Difference between revisions of "Ergodic set"
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+ | $#C+1 = 20 : ~/encyclopedia/old_files/data/E036/E.0306130 Ergodic set | ||
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− | a) | + | ''in the [[Phase space|phase space]] $ X $( |
+ | a metrizable compactum) of a [[Topological dynamical system|topological dynamical system]] $ \{ S _ {t} \} $( | ||
+ | a [[Flow (continuous-time dynamical system)|flow (continuous-time dynamical system)]] or a [[Cascade|cascade]]) corresponding to a normalized ergodic [[Invariant measure|invariant measure]] $ \mu $'' | ||
− | + | A set of points $ x \in X $ | |
+ | such that: | ||
− | + | a) for every continuous function $ f : X \rightarrow \mathbf R $ | |
+ | the "time average" | ||
− | A point for which the limit of the time average in a) exists for every continuous | + | $$ |
+ | |||
+ | \frac{1}{T} | ||
+ | \int\limits _ { 0 } ^ { T } f ( S _ {t} x ) d t | ||
+ | \rightarrow \int\limits _ { X } f d \mu \ \textrm{ as } T \rightarrow \infty ; | ||
+ | $$ | ||
+ | |||
+ | b) $ \mu ( U) > 0 $ | ||
+ | for every neighbourhood $ U $ | ||
+ | of $ x $. | ||
+ | |||
+ | A point for which the limit of the time average in a) exists for every continuous $ f $ | ||
+ | is called quasi-regular. For such a point this limit has the form $ \int f d \mu $, | ||
+ | where $ \mu $ | ||
+ | is some normalized invariant measure, depending on $ x $ | ||
+ | and not necessarily ergodic. If b) holds for this $ \mu $, | ||
+ | then the point is called a density point, if this $ \mu $ | ||
+ | is ergodic, then the point is called transitive; when both conditions hold, the point is called regular. The set of non-regular points has measure zero relative to any normalized invariant measure. The partition of the set of regular points into ergodic sets corresponding to different $ \mu $ | ||
+ | is the strongest realization of the idea of decomposing a dynamical system into ergodic components (which is valid under stronger restrictions on the system). | ||
Ergodic sets were introduced by N.N. Bogolyubov and N.M. Krylov [[#References|[1]]]. For other accounts, discussions of various generalizations and related questions see the references to [[Invariant measure|Invariant measure]] 1) and [[Metric transitivity|Metric transitivity]]. | Ergodic sets were introduced by N.N. Bogolyubov and N.M. Krylov [[#References|[1]]]. For other accounts, discussions of various generalizations and related questions see the references to [[Invariant measure|Invariant measure]] 1) and [[Metric transitivity|Metric transitivity]]. | ||
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====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> N. Krylov, N. [N.N. Bogolyubov] Bogoliouboff, "La théorie générale de la mesure dans son application à l'étude des systèmes dynamiques de la mécanique non-linéare" ''Ann. of Math. Ser. (2)'' , '''38''' (1937) pp. 65–113</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> N. Krylov, N. [N.N. Bogolyubov] Bogoliouboff, "La théorie générale de la mesure dans son application à l'étude des systèmes dynamiques de la mécanique non-linéare" ''Ann. of Math. Ser. (2)'' , '''38''' (1937) pp. 65–113</TD></TR></table> | ||
− | |||
− | |||
====Comments==== | ====Comments==== | ||
− | A good account of ergodic sets is given in [[#References|[a1]]]. Closely related is the notion of a generic point (with respect to a normalized invariant measure | + | A good account of ergodic sets is given in [[#References|[a1]]]. Closely related is the notion of a generic point (with respect to a normalized invariant measure $ \mu $): |
+ | A quasi-regular point such that for every continuous $ f : X \rightarrow \mathbf R $ | ||
+ | the limit in a) is $ \int f d \mu $, | ||
+ | where $ \mu $ | ||
+ | is the given measure. | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> J.C. Oxtoby, "Ergodic sets" ''Bull. Amer. Math. Soc.'' , '''58''' (1952) pp. 116–136</TD></TR></table> | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> J.C. Oxtoby, "Ergodic sets" ''Bull. Amer. Math. Soc.'' , '''58''' (1952) pp. 116–136</TD></TR></table> |
Latest revision as of 19:37, 5 June 2020
in the phase space $ X $(
a metrizable compactum) of a topological dynamical system $ \{ S _ {t} \} $(
a flow (continuous-time dynamical system) or a cascade) corresponding to a normalized ergodic invariant measure $ \mu $
A set of points $ x \in X $ such that:
a) for every continuous function $ f : X \rightarrow \mathbf R $ the "time average"
$$ \frac{1}{T} \int\limits _ { 0 } ^ { T } f ( S _ {t} x ) d t \rightarrow \int\limits _ { X } f d \mu \ \textrm{ as } T \rightarrow \infty ; $$
b) $ \mu ( U) > 0 $ for every neighbourhood $ U $ of $ x $.
A point for which the limit of the time average in a) exists for every continuous $ f $ is called quasi-regular. For such a point this limit has the form $ \int f d \mu $, where $ \mu $ is some normalized invariant measure, depending on $ x $ and not necessarily ergodic. If b) holds for this $ \mu $, then the point is called a density point, if this $ \mu $ is ergodic, then the point is called transitive; when both conditions hold, the point is called regular. The set of non-regular points has measure zero relative to any normalized invariant measure. The partition of the set of regular points into ergodic sets corresponding to different $ \mu $ is the strongest realization of the idea of decomposing a dynamical system into ergodic components (which is valid under stronger restrictions on the system).
Ergodic sets were introduced by N.N. Bogolyubov and N.M. Krylov [1]. For other accounts, discussions of various generalizations and related questions see the references to Invariant measure 1) and Metric transitivity.
References
[1] | N. Krylov, N. [N.N. Bogolyubov] Bogoliouboff, "La théorie générale de la mesure dans son application à l'étude des systèmes dynamiques de la mécanique non-linéare" Ann. of Math. Ser. (2) , 38 (1937) pp. 65–113 |
Comments
A good account of ergodic sets is given in [a1]. Closely related is the notion of a generic point (with respect to a normalized invariant measure $ \mu $): A quasi-regular point such that for every continuous $ f : X \rightarrow \mathbf R $ the limit in a) is $ \int f d \mu $, where $ \mu $ is the given measure.
References
[a1] | J.C. Oxtoby, "Ergodic sets" Bull. Amer. Math. Soc. , 58 (1952) pp. 116–136 |
Ergodic set. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Ergodic_set&oldid=18858