Math 2.0

Dynamical systems and ergodic theory Definition

Kolmogorov automorphism

Builds on Probability spaceMeasure-preserving transformationSigma-algebraKolmogorov–Sinai entropyKolmogorov's zero–one law

Definition

Let (X,ℬ,μ)(X, \mathcal{B}, \mu) be a probability space and let T ⁣:X→XT \colon X \to X be an invertible measure-preserving transformation whose inverse is also measure-preserving. For a sub-σ-algebra 𝒦⊆ℬ\mathcal{K} \subseteq \mathcal{B} and n∈ℤn \in \Z, let Tn𝒦={TnA:A∈𝒦}T^n \mathcal{K} = \set{T^n A : A \in \mathcal{K}}. The map TT is a Kolmogorov automorphism, or K-automorphism, if there is a sub-σ-algebra 𝒦\mathcal{K} such that:

  1. T𝒦⊆𝒦T \mathcal{K} \subseteq \mathcal{K}.
  2. The σ-algebra generated by ⋃n≥0T−n𝒦\bigcup_{n \ge 0} T^{-n} \mathcal{K} is ℬ\mathcal{B}, up to sets of measure 00.
  3. Every set in ⋂n≥0Tn𝒦\bigcap_{n \ge 0} T^{n} \mathcal{K} has measure 00 or 11.

Remarks

Example: let X={0,1}ℤX = \set{0, 1}^{\Z} with the product of the measures giving weight 1/21/2 to each symbol, and TT the left shift, (Tx)n=xn+1(Tx)_n = x_{n+1}. Let 𝒦\mathcal{K} be generated by the coordinates xmx_m with m≤0m \le 0. Then Tn𝒦T^{n} \mathcal{K} is generated by the xmx_m with m≤−nm \le -n, for every n∈ℤn \in \Z. So clause 1 holds, the T−n𝒦T^{-n}\mathcal{K} for n≥0n \ge 0 together generate all coordinates (clause 2), and clause 3 is Kolmogorov's zero–one law for the independent coordinates.

Non-example: an irrational rotation x↦x+α mod 1x \mapsto x + \alpha \bmod 1 is not a K-automorphism. A K-automorphism has positive Kolmogorov–Sinai entropy unless the space is trivial, and the rotation has entropy 00.

On a standard probability space, TT is a K-automorphism if and only if every nontrivial factor of TT has positive entropy.

Reading path

To understand this page from the ground up, read these 49 pages in order. The foundations come first.

  1. Construction of the reals from Cauchy sequences concept
  2. Element definition
  3. Integers object
  4. Kolmogorov–Sinai entropy concept
  5. Measure-preserving transformation concept
  6. Ordered field definition
  7. Probability space concept
  8. Proposition concept
  9. Random experiment concept
  10. Rational numbers object
  11. Real numbers object
  12. Sigma-algebra concept
  13. Set definition
  14. Ring of integers statement
  15. Disjunction definition
  16. Implication definition
  17. Predicate definition
  18. Ordered pair definition
  19. Union definition
  20. Existential quantifier definition
  21. Sample space definition
  22. Universal quantifier definition
  23. The rationals form a field statement
  24. Cartesian product definition
  25. Subset definition
  26. Uniqueness quantifier definition
  27. The rationals form an ordered field statement
  28. Binary relation definition
  29. Universal set definition
  30. Power set definition
  31. Order on the reals definition
  32. Complement definition
  33. Function definition
  34. Interval definition
  35. Sigma-algebra definition
  36. Preimage of a set definition
  37. Event definition
  38. Borel sigma-algebra definition
  39. Probability axioms concept
  40. Probability measure definition
  41. Probability space definition
  42. Conditional probability definition
  43. Random variable definition
  44. Independence of two events definition
  45. Mutual independence of events definition
  46. Independent sigma-algebras definition
  47. Independence of random variables definition
  48. Kolmogorov's zero–one law statement
  49. Kolmogorov automorphism definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Kolmogorov_automorphism
About this page
Tag8SFZYANHNC
URIm2://8SFZYANHNC
Kinddefinition
WritingW0 stub
MSC37A25, 37A35, 28D05
DefinesKolmogorov automorphism
UsesProbability space, Measure-preserving transformation, Sigma-algebra, Kolmogorov–Sinai entropy, Kolmogorov's zero–one law

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