Math 2.0

Dynamical systems and ergodic theory Ergodic theory Lemma

Rokhlin lemma

Builds on Standard probability spaceMeasure-preserving transformation

Statement

Let (X,ℬ,μ)(X, \mathcal{B}, \mu) be a standard probability space and let T ⁣:X→XT \colon X \to X be an invertible measure-preserving transformation with measurable inverse. Assume that TT is aperiodic: for every n≥1n \ge 1, the set {x∈X:Tnx=x}\set{x \in X : T^n x = x} has measure 00. Then for every integer n≥1n \ge 1 and every ε>0\varepsilon > 0 there is a set B∈ℬB \in \mathcal{B} such that:

  1. the sets B,TB,T2B,…,Tn−1BB, TB, T^2B, \dots, T^{n-1}B are pairwise disjoint, and
  2. μ(B∪TB∪⋯∪Tn−1B)>1−ε\mu(B \cup TB \cup \cdots \cup T^{n-1}B) > 1 - \varepsilon.

Remarks

The sets B,TB,…,Tn−1BB, TB, \dots, T^{n-1}B form a Rokhlin tower of height nn with base BB, and TT moves each level to the next one. The proof for ergodic TT starts from a set FF of small positive measure and slices the space by the first return time to FF. Each column of height at least nn is cut into blocks of height nn, and the leftover has measure at most about nμ(F)n \mu(F). Example at work: a tower gives a periodic approximation of TT. Define P=TP = T on B∪⋯∪Tn−2BB \cup \cdots \cup T^{n-2}B, let P=T−(n−1)P = T^{-(n-1)} on Tn−1BT^{n-1}B, and let PP be the identity elsewhere. Then PnP^n is the identity, PP preserves μ\mu, and PP agrees with TT outside a set of measure less than μ(B)+ε≤1/n+ε\mu(B) + \varepsilon \le 1/n + \varepsilon. The aperiodicity hypothesis is necessary: if T2=idT^2 = \mathrm{id} and n=3n = 3, then T2B=BT^2 B = B, so condition 1 forces μ(B)=0\mu(B) = 0 and condition 2 fails. The error ε\varepsilon cannot be removed in general. If a tower of height n≥2n \ge 2 covers XX up to a null set, then TnB=BT^n B = B up to a null set, and f=∑j=0n−1e2πij/n𝟏TjBf = \sum_{j=0}^{n-1} e^{2\pi i j/n} \mathbf{1}_{T^j B} satisfies f∘T=e2πi/nff \circ T = e^{2\pi i/n} f. So ff is a nonconstant eigenfunction, which is impossible when TT is weakly mixing, for example a Bernoulli scheme.

Going deeper

For a student

The lemma is the main tool for building approximations and codings in ergodic theory. It shows that every aperiodic transformation can be approximated in the weak topology by periodic ones. It is used in the proofs of Sinai's factor theorem and of Ornstein's isomorphism theorem. It extends to free actions of ℤd\Z^d and of countable amenable groups, where the role of intervals of times is played by Følner sets.

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  1. Measure-preserving transformation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Rokhlin_lemma
About this page
TagF1CCCF4V83
URIm2://F1CCCF4V83
Kindstatement, lemma
WritingW0 stub
MSC37A05, 28D05
StatusThis copy of the site has no build data. Run m2 status F1CCCF4V83.
AboutMeasure-preserving transformation
UsesStandard probability space, Measure-preserving transformation
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