Math 2.0

Dynamical systems and ergodic theory Ergodic theory Theorem

Halmos–von Neumann theorem

Builds on Standard probability spaceMeasure-preserving transformationErgodic transformationKoopman operatorSpectral theory of dynamical systemsEigenvalueHaar measure

Statement

Let TT on (X,μ)(X, \mu) and SS on (Y,ν)(Y, \nu) be invertible ergodic measure-preserving transformations of standard probability spaces, with measurable inverses. Assume both have discrete spectrum, in the sense of the spectral theory of dynamical systems. This means that L2L^2 has an orthonormal basis of eigenvectors of the Koopman operator. Let Λ(T)⊆ℂ\Lambda(T) \subseteq \C be the set of eigenvalues of the Koopman operator UTU_T of TT.

  1. TT and SS are isomorphic if and only if Λ(T)=Λ(S)\Lambda(T) = \Lambda(S).
  2. Λ(T)\Lambda(T) is a countable subgroup of the unit circle. Moreover, TT is isomorphic to a rotation x↦x+ax \mapsto x + a of a compact metrizable abelian group KK with its Haar measure, where {na:n∈ℤ}\set{na : n \in \Z} is dense in KK.

Remarks

Here isomorphic means conjugate by a measure-preserving bijection defined up to null sets. For part 1, ergodicity makes every eigenvalue simple and every eigenfunction of constant modulus, so a product of eigenfunctions is again an eigenfunction and Λ(T)\Lambda(T) is a group. Choose for each λ∈Λ(T)\lambda \in \Lambda(T) an eigenfunction fλf_\lambda of modulus 11; the products fλfλ′f_\lambda f_{\lambda'} and fλλ′f_{\lambda \lambda'} differ by constants. The proof adjusts these constants, which is possible because the circle group is divisible. It then matches the eigenfunctions of TT and SS to build a unitary map that preserves products, and such a map comes from an isomorphism of the spaces. For part 2, KK is the Pontryagin dual of Λ(T)\Lambda(T) with the discrete topology, and aa is the inclusion character. Example: for an irrational α\alpha, the rotation x↦x+α mod 1x \mapsto x + \alpha \bmod 1 has Λ={e2πikα:k∈ℤ}\Lambda = \set{e^{2\pi i k \alpha} : k \in \Z}. So two irrational rotations by α\alpha and β\beta are isomorphic exactly when β=±α mod 1\beta = \pm \alpha \bmod 1. Without the discrete spectrum hypothesis the eigenvalues do not determine the system: all weakly mixing systems have Λ={1}\Lambda = \set{1}.

Going deeper

For a student

This is the first complete classification theorem in ergodic theory, obtained by Halmos and von Neumann in 1942. It shows the power of spectral methods in the class where the spectrum is discrete, and it is the model case for the spectral theory of dynamical systems. For systems with continuous spectrum spectral invariants are far from complete, which motivated the search for other invariants such as the Kolmogorov–Sinai entropy.

Reading path

To understand this page from the ground up, read these 8 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Eigenvalue concept
  2. Ergodic transformation concept
  3. Haar measure concept
  4. Koopman operator concept
  5. Measure-preserving transformation concept
  6. Spectral theory of dynamical systems concept
  7. Standard probability space concept
  8. Halmos–von Neumann theorem statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Measure-preserving_dynamical_system
About this page
TagAS18AWFXSB
URIm2://AS18AWFXSB
Kindstatement, theorem
WritingW0 stub
MSC37A30, 37A35, 37A05
StatusThis copy of the site has no build data. Run m2 status AS18AWFXSB.
AboutSpectral theory of dynamical systems
UsesStandard probability space, Measure-preserving transformation, Ergodic transformation, Koopman operator, Spectral theory of dynamical systems, Eigenvalue, Haar measure

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