Difference between revisions of "Mixing"
Ulf Rehmann (talk | contribs) m (MR/ZBL numbers added) |
Ulf Rehmann (talk | contribs) m (tex encoded by computer) |
||
(2 intermediate revisions by one other user not shown) | |||
Line 1: | Line 1: | ||
+ | <!-- | ||
+ | m0642701.png | ||
+ | $#A+1 = 41 n = 0 | ||
+ | $#C+1 = 41 : ~/encyclopedia/old_files/data/M064/M.0604270 Mixing | ||
+ | Automatically converted into TeX, above some diagnostics. | ||
+ | Please remove this comment and the {{TEX|auto}} line below, | ||
+ | if TeX found to be correct. | ||
+ | --> | ||
+ | |||
+ | {{TEX|auto}} | ||
+ | {{TEX|done}} | ||
+ | |||
{{MSC|37A25}} | {{MSC|37A25}} | ||
[[Category:Ergodic theory]] | [[Category:Ergodic theory]] | ||
− | A property of a dynamical system (a [[Cascade|cascade]] | + | A property of a dynamical system (a [[Cascade|cascade]] $ \{ S ^ {n} \} $ |
+ | or a [[Flow (continuous-time dynamical system)|flow (continuous-time dynamical system)]] $ \{ S _ {t} \} $) | ||
+ | having a finite [[Invariant measure|invariant measure]] $ \mu $, | ||
+ | in which for any two measurable subsets $ A $ | ||
+ | and $ B $ | ||
+ | of the phase space $ W $, | ||
+ | the measure | ||
− | + | $$ | |
+ | \mu (( S ^ {n} ) ^ {-} 1 A \cap B), | ||
+ | $$ | ||
or, respectively, | or, respectively, | ||
− | + | $$ | |
+ | \mu (( S _ {t} ) ^ {-} 1 A \cap B), | ||
+ | $$ | ||
tends to | tends to | ||
− | + | $$ | |
− | + | \frac{\mu ( A) \mu ( B) }{\mu ( W) } | |
− | + | $$ | |
− | + | as $ n \rightarrow \infty $, | |
+ | or, respectively, as $ t \rightarrow \infty $. | ||
+ | If the transformations $ S $ | ||
+ | and $ S _ {t} $ | ||
+ | are invertible, then in the definition of mixing one may replace the pre-images of the original set $ A $ | ||
+ | with respect to these transformations by the direct images $ S ^ {n} A $ | ||
+ | and $ S _ {t} A $, | ||
+ | which are easier to visualize. If a system has the mixing property, one also says that the system is mixing, while in the case of a mixing cascade $ \{ S ^ {n} \} $, | ||
+ | one says that the endomorphism $ S $ | ||
+ | generating it in the measure space $ ( W, \mu ) $ | ||
+ | also is mixing (has the property of mixing). | ||
− | + | In ergodic theory, properties related to mixing are considered: multiple mixing and weak mixing (see {{Cite|H}}; in the old literature the latter is often called mixing in the wide sense or simply mixing, while mixing was called mixing in the strong sense). A property intermediate between mixing and weak mixing has also been discussed {{Cite|FW}}. All these properties are stronger than [[Ergodicity|ergodicity]]. | |
− | |||
+ | There is an analogue of mixing for systems having an infinite invariant measure {{Cite|KS}}. | ||
+ | ====References==== | ||
+ | {| | ||
+ | |valign="top"|{{Ref|H}}|| P.R. Halmos, "Lectures on ergodic theory" , Math. Soc. Japan (1956) {{MR|0097489}} {{ZBL|0073.09302}} | ||
+ | |- | ||
+ | |valign="top"|{{Ref|FW}}|| H. Furstenberg, B. Weiss, "The finite multipliers of infinite ergodic transformations" N.G. Markley (ed.) J.C. Martin (ed.) W. Perrizo (ed.) , ''The Structure of Attractors in Dynamical Systems'' , ''Lect. notes in math.'' , '''668''' , Springer (1978) pp. 127–132 {{MR|0518553}} {{ZBL|0385.28009}} | ||
+ | |- | ||
+ | |valign="top"|{{Ref|KS}}|| U. Krengel, L. Sucheston, "On mixing in infinite measure spaces" ''Z. Wahrscheinlichkeitstheor. Verw. Geb.'' , '''13''' : 2 (1969) pp. 150–164 {{MR|0254215}} {{ZBL|0176.33804}} | ||
+ | |} | ||
====Comments==== | ====Comments==== | ||
− | For a cascade | + | For a cascade $ \{ S ^ {n} \} $ |
+ | on a finite measure space $ ( W , \mu ) $ | ||
+ | the notion of weak mixing as defined above is equivalent to the property that the cascade generated by $ S \times S $ | ||
+ | on the measure space $ ( W \times W , \mu \otimes \mu ) $, | ||
+ | where $ \mu \otimes \mu $ | ||
+ | denotes the product measure, is ergodic (cf. [[Ergodicity|Ergodicity]]; [[Metric transitivity|Metric transitivity]]). See {{Cite|H}}. | ||
− | For topological dynamical systems the notions of strong and weak mixing have been defined as well | + | For topological dynamical systems the notions of strong and weak mixing have been defined as well {{Cite|F}}. A flow on a topological space $ W $ |
+ | is said to be topologically weakly mixing whenever the flow $ \{ S _ {t} \times S _ {t} \} $ | ||
+ | on $ W \times W $( | ||
+ | with the usual product topology) is topologically ergodic; equivalently: whenever for every choice of four non-empty open subsets $ U _ {i} , V _ {i} $( | ||
+ | $ i = 1 , 2 $) | ||
+ | of $ W $ | ||
+ | where exists a $ t $ | ||
+ | such that $ S _ {t} U _ {i} \cap V _ {i} \neq \emptyset $ | ||
+ | for $ i = 1 , 2 $. | ||
+ | On compact spaces the weakly mixing minimal flows are the minimal flows that have no non-trivial equicontinuous factors; see {{Cite|A}}, p. 133. A flow $ \{ S _ {t} \} $ | ||
+ | on a space $ W $ | ||
+ | is said to be topologically strongly mixing whenever for every two non-empty open subsets $ U $ | ||
+ | and $ V $ | ||
+ | of $ W $ | ||
+ | there exists a value $ t _ {0} $ | ||
+ | such that $ S _ {t} U \cap V \neq \emptyset $ | ||
+ | for all $ | t | \geq t _ {0} $. | ||
+ | For example, the geodesic flow on a complete two-dimensional Riemannian manifold of constant negative curvature is topologically strongly mixing; see {{Cite|GH}}, 13.49. For cascades, the definitions are analogous. | ||
====References==== | ====References==== | ||
− | + | {| | |
+ | |valign="top"|{{Ref|A}}|| J. Auslander, "Minimal flows and their extensions" , North-Holland (1988) {{MR|0956049}} {{ZBL|0654.54027}} | ||
+ | |- | ||
+ | |valign="top"|{{Ref|F}}|| H. Furstenberg, "Disjointness in ergodic theory, minimal sets and a problem in diophantine approximations" ''Math. Systems Th.'' , '''1''' (1967) pp. 1–49 {{MR|0213508}} {{ZBL|}} | ||
+ | |- | ||
+ | |valign="top"|{{Ref|GH}}|| W.H. Gottschalk, G.A. Hedlund, "Topological dynamics" , Amer. Math. Soc. (1955) {{MR|0074810}} {{ZBL|0067.15204}} | ||
+ | |} |
Latest revision as of 08:01, 6 June 2020
2020 Mathematics Subject Classification: Primary: 37A25 [MSN][ZBL]
A property of a dynamical system (a cascade $ \{ S ^ {n} \} $ or a flow (continuous-time dynamical system) $ \{ S _ {t} \} $) having a finite invariant measure $ \mu $, in which for any two measurable subsets $ A $ and $ B $ of the phase space $ W $, the measure
$$ \mu (( S ^ {n} ) ^ {-} 1 A \cap B), $$
or, respectively,
$$ \mu (( S _ {t} ) ^ {-} 1 A \cap B), $$
tends to
$$ \frac{\mu ( A) \mu ( B) }{\mu ( W) } $$
as $ n \rightarrow \infty $, or, respectively, as $ t \rightarrow \infty $. If the transformations $ S $ and $ S _ {t} $ are invertible, then in the definition of mixing one may replace the pre-images of the original set $ A $ with respect to these transformations by the direct images $ S ^ {n} A $ and $ S _ {t} A $, which are easier to visualize. If a system has the mixing property, one also says that the system is mixing, while in the case of a mixing cascade $ \{ S ^ {n} \} $, one says that the endomorphism $ S $ generating it in the measure space $ ( W, \mu ) $ also is mixing (has the property of mixing).
In ergodic theory, properties related to mixing are considered: multiple mixing and weak mixing (see [H]; in the old literature the latter is often called mixing in the wide sense or simply mixing, while mixing was called mixing in the strong sense). A property intermediate between mixing and weak mixing has also been discussed [FW]. All these properties are stronger than ergodicity.
There is an analogue of mixing for systems having an infinite invariant measure [KS].
References
[H] | P.R. Halmos, "Lectures on ergodic theory" , Math. Soc. Japan (1956) MR0097489 Zbl 0073.09302 |
[FW] | H. Furstenberg, B. Weiss, "The finite multipliers of infinite ergodic transformations" N.G. Markley (ed.) J.C. Martin (ed.) W. Perrizo (ed.) , The Structure of Attractors in Dynamical Systems , Lect. notes in math. , 668 , Springer (1978) pp. 127–132 MR0518553 Zbl 0385.28009 |
[KS] | U. Krengel, L. Sucheston, "On mixing in infinite measure spaces" Z. Wahrscheinlichkeitstheor. Verw. Geb. , 13 : 2 (1969) pp. 150–164 MR0254215 Zbl 0176.33804 |
Comments
For a cascade $ \{ S ^ {n} \} $ on a finite measure space $ ( W , \mu ) $ the notion of weak mixing as defined above is equivalent to the property that the cascade generated by $ S \times S $ on the measure space $ ( W \times W , \mu \otimes \mu ) $, where $ \mu \otimes \mu $ denotes the product measure, is ergodic (cf. Ergodicity; Metric transitivity). See [H].
For topological dynamical systems the notions of strong and weak mixing have been defined as well [F]. A flow on a topological space $ W $ is said to be topologically weakly mixing whenever the flow $ \{ S _ {t} \times S _ {t} \} $ on $ W \times W $( with the usual product topology) is topologically ergodic; equivalently: whenever for every choice of four non-empty open subsets $ U _ {i} , V _ {i} $( $ i = 1 , 2 $) of $ W $ where exists a $ t $ such that $ S _ {t} U _ {i} \cap V _ {i} \neq \emptyset $ for $ i = 1 , 2 $. On compact spaces the weakly mixing minimal flows are the minimal flows that have no non-trivial equicontinuous factors; see [A], p. 133. A flow $ \{ S _ {t} \} $ on a space $ W $ is said to be topologically strongly mixing whenever for every two non-empty open subsets $ U $ and $ V $ of $ W $ there exists a value $ t _ {0} $ such that $ S _ {t} U \cap V \neq \emptyset $ for all $ | t | \geq t _ {0} $. For example, the geodesic flow on a complete two-dimensional Riemannian manifold of constant negative curvature is topologically strongly mixing; see [GH], 13.49. For cascades, the definitions are analogous.
References
[A] | J. Auslander, "Minimal flows and their extensions" , North-Holland (1988) MR0956049 Zbl 0654.54027 |
[F] | H. Furstenberg, "Disjointness in ergodic theory, minimal sets and a problem in diophantine approximations" Math. Systems Th. , 1 (1967) pp. 1–49 MR0213508 |
[GH] | W.H. Gottschalk, G.A. Hedlund, "Topological dynamics" , Amer. Math. Soc. (1955) MR0074810 Zbl 0067.15204 |
Mixing. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Mixing&oldid=23637