Dominated Pesin theory: convex sum of hyperbolic measures

In the uniformly hyperbolic setting it is well known that the set of all measures supported on periodic orbits is dense in the convex space of all invariant measures. In this paper we consider the converse question, in the non-uniformly hyperbolic setting: assuming that some ergodic measure converges to a convex combination of hyperbolic ergodic measures, what can we deduce about the initial measures?To every hyperbolic measure μ whose stable/unstable Oseledets splitting is dominated we associate canonically a unique class H(μ) of periodic orbits for the homoclinic relation, called its intersection class. In a dominated setting, we prove that a measure for which almost every measure in its ergodic decomposition is hyperbolic with the same index, such as the dominated splitting, is accumulated by ergodic measures if, and only if, almost all such ergodic measures have a common intersection class.We provide examples which indicate the importance of the domination assumption.     

Rényi entropies of aperiodic dynamical systems

In this paper we continue the study of Rényi entropies of measure-preserving transformations started in [22]. We have established there that for ergodic transformations with positive entropy, the Rényi entropies of orderq, q ∈ ℝ, are equal to either plus infinity (q < 1), or to the measure-theoretic (Kolmogorov-Sinai) entropy (q ≥ 1). The answer for non-ergodic transformations is different: the Rényi entropies of orderq > 1 are equal to the essential infimum of the measure-theoretic entropies of measures forming the decomposition into ergodic components. Thus, it is possible that the Rényi entropies of orderq > 1 are strictly smaller than the measure-theoretic entropy, which is the average value of entropies of ergodic components. This result is a bit surprising: the Rényi entropies are metric invariants, which are sensitive to ergodicity. The proof of the described result is based on the construction of partitions with independent iterates. However, these partitions are obtained in different ways depending onq: forq > 1 we use a version of the well-known Sinai theorem on Bernoulli factors for the non-ergodic transformations; forq < 1 we use the notion of collections of independent sets in Rokhlin-Halmos towers and their properties.     

Ergodic decomposition

Ergodic systems, being indecomposable are important part of the study of dynamical systems but if a system is not ergodic, it is natural to ask the following question:

Is it possible to split it into ergodic systems in such a way that the study of the former reduces to the study of latter ones?

Also, it will be interesting to see if the latter ones inherit some properties of the former one. This document answers this question for measurable maps defined on complete separable metric spaces with Borel probability measure, using the Rokhlin Disintegration Theorem.     

Conditional computability of real functions with respect to a class of operators

For any class of operators which transform unary total functions in the set of natural numbers into functions of the same kind, we define what it means for a real function to be uniformly computable or conditionally computable with respect to this class. These two computability notions are natural generalizations of certain notions introduced in a previous paper co-authored by Andreas Weiermann and in another previous paper by the same authors, respectively. Under certain weak assumptions about the class in question, we show that conditional computability is preserved by substitution, that all conditionally computable real functions are locally uniformly computable, and that the ones with compact domains are uniformly computable. The introduced notions have some similarity with the uniform computability and its non-uniform extension considered by Katrin Tent and Martin Ziegler, however, there are also essential differences between the conditional computability and the non-uniform computability in question.     

A generalized real-valued measure of the inequality associated with a fuzzy random variable

Fuzzy random variables have been introduced by Puri and Ralescu as an extension of random sets. In this paper, we first introduce a real-valued generalized measure of the “relative variation” (or inequality) associated with a fuzzy random variable. This measure is inspired in Csiszár's f-divergence, and extends to fuzzy random variables many well-known inequality indices. To guarantee certain relevant properties of this measure, we have to distinguish two main families of measures which will be characterized. Then, the fundamental properties are derived, and an outstanding measure in each family is separately examined on the basis of an additive decomposition property and an additive decomposability one. Finally, two examples illustrate the application of the study in this paper.     

On measures ergodic with respect to an analytic equivalence relation

In this paper, we prove that the set of probability measures which are ergodic with respect to an analytic equivalence relation is an analytic set. This is obtained by approximating analytic equivalence relations by measures, and is used to give an elementary proof of an ergodic decomposition theorem of Kechris.

     

On a family of singular measures related to Minkowski's?(x) function

In the present paper we are investigating a certain point measure of a distribution function arising in a paper by Grabner et al. [Combinatorica 22 (2002) 245-267]. This distribution function is defined by means of the subtractive Euclidean algorithm and bears a striking resemblance to the singular?(x)-function of H. Minkowski. Beyond it, we will also consider a whole family of distribution functions arising in a natural way from the above ones. Nevertheless we will prove that all of the corresponding measures of the mentioned functions are mutually singular by using dynamical systems and the ergodic theorem.     

Ergodicity of Rokhlin cocycles

We develop a general study of ergodic properties of extensions of measure preserving dynamical systems. These extensions are given by cocycles (called here Rokhlin cocycles) taking values in the group of automorphisms of a measure space which represents the fibers. We use two different approaches in order to study ergodic properties of such extensions. The first approach is based on properties of mildly mixing group actions and the notion of complementary algebra. The second approach is based on spectral theory of unitary representations of locally compact Abelian groups and the theory of cocycles taking values in such groups. Finally, we examine the structure of self-joinings of extensions. We partially answer a question of Rudolph on lifting mixing (and multiple mixing) property to extensions and answer negatively a question of Robinson on lifting Bernoulli property. We also shed new light on some earlier results of Glasner and Weiss on the class of automorphisms disjoint from all weakly mixing transformations. Answering a question asked by Thouvenot we establish a relative version of the Foiaş—Stratila theorem on Gaussian—Kronecker dynamical systems. Research partially supported by KBN grant 2 P03A 002 14 (1998).     

Quasi-likelihood analysis and its applications

The Ibragimov–Khasminskii theory established a scheme that gives asymptotic properties of the likelihood estimators through the convergence of the likelihood ratio random field. This scheme is extending to various nonlinear stochastic processes, combined with a polynomial type large deviation inequality proved for a general locally asymptotically quadratic quasi-likelihood random field. We give an overview of the quasi-likelihood analysis and its applications to ergodic/non-ergodic statistics for stochastic processes.

     

A characterization for a complete random normed module to be mean ergodic

In this paper, we first study the mean ergodicity of random linear operators using some techniques of measure theory and L ⁰-convex analysis. Then, based on this, we give a characterization for a complete random normed module to be mean ergodic.     

An Ergodic Decomposition Defined by Regular Jointly Measurable Markov Semigroups on Polish Spaces

For a regular jointly measurable Markov semigroup on the space of finite Borel measures on a Polish space we give a Yosida-type decomposition of the state space, which yields a parametrisation of the ergodic probability measures associated to this semigroup in terms of subsets of the state space. In this way we extend results by Costa and Dufour (J. Appl. Probab. 43:767?C781, 2006). As a consequence we obtain an integral decomposition of every invariant probability measure in terms of the ergodic probability measures. Our approach is completely centered around the reduction to and relationship with the case of a single regular Markov operator associated to the Markov semigroup, the resolvent operator, which enables us to fully exploit results in that situation (Worm and Hille in Ergod. Theory Dyn. Syst. 31(2):571?C597, 2011).     

Reinforced Random Walks and Adic Transformations

To a given finite graph we associate three kinds of adic, or Bratteli–Vershik, systems: stationary, symbol-count, and reinforced. We give conditions for the natural walk measure to be adic-invariant and identify the ergodic adic-invariant measures for some classes of examples. If the walk measure is adic-invariant, we relate its ergodic decomposition to the vector of limiting edge traversal frequencies. For some particular nonsimple reinforcement schemes, we calculate the density function of the edge traversal frequencies explicitly.     

A non-ergodic probabilistic cellular automaton with a unique invariant measure

We exhibit a Probabilistic Cellular Automaton (PCA) on {0,1}^Z with a neighborhood of size 2 which is non-ergodic although it has a unique invariant measure. This answers by the negative an old open question on whether uniqueness of the invariant measure implies ergodicity for a PCA.     

Hamiltonian loops from the ergodic point of view

Let G be the group of Hamiltonian diffeomorphisms of a closed symplectic manifold Y. A loop h:S¹→G is called strictly ergodic if for some irrational number α the associated skew product map T:S¹×Y→S¹×Y defined by T(t,y)=(t+α,h(t)y) is strictly ergodic. In the present paper we address the following question. Which elements of the fundamental group of G can be represented by strictly ergodic loops? We prove existence of contractible strictly ergodic loops for a wide class of symplectic manifolds (for instance for simply connected ones). Further, we find a restriction on the homotopy classes of smooth strictly ergodic loops in the framework of Hofer’s bi-invariant geometry on G. Namely, we prove that their asymptotic Hofer’s norm must vanish. This result provides a link between ergodic theory and symplectic topology. Received July 7, 1998 / final version received September 14, 1998     

Speed of stability for birth-death processes

This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or to have general killings. At the beginning stage, this paper is concentrated on the birth-death processes. According to the classification of the boundaries, there are four cases plus one more having general killings. In each case, some dual variational formulas for the convergence rate are presented, from which, the criterion for the positivity of the rate and an approximating procedure of estimating the rate are deduced. As the first step of the approximation, the ratio of the resulting bounds is usually no more than 2. The criteria as well as basic estimates for more general types of stability are also presented. Even though the paper contributes mainly to the non-ergodic case, there are some improvements in the ergodic one. To illustrate the power of the results, a large number of examples are included.     

Ergodic properties for some non-expanding non-reversible systems

We study several properties of invariant measures obtained from preimages, for non-invertible maps on fractal sets which model non-reversible dynamical systems. We give two ways to describe the distribution of all preimages for endomorphisms which are not necessarily expanding on a basic set Λ. We give a topological dynamics condition which guarantees that the corresponding measures converge to a unique conformal ergodic borelian measure; this helps in estimating the unstable dimension a.e. with respect to this measure with the help of Lyapunov exponents. When there exist negative Lyapunov exponents of this limit measure, we study the conditional probabilities induced on the non-uniform local stable manifolds by the limit measure, and also its pointwise dimension on stable manifolds.     

Geometry and dynamics of admissible metrics in measure spaces

We study a wide class of metrics in a Lebesgue space, namely the class of so-called admissible metrics. We consider the cone of admissible metrics, introduce a special norm in it, prove compactness criteria, define the ?-entropy of a measure space with an admissible metric, etc. These notions and related results are applied to the theory of transformations with invariant measure; namely, we study the asymptotic properties of orbits in the cone of admissible metrics with respect to a given transformation or a group of transformations. The main result of this paper is a new discreteness criterion for the spectrum of an ergodic transformation: we prove that the spectrum is discrete if and only if the ?-entropy of the averages of some (and hence any) admissible metric over its trajectory is uniformly bounded.     

L 2-Decay rate for non-ergodic Jackson network

We establish the additive theorem of L^2-decay rate for multi- dimensional Markov process with independent marginal processes. Using this and the decomposition method, we obtain explicit upper and lower bounds for decay rate of non-ergodic Jackson network. In some cases, we get the exact decay rate.     

Robust Weak Ergodicity And Stable Ergodicity

In this paper, we define robust weak ergodicity and study the relation between robust weak ergodicity and stable ergodicity for conservative partially hyperbolic systems. We prove that a C^r(r > 1) conservative partially hyperbolic diffeomorphism is stably ergodic if it is robustly weakly ergodic and has positive (or negative) central exponents on a positive measure set. Furthermore, if the condition of robust weak ergodicity is replaced by weak ergodicity, then the diffeomophism is an almost stably ergodic system. Additionally, we show in dimension three, a C^r(r > 1) conservative partially hyperbolic diffeomorphism can be approximated by stably ergodic systems if it is robustly weakly ergodic and robustly has non-zero central exponents.     

Deviation property of periodic measures in C 1 non-uniformly hyperbolic systems with limit domination

In a C1 non-uniformly hyperbolic systems with limit domination, we consider the periodic measures that supported on the Pesin set and keep a distance at least δ to a hyperbolic ergodic measure μ given before. And then, we bound from top the exponential growth rate of such periodic measures by the supremum of measure theoretic entropy on a closed set.