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Ergodic Theory Essentials

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Mixing Property

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A dynamical system is said to have the mixing property if, for any two measurable sets AA and BB, the measure of their intersection after nn iterations of the transformation approaches the product of their individual measures as nn tends to infinity:

limnμ(Tn(A)B)=μ(A)μ(B).\lim_{n \to \infty} \mu(T^{-n}(A) \cap B) = \mu(A)\mu(B).

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Invariant Measures

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An invariant measure μ\mu for a transformation TT satisfies μ(T1(A))=μ(A)\mu(T^{-1}(A)) = \mu(A) for all measurable sets AA. This is a fundamental concept in ergodic theory, as it ensures that the measure is not changed by the dynamics of the system.

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Unique Ergodicity

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Unique ergodicity occurs when a dynamical system has only one ergodic measure. Mathematically, a transformation TT is uniquely ergodic if every continuous function ff on the space XX has the same space average with respect to all TT-invariant measures.

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Ergodic Decomposition

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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.

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Ornstein Isomorphism Theorem

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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.

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Poincaré Recurrence Theorem

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The Poincaré Recurrence Theorem states that for a measure-preserving transformation TT on a finite measure space (X,B,μ)(X, \mathcal{B}, \mu), almost every point in XX returns arbitrarily close to its initial position infinitely often. More formally, for any ABA \in \mathcal{B} with μ(A)>0\mu(A) > 0, there exists n>0n > 0 such that μ(ATn(A))>0\mu(A \cap T^{-n}(A)) > 0.

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Krylov-Bogolyubov Theorem

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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.

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Weak Mixing

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Weak mixing extends the concept of ergodicity and is a weaker condition than strong mixing. A transformation is weak mixing if it satisfies

limN1Nn=1Nμ(Tn(A)B)μ(A)μ(B)=0\lim_{N \to \infty} \frac{1}{N}\sum_{n=1}^{N} \left| \mu(T^{-n}(A) \cap B) - \mu(A)\mu(B) \right| = 0
for any two measurable sets AA and BB. This condition implies the system is ergodic.

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Birkhoff Ergodic Theorem

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The Birkhoff Ergodic Theorem states that, for an ergodic measure-preserving transformation TT on a probability space (X,B,μ)(X, \mathcal{B}, \mu), the time average of a function fL1(μ)f \in L^1(\mu) converges to the space average almost everywhere. That is,

limn1ni=0n1f(Tix)=Xfdμ,\lim_{n \to \infty} \frac{1}{n}\sum_{i=0}^{n-1} f(T^i x) = \int_X f d\mu,
for almost every xXx \in X.

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Hopf Argument

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The Hopf Argument is used to prove the ergodicity of a system. The idea is to consider two sets, AA and BB, and show that if each is invariant under the transformation, then AA and BB must have intersecting interiors unless one of them has full measure, proving ergodicity given certain conditions.

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Ergodicity Definition

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A dynamical system is ergodic if time averages equal space averages for almost every point. Mathematically, if T:XXT: X \to X is a measure-preserving transformation on a probability space (X,B,μ)(X, \mathcal{B}, \mu), then TT is ergodic if for any ABA \in \mathcal{B}, T1(A)=AT^{-1}(A) = A implies μ(A)=0\mu(A) = 0 or μ(A)=1\mu(A) = 1.

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Kolmogorov-Sinai Entropy

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Kolmogorov-Sinai (KS) entropy measures the complexity of a dynamical system. For a partition P\mathcal{P} of the space XX, the KS entropy h(T)h(T) of a transformation TT is given by the supremum of the entropies of the partitions over the natural numbers:

h(T)=supPlimn1nH(i=0n1TiP),h(T) = \sup_{\mathcal{P}} \lim_{n \to \infty} \frac{1}{n} H(\bigvee_{i=0}^{n-1} T^{-i}\mathcal{P}),
where HH denotes the Shannon entropy of a partition.

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