost everywhere. To generalize this notion, we define an invariant set. We say 1 a set A is positively invariant if A T − (A) and strictly invariant or simply 1 ⊂ T -invariant if A = T − (A). Studying ergodic properties on T -invariant sets allows us to disregard sets of measure zero. Recurrent transformations on a finite measure space are said to be ergodic if they satisfy the following property. Definition 1.3. A measure-preserving transformation T is ergodic if whenever A is a strictly T -invariant measurable set, then either µ(A) = 0 or µ(Ac) = 0. The following lemma relates our notions of recurrence and ergodicity, and intro- duces some new properties of such systems. Lemma 1.4. Let (X; ; µ) be a σ-finite measure space and let T be a measure- preserving transformation.B Then the following are equivalent: APPLICATIONS OF THE BIRKHOFF ERGODIC THEOREM 3 (1) T is recurrent and ergodic. n (2) For every measurable set A of positive measure, µ(X n1=1 T − (A)) = 0. (3) For every measurable set A of positive measure and forn a.e. x X there exists an integer n > 0 such that T n(x) A. S 2 (4) If A and B are sets of positive measure,2 then there exists an integer n > 0 n such that T − (A) B = . (5) If A and B are sets\ of6 positive; measure, then there exists an integer n > 0 n such that µ(T − (A) B) > 0. \ 1.1. Approximation with Sufficient Semi-rings. While we assume a back- ground in fundamental notions of measure theory, we develop here some techniques of approximation with semi-ring structures. We define a semi-ring to be a collection of subsets of a nonempty space X such that R (1) is nonempty. (2) ifRA; B; , then A B , and (3) if A; B 2 R, then \ 2 R 2 R n A B = E n j j=1 G where E are disjoint. j 2 R We say a semi-ring is a sufficient semi-ring if it satisfies that for every measurable set A in theRσ-algebra, 1 1 µ(A) = inf µ(I ): A I and I for j 1 8 j ⊂ j j 2 R ≥ 9 j=1 j=1 <X [ = There are several useful: properties for studying these structures.; In particular, we have that if a measurable set can be written as a countable union of elements of a semi-ring , then it can be written as a countable union of disjoint elements of the semi-ring.1C We also have the property that every finite measurable set can be approximated, for every > 0, by a finite union of disjoint elements of a sufficient semi-ring where the symmetric difference between the finite measurable set and the sufficient semi-ring is less than . In this examination of ergodic dynamical systems, particularly relevant sufficient semi-rings are the intervals and the dyadic intervals, k k+1 n or the set of all intervals of the form [ n ; n ) where n > 0 and k = 0; 1; ; 2 1. 2 2 ··· − Lemma 1.5. Let (X; ; µ) be a measure space with a sufficient semi-ring . Let B C A be a measurable set, µ(A) < , and let > 0. Then there exists a set H∗ that 1 2 3 is a finite union of disjoint elements of such that µ(A∆H∗ ) < . C This lemma implies that every element of a sufficient semi-ring is a measurable set. When proving properties of measure-preserving systems, it is sufficient to prove them only for the measurable sets which are elements of a sufficient semi-ring in order to verify the properties for all measurable sets in a σ-algebra, i.e. 1This statement is Proposition 2.7.1 in [5]. 2We use ∆ to denote symmetric difference. 3The lemma is a statement of the first of Littlewood's Three Principles of Real Analysis. Its statement and full proof can be found in [5]. 4 WEIAN WANG Theorem 1.6. Let (X; ; µ) be a σ-finite measure space with a sufficient semi-ring . If for all I , B C 1 2 C (1) T − (I) is a measurable set, and 1 (2) µ(T − (I)) = µ(I) then T is a measure-preserving transformation. 2. The Birkhoff Ergodic Theorem The Ergodic Theorem, due to Birkhoff in 1931, relates the time-average of a transformation and the measure of the space. By time-average, we refer to the limit of the average number of times the elements of the sequence x; T (x);T 2(x); are in A, or the average number of times x visits A in its orbit.