Académique Documents
Professionnel Documents
Culture Documents
Mathematics
Edited by A. Dold and B. Eckmann
Series: Department of Mathematics, University of Maryland,
College Park
Adviser: L. Greenberg
458
Peter Waiters
Ergodic Theory-
Introductory Lectures
I. I I
Springer-Verlag
Berlin.Heidelberg New York 1975
Dr. Peter Waiters
Mathematics Institute
University of Warwick
Coventry/England
This work is subject to copyright. All rights are reserved, whether the whole
or part of the material is concerned, specifically those of translation,
reprinting, re-use of illustrations, broadcasting, reproduction by photo-
copying machine or similar means, and storage in data banks.
Under § 54 of the German Copyright Law where copies are made for other
than private use, a fee is payable to the publisher, the amount of the fee to
be determined by agreement with the publisher.
© by Springer-Verlag Berlin • Heidelberg 1975. Printed in Germany.
show how they are r e l a t e d so that the a u d i e n c e would have the founda-
further.
examples.
continuous map of any metric space and that its value remains un-
tori.
Since these notes have not been fully edited many r e f e r e n c e s are
corollary.
took notes of the course and also to A l l a n Jaworski for editing and
--Peter Waiters
Contents
Chapter O: Preliminaries
§i. Introduction 1
§2. Measure Theory 3
§3. Hilbert Spaces 8
§4. 'Haar Measure 9
§ 5 . Character Theory i0
§6. Endomorphisms of Tori 12
Chapter i: Measure-Preserving Transformations 16
§i. Examples 16
§2. Problems in Measure Theoretic Ergodic Theory 19
§3. Recurrence 20
§4. Ergodicity 21
§5. The Ergodic Theorem 29
§6. Mixing 37
Chapter 4: Entropy 70
§i. Partitions and Subalgebras 70
§2. Entropy 72
§3. Conditional Entropy 76
§4. Properties of h(T,A) 80
§S. Properties of h(T) 83
§6. Examples 92
§7. How good an invariant is entropy? 96
§8. Bernoulli and Kolmogorov Automorphisms 98
§9. Pinsker Algebra i07
§lO. Sequence Entropy 108
§ll. Comments 109
§12. Non-invertible Transformations ii0
Vl
Bibliography 185
Index 197
Chapter 0: Preliminaries
31. Introduction
serving t r a n s f o r m a t i o n T: X ~ X.
(2) topological:
map.
preserves m.
(4) smooth:
T: X ~ X.
We shall deal with some topics from (i), (2), and (3).
equations
dqi ~H dPi ~H
dt ~Pi dt aqi
times t 0, 2t0, 3t 0 ..... i.e., study the family {T~ }~-i ' since we
0 -
expect the properties of {T t} to be reflected in those of {T~ }.
0
For this reason, as well as the fact that it is simpler, one
that if the forces are of a certain type one can choose coordinates
motion and also because this deterministic approach does not answer
that the system is in A at the time t0? Given that the system be-
ergodic theory.
discuss:
For topics of types (I) and (3) mentioned above see Halmos [2],
Billingsley [i], Hopf [i], Jacobs [i] [2], Parry [3], Rohlin [3][4][5],
~2. Measure T h e o r y
8 of subsets of X satisfying:
(i) X E 8, (2) B E 8 = X\B 6 B,
(3) Bn E B, n > i = 0 Bn ~ B.
n=l
We t h e n call (X,B) a measurable space. A measure space is a
of X, and m is a f u n c t i o n m: B ~ R+ satisfying
m( 0 B n) = ~ m ( B n)
n:l n:l
be a f u n c t i o n satisfying
m(X) = i, m(~JA n) : ~ - m ( A n)
n n
Theorem:
then for any B E B and g > 0 there exists A E A with m(AAB) < s.
(In fact,
bra generated by A.
Direct Products:
product
(X,B,m) = ~ (Xi,Bi,m i)
is defined as follows:
(a) X = ~ X.
i=_® !
(b) Let n1 < n2 < ... < nr be integers, and An. E Bn. i = l,...,r.
1 1
We define a m e a s u r a b l e rectangle to be a set of the form
o-algebra generated by A.
r
m({(xj) I Xn. EAn. , l_<i_<r}) : 7~ mn.(Ani )
l i:l 1
Measurable Functions:
D c R.
Intesration:
n
A simple function is a function of the form ~ aiXA. , where
i:l m
a i E R, the {Ai} are disjoint members of 8, and XA. denotes
l
the characteristic function of A i. Simple functions are measurable.
f ( Z ai×Ai)dm = ~ aim(Ai ).
i=l i=l
Suppose f: X ~ R is measurable and f e 0; then there exists
could take
ffdm=Jf m ff m
Now if f: X ~ C is measurable, f : fl + if2' f is integrable if
I fnd~ ~ I fd~.
§3. Hilbert Spaces
(a) (.,.) is b i l i n e a r
t o p o l o g y on H.
(f'g) : I f g d m -
In any H i l b e r t space H
tinuous.
~4. Hear Measure
Theorem:
lar Lebesgue measure. Then m(aU) = m(U) for all sets U measurable
on K.
Theorem:
Remarks:
measure. This is b e c a u s e
G : ~.~ g U : gl U U g2 U U ... U gn U
g~G
by compactness.
f(z) : z n, n E Z
f o r m an o r t h o n o r m a l basis.
i0
General r e f e r e n c e - P o n t r j a g i n [i].
case where the group used is the unit circle and then classical
Pl P2 Pn
Z ( Z l , Z 2 , . . . , z n) = z I z2 ...z n
where (pl,...,pn) E Z n.
T(H) : i.)
T(x)dm(x) = 0 if T g I.
is an automorphism.
~6. Endomorphisms of T o r i
2~ix, 2,iXn) , ..
(e ,...,e ~ (x I . ,x n) + Z n.
Theorem:
Cn: z ~ z n, n E Z.
( Z l , . . . , z n) ~ z m1"
I ...'z mn
n where m I ,...,m n 6 Z•
e-dense in K V ~. Thus, H = K.
i/4].
' e ( e 2 ~ i / 2 k ) = e 2~i/2 k
[l,e ~ By i n d u c t i o n one shows t h a t for
81~pl(zP) = zp V z E K or %(z) = z -p V z ~ K.
e ( Z l , . . . , z n) = e ( Z l ( Z l ) - T 2 ( z 2 ) ' . . . ' T n ( Z n ) )
= 8 y l ( Z l ) . e Z 2 ( z 2 ) . . . . . e T n ( Z n)
m I m2
= z I "z 2 - . . . ' z ~ n //
14
Theorem:
a! aln a ann
A(Zl,...,Zn) = (z I i "''''Zn ''''' zlnl '' ...z n )
n n
previous theorem
where aij E Z.
I = A-IA we have that [B] = [A] -I. Since [B] is an integer matrix,
Notation:
note the associated matrix and A will denote the linear transforma-
m2 m I m2 mn
n
T ~ when T ( Z l , Z 2 , . . . , z n) = z I .z 2 ....'z
n n
~I. Examples
Definition i.i:
a) T: X 1 ~ X 2 is m e a s u r a b l e if T-I(B2 ) c B 1 (i.e.,
B 2 E B 2 = T-IB 2 E BI).
b) T: X 1 ~ X 2 is m e a s u r e - p r e s e r v i n g if T is measurable and
mI(T-I(B2)) = m2(B 2) V B 2 E B 2.
also measure-preserving.
Remarks:
SoT: X1 ~ X3 •
Theorem i.i:
measure-preserving.
Examples of M e a s u r e - P r e s e r v i n g Transformations:
T is m e a s u r e - p r e s e r v i n g since m is Haar m e a s u r e .
measure. //
T is m e a s u r e - p r e s e r v i n g because it is the c o m p o s i t i o n of m e a s u r e -
T the t w o - s i d e d (p0,...,Pk_l)-Shift.
(x0,xl,...) ~ (Xl,X2,...).
p(x,y) = x is m e a s u r e - p r e s e r v i n g .
define mI by m I ( T - I B 2) = m2(B2).
onto
and T: X 1 ~ X2 any map, then we can choose a c - a l g e b r a B2 and a
(a) E x t e r n a l Problems:
Examples:
m a n i f o l d p r e s e r v e d by each diffeomorphism.
f 0 if x : 0
T(x)
{l/x} if x ~ 0}
- 1 [ 1 dx, A ~ [0,i).
m(A) log 2 l+x
20
(i.e., when can we consider them to be the same?) We look for invari-
~3. Recurrence
Let T be a m e a s u r e - p r e s e r v i n g transformation of a p r o b a b i l i t y
m(E 0 ) and,
m(~ E N) = m(E0).
N=0
Remark:
~4. Ergodicity
namely TIB and TIx\B. If 0 < m(B) < 1 this has simplified the
Definition 1.2:
or m(B) = i.
22
Theorem 1.3:
(i) T is ergodic.
B = fi 0 T-iB ~ B. Then
n=0 i=n
(2) = (3). Let m(A) > 0, m(B) > 0 and s u p p o s e (3) is false,
m(( 0 T-nA) 0 B) = 0.
n=l
Let A' = 0 T-nA. Then T - I A ' c A' and m(A') = m(T-IA'); so that
n=l
m ( T - I A ' A A ') = 0, and by (2) we h a v e m(A') = 0 or I. But T-IA cA'
(3). II
A characterization of e r g o d i c i t y in terms of f u n c t i o n s is g i v e n
by the f o l l o w i n g results.
23
Theorem 1.4:
(i) T is e r g o d i c .
f is c o n s t a n t a.e.
constant a.e.
constant a.e.
constant a.e.
separately. Define
We h a v e
m(X(k,n)) = 0 or i.
a.e.
Trivially we have (3) = (2) = (4), (5) = (4), and (3) ~ (5).
So it r e m a i n s to show:
m(E) = ] XEdm = 0 or i. //
Note:
Remark:
Examples:
0 or I.
root of unity.
b : 0, and so f is c o n s t a n t a.e. //
n
G is abelian.
f is c o n s t a n t a.e.
26
have y = i, and let foA = f with f E L2(m). Let f(x) have the
no roots of u n i t y as eigenvalues.
are ergodic.
ring R(G) has no finite orbit except the constant functions. The
field.
(a) T is ergodic.
(Note that conditions (i) and (it) reduce to the conditions given in
(3) and (4) in the special cases. The e q u i v a l e n c e of (a) and (b) was
mutes with A.
some n > 0, and by (i) yoA = y. But then (*) implies Yi(a) = 1
stant a.e.
(d) = (c) is t r i v i a l .
(ii). //
is e r g o d i c iff
other than i) as e i g e n v a i u e s ,
and (ii) [ a , B K n] = K n.
and since Ea(A NB) c E&AUEbB w e have m ( E a ( A N B)) < 2s, hence
Im(E) - m ( A N B) I < 2~
and
< 4s
shift is ergodic.
G. D. Birkhoff [i].
Note:
then f, _ 1 ~ f dm a.e.
m(X) J
Motivation:
n-i
i
lim ~ ~ f(Tl(x))
n~- i =0
1 IX f(x)dm.
m(X)
rem then asserts lim ~ f(Ttx)dt exists a.e. for f E L!(m) and
T~® 0
equals ~ 1 [
)X f dm in the emgodie case if the map (t,x) ~ Ttx .is
31
measurable.
aI a2
Suppose x = -- + + ... has a unique binary expansion. Then
2 V
T(x) = T + --~ + --~ + . . . . . + + ... Let f(x) :
2 V
X[½,1)(x). Then
1 iff ai+ I = i
f(Ti(x)) = f ( a i +a li + 2+2 7 + "'" ) = I
0 iff ai+ ! = 0
Hence, the number of l's in the first n digits of the dyadic ex-
n-i
pansion of x is ~- f(Ti(x)). Dividing both sides of this equality
i=0
by n and applying the ergodic theorem we see that
i n-li=0
[ f(Tlx)
• a. e .' I X [½,1)dm = ~i a.e.
(using the fact that the binary-rational points form a set of Lebesgue
measure zero). //
theorem.
32
Definition 1.3:
(UTf)(x) : f(T(x)).
then U T L ~ ( m ) c L~(m).
Then I fdm ~ 0.
{X:FN(X)>0}
= FN(X).
Remark:
preserving T.
Corollary 1.6:
1
Let T: X ~ X be measure-preserving. If g E LR(m) and
i n-i
B e = {x EX: sup ~ [ g(Tm(x)) > e}
n~l m=0
then
Proof: We first prove this result under the assumptions m(X) < ®
f g dm em(A 0 B ). //
AnB a
Proof of Birkhoff's Theorem: It suffices to prove the theorem
n-i
for f ( L (m). Let f~(x) : lim ~i ~ f(Ti(x)) and f,(x), :
n i:0
1 n-I
lim ~ ~ f(Ti(x)). We have f*oT = f*, f,oT = f, because if
n i:0
34
n-i
= i 2 f(Tlx)
• (n+l)
an(X) then --6-- an+l(X) - an (Tx) = f(x)
n" For real
i=0
numbers ~ < a, let
1 n-I
Ea, ~ N {x EX: sup ~ ~ f(Ti(x)) > a} : E .
hal i=0 a,~
We now prove that m(Ea, ~) < - so that we can apply Corollary 1.6.
IX Ifldm > am(C). Therefore m(C) _< [i IX Ifldm for every subset
of Ea, ~ with finite measure and hence m(Ea, ~) < ~. If a < 0 then
< 0 so we can apply the above with -f and -~ replacing f and
I f dm ~ ~m(E a ) (**)
E a,~ '~ "
35
~,~ rational
we have m{x: f,(x) < f*(x)} : O i.e., f*(x) : f (x) a.e. Therefore
i n-i
~ f(Ti(x)) converges a.e.
i=0
To show f* E Li(m) we use the part of Fatou's Lemma that says
for non-negative i~tegrable functions gn lim I gndm < " implies
lim gn is integrable. Let
i ln_1
gn(X) : ~ ~- fCTl(x))
i:O
Then
I
gndm =
I I 1 n-i
~
~ i:0
f(Ti(x) ) dm _< Iftdm
so that lim I gndm < "' and by Fatou's Lemma lim gn = If* is
integrab!e. Hence f~ is integrable.
Then
F
thus | f*dm ~ | fdm since m(X) < ®, Applying this to -f instead
JX
of f gives IX (-f)*dm E I - fdm i.e., -; f,dm ~ - ; fdm. Since
X X X
f, = f* a.e. we get that f f*dm a I fdm.
JX ~X
Hence, I f*dm : I fdm. //
Corollaries 1.5:
n-i
ni i__~
.= 0 ×A(Ti(x))×B ~ m(A)×B a.e.
i n-i
~- m(T-iA n B) ~ m(A)m(B).
i=0
n-i
(=) Let T-1E : E, E E B. Let A : B : E. Then 1 m(E)
(ii) __L
p Er$odic Theorem: (Von Neumann [i], [2])
Let i -< p < -. Let T be measure-preserving on the probability
space (X,B,m). If f E LP(m), 3 f* £ LP(m) ) f*oT : f* a.e.
n-i
and II~i ~.:0 f(Tix) f*(x) llp ~ 0.
37
Proef: If g
is bounded and measurable then g E L p V p and
n-i
by the ergodic theorem we have that 1 [ g(Tix) * g*(x) a.e.
n i=O
Clearly g* E L'(m) and hence g* ( L P ( m ) . Also,
g(Tix) - g, (x)
n-i ip
I ~1 ~ ~ 0 a.e. and by the bounded convergence
i:O
n-i
theorem, II~1 ~"=0 g(Tix) - g*(x)ilp ~ 0 i.e., V ~ > 0 3 N(~,g)
n-1 n+k-i
1 1
II ~-'=
±=~0 g(Tix) n+k i=0 g(Tix) II
P < •
n-i °
Let f E LP(m), and Mn(f)(x) = 1 i__~
0": f(TZx) We must show that
§6. Mixing
Definitions 1.4:
N-I
1 ~ Im(T-iA NB) - m(A)m(B)I ~ 0.
38
(ii) T is s t r o n g - m i x i n ~ if V A,B ~ B
m(T-NAnB) ~ m(A)m(B).
Note:
n-i 1
0 I " I n--
an ~ = ~ ~ fail ~ 0 = ~ ai ~ 0.
i:0 i-~-0":
(Put a = m ( T - n A N B) - m(A)m(B).)
n
(iii) An example of an ergodic T w h i c h is not w e a k - m i x i n g is given
~(X) with the "weak" t o p o l o g y (see Halmos [2])~ the class of weak-
properties on an algebra g e n e r a t i n g B.
T h e o r e m 1.7:
If T: X ~ X is m e a s u r e - p r e s e r v i n g and A is an algebra
generating B then
39
1 n-1
~ Im(T-iAAB) - m(A)m(B) I ~ O, and
i=O
and therefore
Hence
n-I
i 0K k1:~ m(T-kE nF - m(E)m(£) I
_<
i1 n-1
~ [m(T-kE NF) - m(T-kE0 NF0)] I
k:0
1 n-1
"+ ] ~- ~- m(T-kE 0 A F O) - m(Eo)m(F O) ]
k=O
1 n-1
+ I~ ~ m(Eo)m(F O) - m(Eo)m(F)I
k:O
n-1
1 ~
+ I~-k= ° mCEo)m(F ) _ m(E)m(F) I
1 n-i
-<26+ I ~ ~ m(T-kEo NF O) - m(Eo)m(F O)I + s + 6
k:O
for each n. (i) follows by the known behavior of the right hand side
40
of this inequality.
, 1 n-i
by leaving out ~ ~ " from the above inequalities, and then take
k:0
Cesaro averages of each side of (*).
Theorem 1.8:
cardinality (J n {O,l,...,n-l}) ) O,
n
(3) ~-
1 "= ~o
n-i
lail
2
-.,. o .
{0,1,...,n-l} N M.
1
(i) = (2). Let Jk : {n ~ Z+: lanl ~ ~} (k > 0). Then
! i
eJk+l (n) < ~ •
and therefore
i
Hence ~ ~j(n) ~ 0 as n ~ -, i.e., J has density zero. If
1
n > £k and n ~ J then n ~ Jk+l and therefore lanl < ~-~. Hence
lim lanl = 0.
Jinx®
K
< ~ ~j(n) + s < (K+I)~.
Corollary 1.8:
Remark:
Theorem 1.9:
measure-preserving. Then
! n-i
I (UTf,g) ~ (f,l)(l,g)
n i=0
n-i
1 ~ (UTf, f ) ~ (f,l)(l,f).
i=O
n-i
i E i(u f,g) - - o
n i:O
n-i
! ~ l(UTf,f) - (f,l)(l,f) I ~ 0
n i=0
n-i . i2
i (U~f,f ,l)(l,f) 0
i=O
Proof: Ca), Cb), and (c) are proved using similar methods. We
- (f,1)Cl,f)l <
n
÷ ICUSh,f)- (U h,h) l + (h.1)Cl,h)l
l(UT(f-h),f) ; + l(UTh,f-h) I
+ ~ + ICl,h) l l C h - f , 1 ) l + ICf,1)llCl,h-f~l
n
Therefore (UTf,f) ~ (f,l)(l,f) as n ~ ®.
= n
Ff {g ( L2(m): (UTf,g) ~ (f,l)(l,g)}
Hence Ff = L2(m). //
Definition 1.5:
rectangles.
Theorem I.I0:
If T is a m e a s u r e - p r e s e r v i n g transformation on a probability
(i) T is weak-mixing.
lim m ( T - n A n B) = m(A)m(B)
n~J1
n~
Then
= m(A)m(B)m(C)m(D)
: (mxm)(AxC)(mxm)(CxD).
Thus the proper relationship holds for rectangles and hence for finite
n-i = 1 n-i
n~ i=0
~ m ( T - i A n B) n ~0"= (m×m)((TxT)-i(AxX) n (BxX))
(m×m)(A~X)(m×m)(B×X) by (2)
= m(A)m(B).
Also
n-i ~2 1 n-i
1 [
n i=0
(m(T-iA n B), = X (mxm)((TxT)-l(AxA) n (BxB))
i=0
(mxm)(AxA)(m×m)(BxB) by (2)
: m(A)2m(B) 2
Thus
n-i
i_ Z {m(T-iA QB) -m(A)m(B)}
n i=0
n-I
{m(T-iAN B) 2 - 2 m ( T - i A n B)m(A)m(B) +m(A)2m(B) 2}
n i=0
2m(A)2m(B) 2 - 2m(A)2m(B) 2 = 0.
Definition 1.6:
Remarks:
eigenfunction.
D e f i n i t i o n 1.7:
e i g e n v a l u e and T is ergodic.
If T is an i n v e r t i b l e m e a s u r e - p r e s e r v i n g t r a n s f o r m a t i o n then
T h e o r e m i.ii:
If T is an invertible m e a s u r e - p r e s e r v i n g t r a n s f o r m a t i o n of a
spectrum.
n-i
i_Io
.: i - o
i.e.~
1 n-1
[ I(kif, f) I -* 0.
i:0
1 n-i
~- I(U~f,f) I2 ~ 0.
i:O
1 nil if kid~f(k)12 -~ 0.
i:O
We have
i n~l (I kid~f(k)
%1
i:O
if id f( )12 : ~ i=0
I k_id~f(k))
1 n-1
I _id~f (~) )
:
;f(inl i) ~ ~- (k~) d(~f×Zf)(k,~).
i=0
K×K
48
n i=0 (kr~)
Tioned in 21.
Examples:
then f(Tz) = f(az) : af(z) and f ~ constant. (This has used the
weak-mixing iff e r g o d i c .
lection
n
H 6 : {f 6 L2(m): (UAf,6) ~ (f,l)(l,5) }
l(UAf,6)i
n ~ n
I(uAf,5) (U~fk,6) I + l(UXfk,5)I
n
llf-fkll2116112 + l(UAfk,5) I (by the Schwarz inequality)
n
: IIf-fkIl2+ I(UAfk,6)l <
strong-mixing. //
(ii) [a,BG] = G.
UTOU ¢ : U¢oU A.
tions of part (c) of Theorem 1.9. But then UT satisfies these con-
n
I(UTT,7)I = l(7(a)7(Aa)...T(An-la)7,7)l : I1711~ : 1
§i. I s o m o r p h i s m of M e a s u r e - P r e s e r v i n g T r a n s f o r m a t i o n s
Examples:
with Borel sets and Lebesgue measure, and let T2: X ~ X be the
aI a2 a3
~(al'a2'a3'''') = -+-2 V + V + "'"
serves measure; we can check this out on dyadic intervals and then on
T2
X\D XkD
*I I ~ i:I onto
[0,1)\D2 S [0,1)\D 2
commutes.
o t h e r by an i n v e r t i b l e measure-preserving transformation.
Definition 2.1:
m l ( M I) = i, M 2 E B2, m 2 ( M 2) = i )
¢: M I ~ M 2 ) CTl(X) = T2¢(x) V x E M I.
Remarks :
(a) ~- is an e q u i v a l e n c e relation.
(b) T I ~- T 2 = T n~_
1 n
T2, V n> 0
TIM 1 = MI, T2M 2 = M2; we just take 5 TIMI, 5 T2M 2 as the new
sets.
53
Definition 2.2:
Definition 2.3:
Remarks:
Lebesgue space.
of T is a property of U T.
Definition 2.4:
(i) W is invertible
bert spaces.)
Remarks:
(i) Spectral isomorphism is an equivalence relation.
of @ guarantee this can be done. (a), (b), and (c) are proved by
VUT2 = UTIV.
Theorem 2.1:
and we see that V(×B2) takes 1 and 0 as its only values. Thus
= (V×B2,V×B2)~
~ = (×~(B2),X~(B2)). = ~I(~B2 ).
preserves complements.
Thus ~(B UC) = ~(B) U ~(C) and hence, (by induction) preserves all
57
finite unions.
Let BI,B2 , .... ~n'''" ( ~2' then
X ~ X a.e.
U
n ~i
i;1
iU__-lBi
X : X
i=i
~(iU=iBi) : iUl~Bi • //
Corollary 2.1:
If TI: X 1 ~ XI, T2: X 2 ~ X 2 are measure-preserving and if
Definition 2.5:
A property P of measure-preserving transformations is a
isomorphism
conjugacy invariant if the following holds:
spectral
58
isomorphic
Given T1 has P and T2 is conjugate to TI,
spectrally isomorphic
Note:
Theorem 2.2:
transformations:
(i) Ergodicity
(ii) Weak-mixing
(iii) Strong-mixing.
dimensional subspace.
is ergodic.
to show that
and since W sends the invariant functions for T2 onto those for
~5. Examples
= TI is conjugate to T2
= T1 is spectrally isomorphic to T2
measure spaces.
isomorphic.
spectrally isomorphic.
Chapter 4.)
(-i) ~ (-i), ! ~ i.
g0({Xn }) : 1
Note that
: xnl+l'Xn2+l'...'Xnr+l : gnl+!,n2+l,...,nr+l({Xn}),
that is,
U T g n l , . . . , n r : g n l + l , . . . , n r + 1.
n n
f0 ---I, {UTfl}n( Z , {UTf2}n( Z , ...
f0 ~ i
-2 -i 2
"''' UT f l ' UT f l ' f l ' UTfl' UTfl' "'"
(*)
-2 -I 2
"''' UT f2' UT f2' f2' UTf2' UTf2' "'"
• . . : :
Definition 2.6:
Remarks:
spectrally isomorphic.
n n(Z
f0 ~ i, {UTfj}j(Z+ for L2(X)
n n(Z
g0 ~ i, {Usgj}j(Z+ for L2(y)
n n
we define W: L2(y) ~ L2(X) by go ~ f0' Usgj ~ UTfj and extend by
linearity. Thus WU S : UTW and S and T are spectrally isomorphic.
(2) Using a similar method to the one used above for the (½,½)-shift
Theorem 2 . 3 :
orbits except for the orbit of the identity. (This is what the er-
in Halmos [2].
mations for which the conjugacy problem is solved and for which spec-
~i. Eisenfunctions
orthogonal.
stant.
T is ergodic.
mutually orthogonal.
countable.
Definition 3.1:
functions of T.
[i], 1942)
tf~L : Ig~i : i.
65
T h e o r e m 3.2:
(L,p).
m a x i m a l i t y of (L,p).
66
We now prove that (2) = (3). Let A denote the group of eigen-
and also
values.
By the previous Theorem 3.2 there exists a homomorphism ~: H ~ K
k ~ = ¢(fk)~(f~)fkf~
f'f* ¢(fkf~)fkf~
= r(k,~)¢(fk )r(k,~)fk~
: fek~"
Thus for all intents and purposes we can assume that fkf~ : fk~ and
gkg~ : gk~"
67
!
finite linear combination of g~ s converge to h in L2(m2) we ob-
bounded functions since this is also true for bounded h and any
all f in L2(ml ) . //
Corollary 3.3:
Example:
by fn(Z) : zn where n E Z.
form a basis for L2(K) we see that T is ergodic and has pure
68
point spectrum.
Theorem 3.3:
zCTg) : yCag) : y ( a ) y ( g ) .
§I. //
group.
the other case we shall need to use the character theory of groups
gives us that
~-bjkj(a)kj(g) ~ ~-bjkj(g)
so, bjkj(a)~ : bj. But ~]k'(a) : k.3 and therefore b.k.]] = bj. If
the same eigenvalues and both have pure point spectrum. Hence the
two such Transformations are conjugate. Also there are some simple
jugacy class.
Chapter 4: Entropy
Theory, and this has been The most successful invarianT so far. For
They had entropies log 2 and log 3 r e s p e c t i v e l y and hence are not
D e f i n i t i o n 4.1:
of B whose union is X.
sub-a-algebras of B.
Definition 4.2:
each e l e m e n t of ~ is a u n i o n of e l e m e n t s of ~.
Definition ~.3:
v N : {A i n Cj: 1 ~ i ~ n , 1 ~ j ~k}.
Suppose T: × ~ X is a m e a s u r e - p r e s e r v i n g transformation. If
Note: if n ~ 0
~ (T-nA) : T-n~ (A)
t
A(T-n~) = T-nA(~)
A c_ C = T-nA c_ T-nc.
72
D e f i n i t i o n 4.4:
92. Entropy
k
H(A) : H(~CA)) : - [ m ( A i) log mCAi),
i=l
Remarks:
come.
k
1 1
H(A) : - [ ~ log ~ : log k.
i=l
73
(3) H(A) ~ 0.
Suppose T: X ~ X is measure-preserving.
n-i
= lim ~1 H ( V T-iA),
n-~® i=0
Corollary 4.4) we will show that the above limit always exists.)
secutive days. h(T,A) is then the average information per day that
Remarks:
(5) h(T,A) a 0.
n-i n-i
(6) The elements of 5( V T-iA) = V ~(T-iA) are all the sets of
i:0 i:0
n-!
the form T-iA where ~(A) : {AI,...,Ak}.
i=0 mi
Remarks:
Theorem 4.1:
Entropy is a conjugacy invariant and hence an isomorphism invari-
ant.
n-i n-i
Thus, H( V TiiA I) = H( V T2iA 2) which implies that h(TI,A I)
i:0 i:0
h(T2,A 2) which in turn implies h(T I) >_ h(T2). By symmetry we then
Theorem 4.2:
The function ~: [0,-) ~ R defined by:
0 if x = 0
~(x) :
x.log x if x ~ 0
~+~ = i.
75
By i n d u c t i o n
k k
i=l i=l
k
if x. ( [0,'), ~. ~ 0, (~. : 1.
1 l i= 1 1
Proof:
~'(x) = log e + log x
x,y ~ 0 by continuity of ~. //
Corollary 4.2:
H(~) ~ log k. //
Combined with remark (2) this corollary shows that among all t h e
all the sets h a v e equal measure. This fits in w i t h our intuitive in-
terpretation of e n t r o p y .
76
k m(A i n C o ) m(A i N C o )
H(A/C) = - i m(Cj) [ log
j=l i=l m(Cj) m(Cj)
into adcount the size of Cj. (H(A/C) measures the average infor-
Remarks:
(i) H(A/C) a 0.
Theorem 4.3:
(ix) If T is m e a s u r e - p r e s e r v i n g then:
m(A i n cj N n k)
(i) H ( A v C/O) = - i,--,k
[j m(A i N Cj N D k) log
m(D k )
m(A iN Cj n D k) m(A iN C. N D k) m ( A iN D k)
But : ] unless m(A i N D k) = 0
m(Dk) m(AiN Dk) m(Dk)
and then the left hand side is zero and we need not consider it; and
therefore
78
m(A i N D k)
H(A v c/9) = - [_ m(A iA Cj N D k) log
i,j,k m(D k)
m(A i n D k)
= - [ m(A iA D k) log + H(C/A v 9)
i,k m(D k)
(iii) By (i)
(~
k
m(D k n c$)
m(Cj)
m(A i N D k) h
m(D k) /
~ ~
k
m(D k N C~)
m(Cj)
/m(A i N D k)
)
but since C ~ P the left hand side
m(A i N D k) m(A i N D k)
= ~- m(D k) log
i,k m(D k) m(D k)
79
or -H(AIC) ~ -H(AIO).
Theorem 4.4:
Then
_a.l -
an+km < _an
_ +
akm ~
an
- - +
ka m =
a n
- - +
a m
_ _ .
j n + km km km km km km m
aj a __ a. a
As j ~- then k ~- so lim < m and therefore lim --$- < i n f m
j m j m
a a. a. a.
But inf __m_m ~ l i m _ l so t h a t lim ._l exists and equals i n f _l. //
m j 3 j
Corollary 4.4:
n-i
If A c B then lim 1 H( V T-iA) exists.
n
n~® i=O
n-I
Proof: Let a = H( V T-iA) a O.
n i=O
80
n+m-i
an+ m : H( V T -iA)
i:0
m-i
= a + H( V T -iA) by (x) in T h e o r e m 4.3.
n i=O
: a + a
n m
n-I
Recall that h(T,A) : lim ~1 H( V T-iA).
n-~- i: 0
Theorem 4.5:
preserving. Then
m
h(T,A) : h(T, V TiA).
i:-m
Proof:
n-i n-i
(l) 1 H( V T-iA) -< i ~ H(T-iA) by (viii) of Theorem 4.3.
n i=0 n i=0
n-i
= ! T H(A) by (x) of T h e o r e m 4.3.
n i=0
= H(A).
81
n-i n-i
-< H( V T -iA) + H( V T-ic) by (viii) of Theorem 4.3.
i:0 i:0
(3) If A ~ C then
n-i n-i
V T -iA c_ V T -iC V n >_ i
i:0 i:0
n-i
-< Z H(T-iA/T-iC) by (v) of Theorem 4.3
i=0
n-i n-I
Thus, H( V T-iA) -< H( V T -iC) + nH(A/C).
i:0 i:0
k-1 m •
(5) h(T , TiA) = lim ~1 H( V T-j ( V TiA))
-m k -~- j=0 i = -m
m+k-i
1 H(
= lim ~ V T -iA)
k ~- -m
82
m+k-1 m m+k-i
H( V T-iA) = H( V T-iA v V T-iA)
-m -m m
m+k-i m m+k-i
: H( V T-iA) + H(( g T-iA)/( V T-iA))
m -m m
k-i m m+k-i
: H(V T-iA) + H(( V T-iA)/( V T-iA))
i=0 -m m
m m+k-1
! H ( ( V T-iA)/( V T-iA)) ~ 0 as k ~ -
k -m m
m re+k-1 m
But, ~I H(( V T-iA)/( V T-iA)) _< kl H( V T-iA) by (vi) of Theo-
-m m -m
Theorem 4.6:
n
h(T,A) : lim H(A/( V T-iA)).
n~ i:l
Proof: The limit exists since the right hand side is non-
n-i n-i j
H( V T-iA) = H(A) + [ H(A/( k/ T-iA)).
i=0 j=l i=l
n n n
H( V T-iA) : H ( V T-iA) + H ( A / ( V T-iA))
i:0 i:l i:l
n-1 n
= H( V T -iA) + H(A/( ~/ T-iA))
i=0 i=l
by (x) of Theorem 4.3
n j
: H(A) + ~ H(A/( V T-iA)). (*)
j=l i=l
Dividing the above by n and taking the limit the result follows,
using the fact that the Cesaro limit of a convergent sequence is the
ordinary limit. //
Remark:
n-i
1 H(V T -iA) decreases to h(T,A).
n i:0
n-1 n
Proof: By (~) H( V T-iA) >_ nH(A/( V T -iA)) using (v) of
i=0 i=l
Theorem 4.3. Hence
n-i n n-i
n[H( V T-iA) + H(A/( V T-iA))] -< (n+l)H( V T-iA)
i:0 i=l i=0
n n-1 •
ioeo nH( V T-iA) <_ (n+l)H( ~/ T-1A)°
i:0 i=0
Theorem 4.7:
(i) For m > 0, h(T m) : mh(T).
: mh(T,A) .
m-i
Thus, mh(T) : m • sup h(T,A) : sup h(T m , V T -iA)
A finite A i:0
m-i
Also, h(Tm, A) -< h( Tm , V T-iA) : mh(T,A) by (3) of Theorem 4.5 and
i:0
so, h(T m) _< mh(T). The result follows from these two inequalities.
(2) It suffices to show that h(T -I) = h(T); and all we need to show
n-i n-i
H( V TiA) = H(T-(n-l) V T iA) by (x) of Theorem 4.3
i:0 i=0
n-i
: H( V T-JA). //
j:O
Theorem 4.8:
m(C i )
which implies ~ < m(D i) and hence,
m(D i n c i)
Thus ~ I- 6
0"
m(D i )
(m(C~ n n i)
H(C/D) =- ~i m(Di)~j ¢\ m ( D . ) )
l
5
So m(CiADi) < O min m(C i) implies H(C/D) < s/2. If
2 l~i~r
5o
m(CiAD i) ~ -~- min m(C i) then this still holds and also m(Ci6D i) <
l~i~r
3
m(Ci)/4 which implies m(D i) > ~ m(C i) and hence
60 4 60
m(CiAD i) < -4-" 7 min m(Di) < T min m(Di).
l~i~r l~i~r
5o
m(CiAD i) _< -~- min m(C i) = ~.
l_<i<r
86
r-i
m(N) < r(r-l)k. Set D. = B.\N for 1 _< i < r and D = X ~ ~J D..
l l r i=l 1
{DI,...,D r } is a p a r t i t i o n of X and each D i £ B 0. If i < r then
r-I
However DrAC r c ~J (DiAC i) and therefore
i:l
Corollary 4.8.
C ~ V An then H(C/A n) ~ 0 as n ~ -.
n
value. The following is one of the main tools for calculating entropy.
87
h(T,C) e h(T,A).
m m
h(T,C) ~ h(T, V TiA) + H(C/ V TiA)
i=-m i=-m
m
: h(T,A) + H(C/ V TiA)
i: -m
Let A m : i:-m
V T iA. It suffices to show that H(C/A m) goes to zero
Theorem 4.10:
Corollary 4.10:
Proof: By T h e o r e m 4.10
h(T) = h(T,A)
n
: l i m H(A/ v T-iA) by T h e o r e m 4.6.
n~- i=l
n
But T-iA ~ T-IB : B. Let A = V T-iA ; then A1 c A 2 c ...
i:l n i:l
Remarks:
H(~) = - ~ m(Ai)log m ( A i)
i
(which m a y be infinite).
TnA(~) ~ B.
m( U {x ~ X: Tn(x) =x}) = 0.
nEZ
n~0
Theorem 4.12:
T has a finite g e n e r a t o r
= {A 1 .... ,An}.
of entropy.
90
Theorem 4.13:
H ( C / ~ 5 ) < 5.
Theorem 4.14:
h(T,C) ~ h(T,Ano).
gl
Theorem 4.15:
Let TO : U AlXk 2
AI~BI,A2~B2
finite
A 1 ~ B I, A 2 & B 2. Hence
n-i
H( V (TIXT2)-i(AIXA2))
i:0
n-1 n-i
: (cV T iAl X V T iA2 )
i:0 i:0
: - ~ (ml×m2)(Ck×Dj)'log (mlxm2)(CkXDj)
n-i
where the Ck are the members of ~( V TIiAI),
i:0
n-i
and the D4J are the members of ~( ~/ T2iA2 )
i:0
: _ [ ml(Ck)m2(Dj)'log(ml(Ck)m2(Dj))
n-i n-1
: H( V TliA I) + H( V T2iA2).
i:0 i:0
~6. Examples
h(T) = 0 by e x a m p l e (I).
r e m 4.15
n
h(T) : ~ h(T i) : 0.
i=l
i
(G/H) : finite group × Z n,
n
i
so G/H n = F n × K n
i
where Fn is a f i n i t e g r o u p and K n is a f i n i t e - d i m e n s i o n a l torus.
unions of cosets of H n.
Corollary:
entropy.
This follows from Theorem 3.4. (Actually we have shown the re-
sult only when L2(m) is separable since the above calculation was
all eigenvalues of the matrix [A] with absolute value greater than
one.
[l].
95
TiA = B.
k-i
l c ""Pi
io=...=in_l=O Pio n-1 )[log pl0. + ... + log Pin_l]
k-i
= - n [ Pi "l°g Pi"
i=0
96
k-i
Therefore, h(T) : h(T,A) : - [ p-.log~ Pi' //
i:0
Corollary :
cannot be conjugate.
k-i
- 5- Pi'l°g Pi"
i:0
The proof is very similar to the one in example (6) but Theorem 4.10
following:
(8) Let I = (0,i] with Borel sets and Lebesgue measure. Let
h(T) = ®.
Definition 4.5:
{an}i® ~ {bn}~, then T and S are not conjugate (in fact, they
the characters of K one can easily show that L2(m) has a basis of
Similarly L2(m) has a basis {gn } O {U~hq: j E Z, q > 0}. One then
(As general r e f e r e n c e s for this section see Shields [2] and Friedman
and Ornstein [2].)
D e f i n i t i o n 4.6:
(X,B,m) : IT (Y,F,~)
T is an i n v e r t i b l e m e a s u r e - p r e s e r v i n g t r a n s f o r m a t i o n and is called
(3) If T is a Bernoulli a u t o m o r p h i s m so is T 2.
99
Remark:
spaces) with the same entropy are conjugate; i.e., entropy is a com-
state spaces.)
[i] and by Blum and Hanson [i]. This result reduces the conjugacy
space.
Note:
3 a Bernoulli a u t o m o r p h i s m w i t h entropy x.
C o r o l l a r y 4.15:
of two B e r n o u l l i automorphisms.
are conjugate.
S×S is conjugate to T. //
a u t o m o r p h i s m is a Bernoulli automorphism).
Definition 4.7:
(i) K ~ TK.
(ii) V TnK ~ B.
n:0
Theorem 4.18:
0 • 1 •
(i) K = V TIG c V TIG = TK.
i=-® i=-®
n
(ii) ¢ TnK = V V TIG = ¢ TiG = B by definition of B.
n=0 n=0 i= . . . .
m(A) : 0 or i. Hence
T-nK o N /!
n=O
false by Ornstein.
following properties:
Corollary 4.19:
automorphisms.
Remarks:
section.
is a factor of T.
T h e o r e m 4.20: (Rohlin)
then
(gUTfn,UTf) = (g,UT(ffn)) = 0
so gUTf n ~ V. //
Corollary 4.20:
Remark:
entropy case).
Examples:
conjugate to Bernoulli automorphisms. Chu [1] and Lind [1] have in-
dimensional torus. Katznelson and Weiss [2] have also solved the
[Pl .... 'Pk][Pij ] : [P! .... 'Pk ]" (See Billingsley [i].) It is known
noulli automorphisms, but it has not yet been proved that the others
are.
N = 1 : x,y,z E R .
0
D = 1 n : m,n,p 6 Z .
0 !
I(
i x z i 2x+y z+x +xy+
0 1 y -~ 0 1 x+y
0 0 1 0 0 1
this is B e r n o u l l i .
107
Pinsker A l s e b r a
Let T be a m e a s u r e - p r e s e r v i n g t r a n s f o r m a t i o n of a p r o b a b i l i t y
Let
One can show that T-Ip(T) = P(T). One can also prove that if A
is a K - a u t o m o r p h i s m (by T h e o r e m 4.21).
If T is an i n v e r t i b l e m e a s u r e - p r e s e r v i n g t r a n s f o r m a t i o n with
L2(B) ~ L2(p(T)).
Corollary 4.22:
Lebesgue spectrum.
horocycle flows).
In the space of i n v e r t i b l e m e a s u r e - p r e s e r v i n g t r a n s f o r m a t i o n s of
Sequence E n t r o p y
transformation.
finite algebra A ¢ B.
to describe.
10g
Problem:
entropy and P has "large gaps" hp(T) will only give new informa-
~ii. Comments
have r e c e i v e d the most treatment. They are "opposites" from the point
other special cases. Sequence entropy may play a role in the isomor-
transformations are weak mixing, have zero entropy, but are not strong
mixing.
for all the usual ways of constructing new transformations from old
phism.
D e f i n i t i o n 4.8:
T: X ~ X is an exact e n d o m o r p h i s m if
A T-nB ° N ; i.e , B ° N
n:0
§0. Introduction
properties of m e a s u r e - p r e s e r v i n g transformations. In t o p o l o g i c a l
Theorem 5.0:
lent:
(i) X is metrizable.
Remarks:
it often shortens proofs and most applications are for metric spaces.
I13
for simplicity.
Examples:
(i) I on any X.
Ixn-ynJ
d({Xn},{Yn}) = n =-®
i 2 jnj The shift T ( T{x n} = {yn } with
{x n} + {yn } = {(Xn+Yn)mod(k)} ,
§i. Minimality
Definition 5.1:
T is m i n i m a l if V x £ X {Tnx: n E Z} is dense in X.
Theorem 5.1:
all of X. //
Definition 5.2:
Theorem 5.2:
Remark:
Definition 5.3:
period of x under T.
T h e o r e m 5.3:
constant on X.
space X. //
Remarks:
where.
not.
Examples:
ni ~ yx -I i.e.,
3 ni 9 a
n.
l
a -x ~ y
II
n.
T l(x) ~ y.
Therefore OT(X) is d e n s e in X. //
Definition 5.4:
T: X ~ X is t o p o l o g i c a l l y transitive if 3 x0 ~ X 9 OT(X 0)
is dense in X.
Note:
T minimal = T t o p o l o g i c a l l y transitive.
T h e o r e m 5.4:
(i) T is t o p o l o g i c a l l y transitive.
Tn(u) n V ~ 4.
Thus 0 Tnu N V ~ ¢.
Then OT(X) ~ X
3 n ~ 0T(X) N Un : 4
3 n ) Tm(x) £ X\U n V m ~ Z
118
3 n with x ~ 6 Tm(XkUn )
n:l m:-®
second category. //
sitive homeomorphisms.
Theorem 5.5:
tive.
n:l k=-- n
m( 6 Tk(X\Un)) : 0
Corollary 5.5:
iogicaily transitive.
(=) This proof is like the last part of the proof in example (5)
abelian. //
Theorem 5.6:
Remarks:
illustrate this:
Let X = K2x{0} U K 2 x { l ~ ( e , 0 )
(e~l)
cause A is ergodic, and these two constants must be the same because
n > i. //
X : ~J E , TE a = Ea and Ea closed
tive pieces, and then see if these pieces are also minimal.
a t o p o l o g i c a l l y t r a n s i t i v e h o m e o m o r p h i s m to be minimal.
Theorem 5.7:
= d(y,Tn(x0 )) + d ( T m ( x o ) , x )
< 2~.
Therefore OT(X) = X. //
Examples :
n. n.
1 i.e. a l
a .x 0 ~ y.x 0 , ~ y.
by C o r o l l a r y 5.5.
Definition 5.5:
Notes:
t o p o l o g i c a l l y transitive.
D e f i n i t i o n 5.6:
f a c o m p l e x - v a l u e d c o n t i n u o u s f u n c t i o n on X. We say that f is an
123
eigenfunction for T if 3 k E C )
Remarks:
Suppose T is t o p o l o g i c a l l y transitive.
If(x) l = c o n s t a n t . //
ly i n d e p e n d e n t in C(X).
n = l,...,k. Suppose V x ( X,
Hence
(
124
ii
I 1 1
kI k2 "'" kk)(a2f2.(x)) =
• ..
k-i k-i
kI k2 . . .
V x E X,
~ 1 then Ilh- i]I > 1/4. For then two eigenfunctions, with values
distance 1/4 apart and, since C(X) has a countable dense set,
Definition 5.7:
Note:
When T is topologically transitive and has topological discrete
discrete spectrum.
on X.
trum.
d(Tnx0,Tmx0,TPx0,Tqx0 ) : d(Tn+mx0,TP+qxG)
d(Tn+mx0,TP+mx0) + d(TP+mx0,TP+qx0)
: d(Tnx0,TPx 0) + d(Tmx0,Tqx0).
rotation by Tx 0 .
Iknfn(X) knfn(Y) I
Then d(Tx,Ty) = ~ = d(x,y).
n=l 2n
and c h o o s e N such t h a t
~. 2 <
n=N+l 2n 2
1
d(Xm'X) : i~--I V Ifi(Xm) - fi(x) l
N
-< L. ~ ' - + - -<
i=l 21 2 2
i.e., d(Xm,X) ~ 0. //
Remark:
If Tx = ax is a m i n i m a l rotation of a c o m p a c t m e t r i c abelian
each c o n t i n u o u s eigenfunction is an L 2 - e i g e n f u n c t i o n .
h a v e the same e i g e n v a l u e s .
Remark:
Theorem 5.10:
Therefore XkA E R.
S S
--< 2-- + = S
n:l 3 n 2
Therefore R is a ~-algebra.
Corollary 5.10:
Theorem 5.11:
Define f: X ~ R by
f(x) = I 0 if x ~ U
[ d(x,X\U)
d ( x , X \ U ) + d(x,C)
if x E U.
x ( X. Then,
J(f) : f d~
The next theorem expresses the fact that the unit ball in the
dual space of C(X) is weakly compact.
Theorem 5.13:
on X such that
IX f d~n"d ~~ IX
l f
, (i)
this manner, and for each i ~ i, construct a subsequence i~n } of
{bn} such that {~n(i)~; ~ i~~ n(i-l),~ & "'" ~ {~n(!)} g {~n} and so that
IX f a~n(n)
.
~ IX f d~. //
Corollary 5.13:
i:l 2ilifill
rise to the weak topology. The compactness follows from the previous
theorem. //
by T.
n-i
Jn(f) = ~1 i__~
.= 0 f(Ti(x))
I_..
-< "'211fll "~ 0 as j ~-
n.
3
we have IX foT d~ = IX f d ~
Theorem 5.15:
I fT d~n ~ I fT d~
H
Ifd~n -~ [fd~
so that ~ is T-invariant.
(2) is obvious.
set E such that T-IE : E a.e. and 0 < m(E) < i. Define measures
mI and m2 by
mlCB
). _ m(B N E) and m2tB
~ . , : m ( B N (X\E))
m(E) m(X\E)
and
m : zm I + (l-~)m 2
: i
dm
So, ml(E) : mI(T-IE) - - 1 dm(x)
T_IE dm
dml(
: IE d--~- T-Iy) dm(T-ly)
dm 1
= IE d-~--(T-ly) dm(y).
135
dml 1 dml
Therefore d--~--(T-y) : d--~--(y) a.e.(m) (by uniqueness of the Radon-
1 : ml(X) : IX k dm : k.m(X) : k.
Definition 5.8:
Remark:
Theorem 5.16:
also that T is not minimal, i.e., there exists a closed set K such
ergodic averages.
Theorem 5.17:
1 n~l
(2) V f E C(X), ~ i:0 f(Tlx) converges pointwise on X to a
constant.
1 n-i
~ .
f(Tlx) -~ I f dm.
n i=0
(4) T is u n i q u e l y ergodic.
n-i
k(f) = lim 1 ~ fTi(x).
n-~- n i:O
n-i
1
1 ~ Z fT1(x) I -< Ifl •
i:O
Also k(1) = I and f >_ 0 = k(f) >_ 0. Thus by the Riesz Representa-
m ( MT •
(3) = (4). Suppose that v ( M T. We have
n-i
1 [ fTl(x) ~ f* V x,
i=0
I f d~ : I fe d~ : fe : I f dm V f 6 C(X).
3 n > N and 3 xn ~ X 9
n-i
i ~0 1i~
.:
= gTi(xn ) - I g dm I -> e
n-i
1
Define Jn: C(X) ~ C by Jn(f) : ~ ~ fT1(Xn ). J satisfies the
i:0 n
conditions of the Riesz R e p r e s e n t a t i o n Theorem. Hence, Jn(f) = I f dlxn
for some Borel probability measure ~n" Moreover, there exists a sub-
Jni(f) : I f d~n"d ~ lI f
for all f E C(X) and for some Borel probability measure ~ (by
Theorem 5.13). Then
ni
IJni(fT) - Jni(f)l : n~i IfT (Xn')1 - f(Xn')ll
2JJfll
_~ n. ~ O,
l
so %hat I fT d~ : I f d~.
Examples:
Borel p r o b a b i l i t y measures.
minimal.
Proof: (=) follows from T h e o r e m 5.16 and the fact that Haar
measure is p o s i t i v e on o p e n sets.
abelian. If 1 ~ Y ( G then
n-i n-i
1 [ y(Tix): ~1 [ y(ai)T(x) _ y(x) (y(a) n -i) (] as n ~ ~
dense in C(X). //
c o n c e n t r a t e d at e.
rem 5.17 holds. This was done by Hahn and Parry [i]. //
Recent results of Jewett [i] and Krieger [i] imply that any
for the concept of unique ergodicity. Hahn and Katznelson [I] have
by e,~, . . . .
Definition 6.i:
Definition 6.2:
< ~, if e v e r y member of ~ is a s u b s e t of a m e m b e r of ~. In
Definition 6.3:
Note:
Definition 8.4:
Remarks:
(i) H(e) ~ 0.
by a s m a l l n u m b e r .
nality. Then
is a s u b c o v e r of e v 6 so, N (e v 6) ~ N(e)N(~). //
Theorem 6.1:
If = is an o p e n c o v e r of X and T: X ~ X is c o n t i n u o u s , then
By (i), a n ~ O, and
: a
n
+ a.
m
II
Definition 6.5:
Remarks:
h(T,a) ~ h(T,~).
Proof: By (4) we h a v e
n-i
~ H(T-I~)
i=0
n.H(=) by (5). //
Definition 6.5:
given by:
Remarks:
(8) h(T) ~ 0.
of t o p o l o g i c a l conjugacy.
Theorem 6.2:
for i = 1,2, and are topologically conjugate, then they have the
same entropy.
: lim .i
r H(¢-I v Til¢-la v ... v Ti(n-l)¢-la)
n
: h(Tl,¢-la).
Theorem 6.3:
h(T) : h(T-l).
Proof:
: h(T-l,s). //
Notation:
Con$ecture i:
T: X ~ X is a h o m e o m o r p h i s m p r e s e r v i n g m then
hm(T) ~ h(T).
rem 6.9.]
Conjecture 2:
(By T h e o r e m s 5.i0 and 5.14 we know that MT, the set of Borel meas-
Goodman [i] finally proved it. We can drop the condition of X being
Conjecture 3:
Conjecture 4:
Conjecture 5:
homeomorphisms of Y so t h a t
T(x,y) = (X,Tx(Y))
3 y E F such that
1
Set ST(S,K) : lim sup ~ log Sn(S,K).
Remarks:
spaces.
some e x p a n s i o n for T.
(3) The ideas for this d e f i n i t i o n come from the work of Kolmogorov
Then h(T,K) : lim iim sup ! [e-entropy of (K,Pn)]. (It follows from
S~O n ~
148
limit of ST(~,K) as ~ ~ 0.
Theorem 6.4:
ST(~I,K) ~ ST(¢2,K).
rn(~/2,K).
K, since if not 3 x E K
149
choice of E.
(ii) is obvious. //
Remarks:
1 1
log Sn (e,K) ~ lim sup ~ log Sn(e,K)
] ]
h(T,K) ~ h(T,X). //
Definition 6.7:
Theorem 6.5:
hd(T) = hd,(T).
rn(~2,K,d') ~ rn(e3,K,d).
If z I ~ 0, then g2 ~ 0, and ~3 ~ 0 so we h a v e
hd(T,K) = hd,(T,K). //
Remark:
is u n i f o r m l y continuous.
of d i a m e t e r ~ 5 lies in some m e m b e r of =.
i + ~ a.
d(y,x) _< d(y,Xni) + d(Xni ,x) ~ n i 2 <
Theorem 6.7:
n-i
x,y E (-] T-JA. x,y ~ E
j :0 ~j
Theorem 6.8:
I m
log rn(z,K,Tm) ~ ~-~ log rmn(~,K,T)
m'hd(T,K) ~ hd(Tm,K).
rn(e,KlXK2,TlXT2) ~ rn(e,Ki,Tl)'rn(s,K2,T 2)
which implies
Therefore
hd(TlxT2,K) ~ hd(TI×T2,KIXK2).
Therefore
= sup hd(TIXT2,KI×K2 )
KIgX I
K2~X 2
cpt.
: hdl(T I) + hd2(T2).
8 = min(81/2,62/2). Therefore
Sn(5,Xl×X2 ) ~ Sn(81/2,Xl)'Sn(82/2,X 2)
1
h(Tl×T 2) _> lim sup ~ log Sn(6,Xl×X2 )
n~-
= h(Tl,a I) + h(T2,~2).
Remarks:
not.) However, on compact spaces h(T) = h(T -I) (Theorem 8.3). This
finite-dimensional torus.
h (T) ~ h(T).
m
Pl Pl +I P2 P2 +I
(x I ..... Xk): 2-~ ~ x ! < 2q ' 2-~ ~ x 2 < - - 2 q '
Pk Pk +I
where
2"--~"~ xk < 2q
max d(TJx,TJy) ~ 5,
Osj~n-i
n-i
U n : {(i 0 .... ,in_l): N T-JAi. @ ¢}
j=0 ]
1
Thus, hm(T,~ q) _< log 2k + lim ~ log rn(8,Kk)
n
= log 2 k + rT(6,K k)
n-I
D (x,e,T) : ~ T-kB (Tkx).
n k:0 e
= T-l(Tx.A-kB $ (e))
: x.(A-(k+l)B (e)).
g
n-i
Hence, Dn(X,s,T) = x • ~ A-kB (e) : x'D (e,e,A).
k=0 n
n-i
Thus, m(k=0
~ T-kAik) -< m(Dn(e'e'A)) and taking logs we see that
n
T m(N T-kAik) log m ( N T - k A i k )
i0,. • • ,in_l--i
n
m(~ T-kA. ) log m(Dn(e,e,A))
i0,...,in_l:l ik
= log m(Dn(e,s,A)).
1
Thus, hm(T) >_ hm(T,~) : lim ~ H(~ v ... vT-(n-l)~)
n
1
>- lim sup [- ~ log m(Dn(e,~,A))] .
n
1
hm(T) ~ lim lim sup [- ~ log m(Dn(e,s,A))] .
~0 n
Sn(S,X).m(Dn(e,~/2,A)) e i
and so s (~,X)
n
m(Dn(e,¢/2,A))
1
Therefore ST(S,X) _< !im sup [- n log m(Dn(e,~/2,A))]
n
1
h(T) : hd(T,X) ~ lim lim sup [- ~ log m ( D n ( e , z / 2 , A ) ) ]
hm(T).
1
Thus, hm(T) = h(T) = lim lim sup [- ~ log m(Dn(e,z~A))].
~0 n
ent of a. //
Note:
The formula
1
h(T) = lim lim sup [- ~ log m(Dn(e,~,A) )]
~0 n
A(x + Z n) = [A].x + Z n x ~ R n,
metric d on Rn/z n by
161
The next theorem deals with such a situation and asserts that
Theorem 6.11:
ha(T) = h~(T).
ameter < 6 is of this form. Let ~ > 0 be such that ~ < 5 and
i0+l i0+l • .
d(T ~(x),T .(y)) : d(T10+Ix,T10+ly) > e.
Sn(S,K,T) ~ Sn(~,~(K),T).
s (~,~(~),T)
n _< s
n (~,~,~).
By remark (3) of §2
h~(T) : hd(T). //
d
Corollary 6.11:
Theorem 6.12:
by a n o r m on R p. Then:
then
re(K)
i.e., r (~,K)
n m(Dn(0,s,A))
m ( B g (0))
But, m(D (0,s,A)) ~ m(A-(n-l)B (0)) =
n s idet A i n - i
16~
1
so t h a t ~A(~,K) >_ l i m ~ [log Idet AI n-I - l o g m ( B (0))]
8
n
P
I 1 - { ( x I ..... Xp) E RP: Ixil _ 1 V i}.
for 0 ~ i ~ n-l.
1
rA(~,K) : lim ~ log rn(¢,K)
n
: p log lIAll.
1 max
_< -- {0 , p log llAnll}
n
Therefore
Remark:
If A: Rp ~ Rp is l i n e a r and the m e t r i c p is d e t e r m i n e d by a
1
norm then hp(A) = lim lim sup [- ~ log m ( D n ( 0 , ~ , A ) ) ] where m is
8~0 n~=
166
n-I
Lebesgue measure on Rp and D (0,s,A) :~ A-IB (0).
n i:0
1
hp(A) e lim lim sup [- ~ log m(Dn(0,~,A))]. Let K be the p-cube
~0 n~® q
in Rp with center 0 and side length 2q. If E is an (n,s)-
Sn(g/2,Kq)-m(Dn(0,s/2,A)) ~ (q+2~) p
and hence 1
SA(S/2,Kq) -< lim sup [- ~ m(Dn(0,~/2,A))].
n-~
Theorem 6.13:
norm. Then
R p : E 1 @ ... @ E k
A = A I @ ... • A k
k
and hp(A) ~ [ h (A i)
i=l P
rem 6.12
k
hp(A) ~ i=l~ max {0 , dim E..l log ~i }
: K log J~iJ"
J~i1>l
than one and A2 : AIF 2 has eigenvalues with absolute value less than
i
Therefore lim sup [- : m(D n (0 's,A)] > log - ]det All = ~ log Ikil.
n~- Ixil>1
Therefore
T h e o r e m 6.14:
Note:
case). The above proof is due to Bowen. This formula for the entropy
95. Expansive H o m e o m o r p h i s m s
morphism.
D e f i n i t i o n 6.8:
Theorem 6.15:
: {BI,...,Bs} ,
T-n~i c_ 6 T-nBjn
-~ n -~
on X.
Theorem 6.16:
-j ~ i ~ j with xj,yj E A
i:-j
T-IA. ..
],l
We can s u p p o s e that x. ~ x~
]
yj ~ y since X is c o m p a c t , and h e n c e x ~ y. Consider the sets
x,y E 5 T -n~
n
Lebesgue number for 5. Choose e > 0 such that d(x;y) < ~ implies
• Tiy) < 8
d(Tlx, for -N ~ i ~ N. Hence if d(x,y) < ~ and Ill N N
N
x,y ~ ~ T-IA.. //
-N 1
Theorem 6.17:
If a is a g e n e r a t o r for T then
h(T) : h(T,e).
N
h(T,~) _< h ( T , V T-no)
-N
n-1 N
: lim 1H(V T-i( V T-na))
k-~® i:0 -N
N+k-I
= lim 1 H( V T-no)
k~® -N
2N+k-i
= lim 1 H( V T-na)
2N+k-i
= lim 2N+k-i 1 H( V T-no)
k 2N+k-i
: h(T,a).
h(T) = h(T,a). //
Remark:
Definition 6.10:
constant for T.
Remark:
diagonal.
T h e o r e m 6.18:
ator.
Therefore = is a generator.
x,y ~ 6 T-nA
n
Corollary 6.18:
a vT-I= v ... v T - ( k - l ) ~
173
also a g e n e r a t o r for T.
(3) is trivial. //
for e x p a n s i v e homeomorphisms.
Theorem 6.19:
= {Cl,...,Cs}
measure.
V TnA(~) : 8. //
retic generators.
Examples:
of modulus i.
of modulus i.
morphism of Kn.)
x = (...,i_2,i_l,i0,il,i2,...).
IXn - ynl
d({Xn}, {Yn})
n=--
~ 2 Inj
IXn0 - Yn0 I ~ 1.
Remarks:
with
T
X ,X
Y ,Y
S
expansive.
¢: A ~ K \ { a n , - a n : n E Z}
means that anx and any belong to the same element of the cover for
of a s u b s e t of a t w o - s i d e d shift.
Theorem 6.20:
Xk = ~{0,1,...,k-l}
,a(y) : T~(y) y E 8.
177
follows:
T h e o r e m 6.21:
where A. E e j = O,...,k-l.
]
178
x E T k ' i ( A 0 N T A 1 Q ... N T k - I A k _ l ) V i,
x = fi Tk'i(A0 N TA1 N . . . n T k - l A k _ l ).
The c o n v e r s e is t r i v i a l . //
of Tn .
Corollary 6.21:
bers, then
Theorem 6.22:
If T is e x p a n s i v e , then
n-I
Proof: Let a be a g e n e r a t o r for T. Each e l e m e n t of V T-la
0
contains at m o s t one p o i n t f i x e d by T n, since if Tnx = x, Tny = y
179
n-I °
and x,y ~ ~ T-IA. then
i=0 3i
x,y ¢ 6
k:--
T-nk(Aj0 n T-IAjl n ... n T-(n-I)A.
]n-i
)
1
SO~ lim ~ log Nn(T) _< h(T,~) : h(T).
n-~
: 1 7F (~?- :71
i
= 1 n
1 iog iiXn - i I K [log Ikil + log Ii - k:nl]
1 ×n-ll ~ 0.
Problem:
that T is an a x i o m A* h o m e o m o r p h i s m .
Proposition:
one map.
as e i g e n v a l u e s . )
181
Since [B] has integer entries, the Ei have rational entries. Each
(3) I with the j-th row replaced by j-th row + c(k-th row), c E Q.
r
b' : ~[ leilnldet Ell
i=l
r r
: ~[ let In -~ Idet Ell
i=l i=l
r
: ~- leiln}det [B]I.
i=l
r
But, also b' : -~ let In" b
i=l
b = ldet [B]I. //
Note that
phisms. Manning [i] has shown this to be the case for axiom A diffeo-
is finite-dimensional.
95. Examples
(i) Isometrics have zero entropy. This is clear from Bowen's defi-
We estimate rn(s,K).
they determine. Add points to this set so that the new intervals
3 y ~ F
max •
d(Tlx ,Tiy) ~ s.
O~i~n-2
max d(Tlx,Tly) ~ s.
0~i~n-2
d(Tlx,Tlz) ~ ~ V i, 0 ~ i ~ n-l.
n([i/~] + i).
1
Therefore, rT(~,K) : lim ~ log rn(~,K) : 0,
so, h(T) = 0. //
Corollary:
phism of K. //
(4) If T: M m ~ M m is a d i f f e r e n t i a b l e map of an m - d i m e n s i o n a l
--~--
Bibliography
R. Abraham:
R. L. Adler:
H. Anzai:
K. Berg:
[i] Convolution of invariant measures, maximal entropy,
Mathematical Systems Theory, vol. 3, pp. 146-150, 1969.
P. Billingsley:
G. D. Birkhoff:
R. Bowen :
R. V. Chacon:
[I] Change of velocity in flows, Journal of Mathematics and
Mechanics, vol. 16, pp. 417-431, 1966.
Hsin- Chu:
J. P. Conze:
[1] Entropie des flots et des transformations affine sur les
espaces homogenes, Compte Rendu, vol. 270, pp. 547-548,
1970.
E. I. Dinaberg:
[i] The relation between topological entropy and metric entropy,
Doklady Akademii Nauk SSSR, vol. 190, 1970 (Russian),
Soviet Mathematics, vol. ii, pp. 13-16, 1970 (English).
[2] A connection between various entropy characterizations of
dynamical systems, Izvestija Akademii Nauk SSSR, Serija
Matematiceskaja, vol. 35, pp. 324-368, 1971 (Russian).
R. Ellis:
[I] Lectures on Topological Dynamics, Benjamin, 1969.
N. A. Friedman:
[i] Introduction Er~odic Theory, Van Nostrand, 1970.
H. Furstenberg:
T. N. T. Goodman:
L. W. Goodwyn:
W. H. Gottschalk:
[i] Bibliography for Dynamical Topology, fourth edition,
Wesleyan University, 1969.
C. Grillenberger:
[i] Constructions of strictly ergodic systems I, II, Zeit-
schrift f~r Wahrscheinlichkeitstheorie, vol. 25, pp. 323-
334, 1973.
F. Hahn:
P. R. Halmos:
[i] Measure Theory, Van Nostrand, 1950.
E. Hopf:
K. Jacobs:
R. Jewett:
S. A. Juzvinskii:
S. Kakutani:
[i] Induced measure preserving transformations, Proceedings of
the Imperial Academy of Tokyo, vol. 19, pp. 635-641, 1943.
[2] Examples of ergodic measure preserving transformations
which are weakly mixing but not strongly mixing, Recent
Advances in Topological Dynamics, Springer Lecture Notes,
no. 318, pp. 143-149, 1973.
Y. Katznelson:
[i] Ergodic automorphisms of T n are Bernoulli shifts, Israel
Journal of Mathematics, vol. 10, pp. 186-195, 1971.
191
J. L. Kelley:
A. I. Khinchin:
A. N. Kolmogorov:
W. Krieger:
A. G. Kushnirenko:
D. A. Lind:
G. W. Mackey:
A. Manning:
L. Markus:
L. D. Meshalkin:
J. yon Neumann:
D. Newton:
[I] On sequence entropy I, II, Mathematical Systems Theory,
vol. 4, pp. 119-128, 1970.
193
Z. Nitecki:
D. S. Ornstein:
J. C. Oxtoby:
[i] Ergodic sets, Bulletin of the American Mathematical Societ~
vol. 58, pp. 116-136, 1952.
194
W. Parry:
M. S. Pinsker:
[I] Dynamical systems with completely positive and zero
entropy, Doklady Akad. Nauk SSSR, vo!. 133, pp. 1025-1026,
1960 (Russian), Soviet Mathematics Doklady, vol. i,
pp. 937-938, 1960 (English).
L. S. Pontrjagin:
[I] Topological Groups, Gordon and Breach, 1968.
W. Reddy:
V. A. Rohlin:
[i] A general measure-preserving transformation is not mixing,
Doklady Akademii Nauk, vol. 60, pp. 349-351, 1948.
D. Ruelle:
P. C. Shields:
C. P. Simon:
Ja. G. Sinai:
S. Sma!e:
[i] Differentiable dynamical systems, Bulletin of the American
Mathematical Society, vol. 73, pp. 747-817, 1967.
M. Smordinsky:
[i] On Ornstein's isomorphism theorem for Bernoulli shifts,
Advances in Mathematics, vo!. i0, pp. 1-9, 1973.
[2] Er~odic Theory~ Entropy, Springer Lecture Notes, no. 214,
1971.
B. Weiss:
[i] The isomorphism problem in ergodic theory, Bulletin of the
American Mathematical Society, vol. 78, pp. 668-684, 1972.
Index
affine transformation 18
aperiodic 89
character theory lO
complete invariant 96
completely positive entropy 104
conditional entropy 76
conjugate transformations 53
continuous spectrum 46
generator, measure-theoretic 88
topological 168
•Haar measure
Hahn-Kolmogorov Extension Theorem
Hilbert spaces
induced operator on L p 32
invariant 57
invariant measures for homeomorphisms 128
isomorphism 52
nilmanifold 106
non-invertible transformation 110
normal number 31
orbit 113
partitions 70
periodic point 115
Pinsker algebra 107
Poinca~e Recurrence Theorem 20
p u r e p o i n t spectrum 64
recurrence 20
refinement of open covers 140
Riesz Representation Theorem 130
rotations on groups 67
Manuscripts
Manuscripts should comprise not less than 100 pages.
They are reproduced by a photographic process and therefore must be typed with extreme care. Symbols
not on the typewriter should be inserted by hand in indelible black ink. Corrections to the typescript
should be made by pasting the amended text over the old one, or by obliterating errors with white cor-
recting fluid. Authors receive 75 free copies and are free to use the material in other publications. The
typescript is reduced slightly in size during reproduction; best results will not be obtained unless the
text on any one page is kept within the overall limit of 18 x 26.5 cm (7 x 10V2 inches). The publishers
will be pleased to supply on request special stati~)nerywith the typing area outlined.
Manuscripts in English, German or French should be sent to Prof. A. Dold, Mathematisches Institut der
Universit~t Heidelberg, 69 Heidelberg/Germany, Tiergartenstra6e, Prof. B. Eckmann, EidgenOssische
Technische Hochschule, CH-8006 ZL~rich/Switzerland, or directly to Springer-Verlag Heidelberg.
ISBN 3-540-07163-6
ISBN 0-387-07163-6