Coarse-grained entropy in dynamical systems

Let M be the phase space of a physical system. Consider the dynamics, determined by the invertible map T: M → M, preserving the measure µ on M. Let ν be another measure on M, dν = ρdµ. Gibbs introduced the quantity s(ρ) = ?∝ρ log ρdµ as an analog of the thermodynamical entropy. We consider a modification of the Gibbs (fine-grained) entropy the so called coarse-grained entropy. First we obtain a formula for the difference between the coarse-grained and Gibbs entropy. The main term of the difference is expressed by a functional usually referenced to as the Fisher information. Then we consider the behavior of the coarse-grained entropy as a function of time. The dynamics transforms ν in the following way: ν → ν _n , dν _n = ρ ○ T ^?n dµ. Hence, we obtain the sequence of densities ρ _n = ρ ○ T ^?n and the corresponding values of the Gibbs and the coarse-grained entropy. We show that while the Gibbs entropy remains constant, the coarse-grained entropy has a tendency to a growth and this growth is determined by dynamical properties of the map T. Finally, we give numerical calculation of the coarse-grained entropy as a function of time for systems with various dynamical properties: integrable, chaotic and with mixed dynamics and compare these calculation with theoretical statements.     

Equivalent boundedness of Marcinkiewicz integrals on non-homogeneous metric measure spaces

Let(X,d,μ)be a metric measure space satisfying the upper doubling condition and the geometrically doubling condition in the sense of Hyto¨nen.We prove that the L p(μ)-boundedness with p∈(1,∞)of the Marcinkiewicz integral is equivalent to either of its boundedness from L1(μ)into L1,∞(μ)or from the atomic Hardy space H1(μ)into L1(μ).Moreover,we show that,if the Marcinkiewicz integral is bounded from H1(μ)into L1(μ),then it is also bounded from L∞(μ)into the space RBLO(μ)(the regularized BLO),which is a proper subset of RBMO(μ)(the regularized BMO)and,conversely,if the Marcinkiewicz integral is bounded from L∞b(μ)(the set of all L∞(μ)functions with bounded support)into the space RBMO(μ),then it is also bounded from the finite atomic Hardy space H1,∞fin(μ)into L1(μ).These results essentially improve the known results even for non-doubling measures.     

Θ-type Calderón-Zygmund operators with non-doubling measures

Let µ be a Radon measure on ? ^d which may be non-doubling. The only condition that µ must satisfy is µ(B(x, r)) ≤ Cr ⁿ for all x∈? ^d , r > 0 and for some fixed 0 < n ≤ d. In this paper, under this assumption, we prove that θ-type Calderón-Zygmund operator which is bounded on L ²(µ) is also bounded from L ^∞(µ) into RBMO(µ) and from H _atb ^1,∞ (µ) into L ¹(µ). According to the interpolation theorem introduced by Tolsa, the L ^p (µ)-boundedness (1 < p < ∞) is established for θ-type Calderón-Zygmund operators. Via a sharp maximal operator, it is shown that commutators and multilinear commutators of θ-type Calderón-Zygmund operator with RBMO(µ) function are bounded on L ^p (µ) (1 < p < ∞).     

A local version of Hardy spaces associated with operators on metric spaces

Let(X,d,μ) be a metric measure space endowed with a distance d and a nonnegative Borel doubling measure μ.Let L be a second order self-adjoint positive operator on L2(X).Assume that the semigroup e tL generated by L satisfies the Gaussian upper bounds on L 2(X).In this article we study a local version of Hardy space h1L(X) associated with L in terms of the area function characterization,and prove their atomic characters.Furthermore,we introduce a Moser type local boundedness condition for L,and then we apply this condition to show that the space h1L(X) can be characterized in terms of the Littlewood-Paley function.Finally,a broad class of applications of these results is described.     

Recurrence in unipotent groups and ergodic nonabelian group extensions

LetT be a measure-preserving and ergodic transformation of a standard probability space (X,S, μ) and letf:X → SUT _d (ℝ) be a Borel map into the group of unipotent upper triangulard ×d matrices. We modify an argument in [12] to obtain a sufficient condition for the recurrence of the random walk defined byf, in terms of the asymptotic behaviour of the distributions of the suitably scaled mapsf(n,x)=(fT ⁿ⁻¹·fT ⁿ⁻²…fT·f). We give examples of recurrent cocycles with values in the continuous Heisenberg group H₁(ℝ)=SUT₃(ℝ), and we use a recurrent cocycle to construct an ergodic skew-product extension of an irrational rotation by the discrete Heisenberg group H₁(ℤ)=SUT₃(ℤ). The author was partially supported by the FWF research project P16004-MAT.     

Global Hölder estimates for optimal transportation

We generalize the well-known result due to Caffarelli concerning Lipschitz estimates for the optimal transportation T of logarithmically concave probability measures. Suppose that T: ? ^d → ? ^d is the optimal transportation mapping µ = e ^?V dx to ν = e ^?W dx. Suppose that the second difference-differential V is estimated from above by a power function and that the modulus of convexity W is estimated from below by the function A _q |x|^1+q , q ≥ 1. We prove that, under these assumptions, the mapping T is globally Hölder with the Hölder constant independent of the dimension. In addition, we study the optimal mapping T of a measure µ to Lebesgue measure on a convex bounded set K ? ? ^d . We obtain estimates of the Lipschitz constant of the mapping T in terms of d, diam(K), and DV, D ² V.     

Tame division algebras of prime period over function fields of p-adic curves

Let F be a field finitely generated and of transcendence degree one over a p-adic field, and let ? ≠ p be a prime. Results of Merkurjev and Saltman show that H²(F, µ_?) is generated by ?/?-cyclic classes. We prove the “?/?-length” in H²(F, µ_?) is less than the ?-Brauer dimension, which Salt-man showed to be three. It follows that all F-division algebras of period ? are crossed products, either cyclic (by Saltman’s cyclicity result) or tensor products of two cyclic F-division algebras. Our result was originally proved by Suresh when F contains the ?-th roots of unity µ_?.     

On the equivalence of the centered Gaussian measure in L 2 with the correlation operator (−d 2/dx 2)−1 and the conditional Wiener measure

Let w and µ be respectively the conditional Wiener measure in C ₀([0, 1]) and the centered Gaussian measure in L ₂[0, 1] with the correlation operator (?d ²/dx ²)^?1. We prove the equivalence of these two measures in the following sense: for any Borel set A ? L ₂[0, 1] the set A ∩ C ₀([0, 1]) is a Borel subset of C ₀([0, 1]) and µ(A) = w(A∩C ₀([0, 1])).     

Patterson-Sullivan-type measures on Riccati foliations with quasi-Fuchsian holonomy

We consider Riccati foliations ?_ρ with hyperbolic leaves, over a finite hyperbolic Riemann Surface S, constructed by suspending a representation ρ: π ₁(S) → PSL(2,?) in a quasi-Fuchsian group. The foliated geodesic flow has a repeller-attractor dynamic with generic statistics µ⁺ and µ^? for positive and negative times, respectively. These measures have a common projection to a harmonic measure μ_ρ for the Riccati foliation. We describe μ _ρ ⁺ , μ _ρ ^- and μ_ρ in terms of the Patterson-Sullivan construction, and we show that the measures μ_ρ provide examples of the conformal harmonic measures introduced by M. Brunella.     

Asymptotic behavior of a stochastic growth process associated with a system of interacting branching random walksComportement asymptotique d'un processus stochastique de croissance associé à un système de marches aléatoires en interaction

We study a continuous time growth process on $\text{Z}{}^{\mathrm{d}}$ (d?1) associated to the following interacting particle system: initially there is only one simple symmetric continuous time random walk of total jump rate one located at the origin; then, whenever a random walk visits a site still unvisited by any other random walk, it creates a new independent random walk starting from that site. Let us call P_d the law of such a process and S⁰_d(t) the set of sites, visited by all walks by time t. We prove that there exists a bounded, non-empty, convex set $\text{C}{}_{\mathrm{d}}\text{?}\text{R}{}^{\mathrm{d}}$, such that for every ε>0, P_d-a.s. eventually in t, the set S_d⁰(t) is within an ε neighborhood of the set [C_dt], where for $\text{A?}\text{R}{}^{\mathrm{d}}$ we define $\text{[A]:=A∩}\text{Z}{}^{\mathrm{d}}$. Moreover, for d large enough, the set C_d is not a ball under the Euclidean norm. We also show that the empirical density of particles within S_d⁰(t) converges weakly to a product Poisson measure of parameter one. To cite this article: A.F. Ram??rez, V. Sidoravicius, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 821–826.     

Multidimensional Renewal Theory in the Non-Centered Case. Application to Strongly Ergodic Markov Chains

Let (S _n ) _n?≥?0 be a ? ^d -valued random walk (d?≥?2). Using Babillot’s method (Babillot, Ann Inst Henri Poincaré, B, Tome 24(4):507–569, 1988), we give general conditions on the characteristic function of S _n under which (S _n ) _n?≥?0 satisfies the same renewal theorem as in the independent case (i.e. the same conclusion as in the case when the increments of (S _n ) _n?≥?0 are assumed to be independent and identically distributed). This statement is applied to additive functionals of strongly ergodic Markov chains under the non-lattice condition and (almost) optimal moment conditions.     

On a method for computing waveguide scattering matrices in the presence of point spectrum

A waveguide occupies a domain G in ? ⁿ⁺¹, n ? 1, having several cylindrical outlets to infinity. The waveguide is described by a general elliptic boundary value problem that is self-adjoint with respect to the Green formula and contains a spectral parameter µ. As an approximation to a row of the scattering matrix S(µ) we suggest a minimizer of a quadratic functional J ^R (·, µ). To construct such a functional, we solve an auxiliary boundary value problem in the bounded domain obtained by cutting off, at a distance R, the waveguide outlets to infinity. It is proved that, if a finite interval [µ₁, µ₂] of the continuous spectrum contains no thresholds, then, as R → ∞, the minimizer tends to the row of the scattering matrix at an exponential rate uniformly with respect to µ ∈ [µ₁, µ₂]. The interval may contain some waveguide eigenvalues whose eigenfunctions exponentially decay at infinity.     

Geometric ergodicity of Harris recurrent Marcov chains with applications to renewal theory

Let (X_n) be a positive recurrent Harris chain on a general state space, with invariant probability measure π. We give necessary and sufficient conditions for the geometric convergence of λPⁿf towards its limit π(f), and show that when such convergence happens it is, in fact, uniform over f and in L¹(π)-norm. As a corollary we obtain that, when (Xn) is geometrically ergodic, ∝ π(dx)6Pⁿ(x,·)-π6 converges to zero geometrically fast. We also characterize the geometric ergodicity of (X_n) in terms of hitting time distributions. We show that here the so-called small sets act like individual points of a countable state space chain. We give a test function criterion for geometric ergodicity and apply it to random walks on the positive half line. We apply these results to non-singular renewal processes on [0,∞) providing a probabilistic approach to the exponencial convergence of renewal measures.     

Probability and Fourier Duality for Affine Iterated Function Systems

Let d be a positive integer, and let μ be a finite measure on ? ^d . In this paper we ask when it is possible to find a subset Λ in ? ^d such that the corresponding complex exponential functions e _λ indexed by Λ are orthogonal and total in L ²(μ). If this happens, we say that (μ,Λ) is a spectral pair. This is a Fourier duality, and the x-variable for the L ²(μ)-functions is one side in the duality, while the points in Λ is the other. Stated this way, the framework is too wide, and we shall restrict attention to measures μ which come with an intrinsic scaling symmetry built in and specified by a finite and prescribed system of contractive affine mappings in ? ^d ; an affine iterated function system (IFS). This setting allows us to generate candidates for spectral pairs in such a way that the sets on both sides of the Fourier duality are generated by suitably chosen affine IFSs. For a given affine setup, we spell out the appropriate duality conditions that the two dual IFS-systems must have. Our condition is stated in terms of certain complex Hadamard matrices. Our main results give two ways of building higher dimensional spectral pairs from combinatorial algebra and spectral theory applied to lower dimensional systems.     

Point processes in general position

The aim of this note is to introduce for point processes in ? ^d the notions general position and reinforced general position, and to characterize these processes. As a consequence we show that Poisson processes P _ρ with an infinite intensity measures ρ are in general position iff ρ is diffuse in the sense that any affine subspace of dimension d ? 1 is a ρ-nullset. Moreover, P _ρ is in reinforced general position iff in addition any (d ? 1)-sphere is a ρ-nullset.     

Fixed points and iterations of mean-type mappings

Let (X, d) be a metric space and T: X → X a continuous map. If the sequence (T ⁿ ) _n∈? of iterates of T is pointwise convergent in X, then for any x ∈ X, the limit $$\mu _T (x) = \mathop {\lim }\limits_{n \to \infty } T^n (x)$$ is a fixed point of T. The problem of determining the form of µ _T leads to the invariance equation µ _T ○ T = µ _T , which is difficult to solve in general if the set of fixed points of T is not a singleton. We consider this problem assuming that X = I ^p , where I is a real interval, p ≥ 2 a fixed positive integer and T is the mean-type mapping M =(M ₁,...,M _p ) of I ^p . In this paper we give the explicit forms of µ_M for some classes of mean-type mappings. In particular, the classical Pythagorean harmony proportion can be interpreted as an important invariance equality. Some applications are presented. We show that, in general, the mean-type mappings are not non-expansive.     

Random matrix models of stochastic integral type for free infinitely divisible distributions

The Bercovici-Pata bijection maps the set of classical infinitely divisible distributions to the set of free infinitely divisible distributions. The purpose of this work is to study random matrix models for free infinitely divisible distributions under this bijection. First, we find a specific form of the polar decomposition for the Lévy measures of the random matrix models considered in Benaych-Georges [6] who introduced the models through their laws. Second, random matrix models for free infinitely divisible distributions are built consisting of infinitely divisible matrix stochastic integrals whenever their corresponding classical infinitely divisible distributions admit stochastic integral representations. These random matrix models are realizations of random matrices given by stochastic integrals with respect to matrix-valued Lévy processes. Examples of these random matrix models for several classes of free infinitely divisible distributions are given. In particular, it is shown that any free selfdecomposable infinitely divisible distribution has a random matrix model of Ornstein-Uhlenbeck type ?? ₀ ^?? e ^?1 d?? _t ^d , d ?? 1, where ?? _t ^d is a d × d matrix-valued Lévy process satisfying an I _log condition.     

Root Sublattices and Torus-Restriction of Prehomogeneous Vector Spaces Associated with Dynkin Quivers

For a Dynkin quiver Γ with r vertices, a subset S of the vertices of Γ, and an r-tuple d = (d⁽¹⁾, d⁽²⁾,…, d^(r)) of positive integers, we define a “torus-restricted” representation (G_S, R _d (Γ)) in natural way. Here we put G_S = G₁ × G₂ × … ×G_r, where each G_i is either SL(d⁽ⁱ⁾) or GL(d⁽ⁱ⁾) according to S containing i or not. In this paper, for a prescribed torus-restriction S, we give a necessary and sufficient condition on d that R _d (Γ) has only finitely many G_S-orbits. This can be paraphrased as a condition whether or not d is contained in a certain lattice spanned by positive roots of Γ. We also discuss the prehomogeneity of (G_S, R _d (Γ)).     

Hitting times with taboo for a random walk

For a symmetric homogeneous and irreducible random walk on the d-dimensional integer lattice, which have a finite variance of jumps, we study passage times (taking values in [0,??]) determined by a starting point x, a hitting state y, and a taboo state z. We find the probability that these passage times are finite, and study the distribution tail. In particular, it turns out that, for the above-mentioned random walks on ? ^d except for a simple random walk on ?, the order of the distribution tail decrease is specified by dimension d only. In contrast, for a simple random walk on ?, the asymptotic properties of hitting times with taboo essentially depend on mutual location of the points x, y, and z. These problems originated in recent study of a branching random walk on ? ^d with a single source of branching.     

Universally L 1 good sequences with gaps tending to infinity

We construct a sequence (n _k ) such that n _{k + 1} − n _k → ∞ and for any ergodic dynamical system (X, Σ, μ, T) and f ε L ¹(μ) the averages converge to ∝ _X f dμ for μ almost every x. Since the above sequence is of zero Banach density this disproves a conjecture of J. Rosenblatt and M. Wierdl about the nonexistence of such sequences. Research supported by the Hungarian National Foundation for Scientific research T049727.