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Ergodic theory

The statistical behaviour of dynamical systems: measure-preserving transformations, Poincaré recurrence, the von Neumann and Birkhoff ergodic theorems, ergodicity and mixing, irrational rotations and equidistribution, the Gauss map and continued fractions, and entropy.

math.analysis.ergodic-theory

Se basa en

Requisitos previos obligatorios, hasta el fondo: 42

Aprenderás a

  • Prove Poincaré recurrence and state the Birkhoff ergodic theorem, interpreting 'time average equals space average'.
  • Decide ergodicity and mixing for rotations of the circle, doubling maps and Bernoulli shifts.
  • Use the Gauss map to study the statistics of continued fraction digits.

Definición

  • A measure-preserving system (X, μ, T) has μ(T⁻¹A) = μ(A) for every measurable A.
  • T is ergodic if every measurable A with T⁻¹A = A has μ(A) = 0 or 1.
  • T is mixing if μ(T⁻ⁿA ∩ B) → μ(A) μ(B) as n → ∞ for all measurable A, B.

Teorema

  • Poincaré recurrence: in a finite measure-preserving system almost every point of a set of positive measure returns to it infinitely often.
  • Birkhoff: for ergodic T and f ∈ L¹(μ), (1/n) Σ_{k<n} f(Tᵏx) → ∫ f dμ for almost every x.
  • Rotation of the circle by α is ergodic exactly when α is irrational, and never mixing.
  • The Gauss measure dx / ((1 + x) log 2) on [0, 1) is invariant for the Gauss map x ↦ {1/x}.

Errores frecuentes

  • Thinking ergodic means every orbit is dense or equidistributed; the ergodic theorem holds for almost every point, and exceptional points can exist.
  • Believing ergodicity implies mixing; irrational rotations are ergodic but not mixing.

Descubrimientos opcionales

Itinerarios de aprendizaje

Lecturas complementarias

  • Peter Walters, An Introduction to Ergodic Theory (1982)
  • Manfred Einsiedler and Thomas Ward, Ergodic Theory with a View towards Number Theory (2011)