Dynamical systems and ergodic theory Definition
Kolmogorov automorphism
Builds on Probability spaceMeasure-preserving transformationSigma-algebraKolmogorov–Sinai entropyKolmogorov's zero–one law
Definition
Let be a probability space and let be an invertible measure-preserving transformation whose inverse is also measure-preserving. For a sub-σ-algebra and , let . The map is a Kolmogorov automorphism, or K-automorphism, if there is a sub-σ-algebra such that:
- .
- The σ-algebra generated by is , up to sets of measure .
- Every set in has measure or .
Remarks
Example: let with the product of the measures giving weight to each symbol, and the left shift, . Let be generated by the coordinates with . Then is generated by the with , for every . So clause 1 holds, the for together generate all coordinates (clause 2), and clause 3 is Kolmogorov's zero–one law for the independent coordinates.
Non-example: an irrational rotation is not a K-automorphism. A K-automorphism has positive Kolmogorov–Sinai entropy unless the space is trivial, and the rotation has entropy .
On a standard probability space, is a K-automorphism if and only if every nontrivial factor of has positive entropy.
Reading path
To understand this page from the ground up, read these 49 pages in order. The foundations come first.
- Construction of the reals from Cauchy sequences concept
- Element definition
- Integers object
- Kolmogorov–Sinai entropy concept
- Measure-preserving transformation concept
- Ordered field definition
- Probability space concept
- Proposition concept
- Random experiment concept
- Rational numbers object
- Real numbers object
- Sigma-algebra concept
- Set definition
- Ring of integers statement
- Disjunction definition
- Implication definition
- Predicate definition
- Ordered pair definition
- Union definition
- Existential quantifier definition
- Sample space definition
- Universal quantifier definition
- The rationals form a field statement
- Cartesian product definition
- Subset definition
- Uniqueness quantifier definition
- The rationals form an ordered field statement
- Binary relation definition
- Universal set definition
- Power set definition
- Order on the reals definition
- Complement definition
- Function definition
- Interval definition
- Sigma-algebra definition
- Preimage of a set definition
- Event definition
- Borel sigma-algebra definition
- Probability axioms concept
- Probability measure definition
- Probability space definition
- Conditional probability definition
- Random variable definition
- Independence of two events definition
- Mutual independence of events definition
- Independent sigma-algebras definition
- Independence of random variables definition
- Kolmogorov's zero–one law statement
- Kolmogorov automorphism definition
Further reading
About this page
| Tag | 8SFZYANHNC |
|---|---|
| URI | m2://8SFZYANHNC |
| Kind | definition |
| Writing | W0 stub |
| MSC | 37A25, 37A35, 28D05 |
| Defines | Kolmogorov automorphism |
| Uses | Probability space, Measure-preserving transformation, Sigma-algebra, Kolmogorov–Sinai entropy, Kolmogorov's zero–one law |
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