\[ \newcommand{\C}{\mathbb{C}} \newcommand{\haar}{\mathsf{m}} \newcommand{\B}{\mathscr{B}} \newcommand{\P}{\mathcal{P}} \newcommand{\Q}{\mathbb{Q}} \newcommand{\R}{\mathbb{R}} \newcommand{\N}{\mathbb{N}} \newcommand{\Z}{\mathbb{Z}} \newcommand{\g}{>} \newcommand{\l}{<} \newcommand{\intd}{\,\mathsf{d}} \newcommand{\Re}{\mathsf{Re}} \newcommand{\area}{\mathop{\mathsf{Area}}} \newcommand{\met}{\mathop{\mathsf{d}}} \newcommand{\emptyset}{\varnothing} \DeclareMathOperator{\borel}{\mathsf{Bor}} \newcommand{\symdiff}{\mathop\triangle} \DeclareMathOperator{\leb}{\mathsf{Leb}} \DeclareMathOperator{\cont}{\mathsf{C}} \DeclareMathOperator{\lpell}{\mathsf{L}} \newcommand{\lp}[1]{\lpell^{\!\mathsf{#1}}} \]

Week 9 Worksheet

  1. Suppose $T$ is measure-preserving and ergodic on $(X,\B,\mu)$. Fix $B \in \B$ and deduce from \[ \mu(B \triangle T^{-1} B) = 0 \] that $\mu(B) \in \{0,1\}$.
  2. Fix a measure space $(X,\B,\mu)$ and $f \in \mathscr{L}^1(X,\B,\mu)$. Prove that \[ \int f \intd \mu = \int 1_B \cdot f \intd \mu \] whenever $B \in \B$ with $\mu(X \setminus B) = 0$.
  3. Define $f : [0,1) \to \R$ by \[ f(x) = \begin{cases} 1 & x \in \Q \\ 0 & x \not\in \Q \end{cases} \] for all $x \in [0,1)$.
    1. Fix $\alpha$ irrational. What does the pointwise ergodic theorem tell you about \[ \lim_{N \to \infty} \dfrac{1}{N} \sum_{n=0}^{N-1} f(n\alpha + x \bmod 1) \] for points $x \in [0,1)$.
    2. Prove that \[ \lim_{N \to \infty} \dfrac{1}{N} \sum_{n=0}^{N-1} f(n\alpha + x \bmod 1) \] for all $x \in [0,1)$ without using the pointwise ergodic theorem.
    3. Does the uniform distribution theorem imply the same conclusion?
  4. Apply the pointwise ergodic theorem to say something about the limit \[ \lim_{N \to \infty} \dfrac{|\{ 1 \le n \le N : x(n) + x(n+1) \ge 2 x(n+2) \}|}{N} \] for points $x \in \{0,1\}^\N$.
  5. Let $X$ be a compact metric space and let $\mu$ be a probability measure on the Borel σ-algebra $\B$ of $X$. Suppose that $T : X \to X$ is measure-preserving and ergodic. Prove that there is a set $\Omega \subset X$ with \[ \forall x \in \Omega \; \forall f \in \mathsf{C}(X) \; \lim_{N \to \infty} \dfrac{1}{N} \sum_{n=0}^{N-1} f(T^n x) = \int f \intd \mu \] by an application of the Stone-Weierstrass theorem.