Explore tens of thousands of sets crafted by our community.
Ergodic Theory Essentials
12
Flashcards
0/12
Mixing Property
A dynamical system is said to have the mixing property if, for any two measurable sets and , the measure of their intersection after iterations of the transformation approaches the product of their individual measures as tends to infinity:
Invariant Measures
An invariant measure for a transformation satisfies for all measurable sets . This is a fundamental concept in ergodic theory, as it ensures that the measure is not changed by the dynamics of the system.
Unique Ergodicity
Unique ergodicity occurs when a dynamical system has only one ergodic measure. Mathematically, a transformation is uniquely ergodic if every continuous function on the space has the same space average with respect to all -invariant measures.
Ergodic Decomposition
The ergodic decomposition theorem states that any invariant measure can be represented as an integral of ergodic measures. This means that the space of invariant measures is the convex hull of the ergodic measures and we can decompose any invariant measure into ergodic ones.
Ornstein Isomorphism Theorem
Ornstein's Isomorphism Theorem states that two Bernoulli shifts with the same entropy are isomorphic, meaning there exists a measure-preserving transformation between the two that is invertible and intertwines the shifts. This shows that entropy is a complete invariant for Bernoulli shifts.
Poincaré Recurrence Theorem
The Poincaré Recurrence Theorem states that for a measure-preserving transformation on a finite measure space , almost every point in returns arbitrarily close to its initial position infinitely often. More formally, for any with , there exists such that .
Krylov-Bogolyubov Theorem
The Krylov-Bogolyubov Theorem provides the existence of invariant measures for continuous transformations on compact metric spaces. It states that such a system has at least one invariant probability measure, constructed as a weak limit of averages of Dirac measures along orbits of points in the space.
Weak Mixing
Weak mixing extends the concept of ergodicity and is a weaker condition than strong mixing. A transformation is weak mixing if it satisfies
Birkhoff Ergodic Theorem
The Birkhoff Ergodic Theorem states that, for an ergodic measure-preserving transformation on a probability space , the time average of a function converges to the space average almost everywhere. That is,
Hopf Argument
The Hopf Argument is used to prove the ergodicity of a system. The idea is to consider two sets, and , and show that if each is invariant under the transformation, then and must have intersecting interiors unless one of them has full measure, proving ergodicity given certain conditions.
Ergodicity Definition
A dynamical system is ergodic if time averages equal space averages for almost every point. Mathematically, if is a measure-preserving transformation on a probability space , then is ergodic if for any , implies or .
Kolmogorov-Sinai Entropy
Kolmogorov-Sinai (KS) entropy measures the complexity of a dynamical system. For a partition of the space , the KS entropy of a transformation is given by the supremum of the entropies of the partitions over the natural numbers:
© Hypatia.Tech. 2024 All rights reserved.