Difference between revisions of "K-system(2)"
Ulf Rehmann (talk | contribs) m (tex encoded by computer) |
m (AUTOMATIC EDIT (latexlist): Replaced 3 formulas out of 3 by TEX code with an average confidence of 2.0 and a minimal confidence of 2.0.) |
||
Line 1: | Line 1: | ||
− | <!-- | + | <!--This article has been texified automatically. Since there was no Nroff source code for this article, |
− | + | the semi-automatic procedure described at https://encyclopediaofmath.org/wiki/User:Maximilian_Janisch/latexlist | |
− | + | was used. | |
− | + | If the TeX and formula formatting is correct, please remove this message and the {{TEX|semi-auto}} category. | |
− | |||
− | |||
− | |||
− | |||
+ | Out of 3 formulas, 3 were replaced by TEX code.--> | ||
+ | |||
+ | {{TEX|semi-auto}}{{TEX|done}} | ||
{{TEX|auto}} | {{TEX|auto}} | ||
{{TEX|done}} | {{TEX|done}} | ||
Line 20: | Line 19: | ||
is a refinement $ \mathop{\rm mod} 0 $ | is a refinement $ \mathop{\rm mod} 0 $ | ||
of $ \xi $ | of $ \xi $ | ||
− | when $ t | + | when $ t > 0 $; |
b) it is a two-sided generator for $ \{ T ^ {t} \} $, | b) it is a two-sided generator for $ \{ T ^ {t} \} $, | ||
that is, the only measurable partition $ \mathop{\rm mod} 0 $ | that is, the only measurable partition $ \mathop{\rm mod} 0 $ | ||
Line 55: | Line 54: | ||
stationary in the narrow sense of the word, is interpreted as a dynamical system, then the values of the process "in the past" define a certain increasing measurable partition $ \xi $, | stationary in the narrow sense of the word, is interpreted as a dynamical system, then the values of the process "in the past" define a certain increasing measurable partition $ \xi $, | ||
which is the smallest with respect to which all the $ X _ {t} $ | which is the smallest with respect to which all the $ X _ {t} $ | ||
− | with $ t | + | with $ t < 0 $ |
are measurable. If $ \xi $ | are measurable. If $ \xi $ | ||
has the properties b) and c) above (the "all or nothing" law), then the process is called regular. In particular, this probabilistic form presents the simplest example of a $ K $- | has the properties b) and c) above (the "all or nothing" law), then the process is called regular. In particular, this probabilistic form presents the simplest example of a $ K $- | ||
Line 67: | Line 66: | ||
====References==== | ====References==== | ||
− | <table>< | + | <table><tr><td valign="top">[1a]</td> <td valign="top"> A.N. Kolmogorov, "A new metric invariant of transitive dynamical systems and of endomorphisms of Lebesgue spaces" ''Dokl. Akad. Nauk SSSR'' , '''119''' : 5 (1958) pp. 861–864 (In Russian)</td></tr><tr><td valign="top">[1b]</td> <td valign="top"> A.N. Kolmogorov, "On the entropy as a metric invariant of automorphisms" ''Dokl. Akad. Nauk SSSR'' , '''124''' : 4 (1959) pp. 754–755 (In Russian)</td></tr><tr><td valign="top">[2]</td> <td valign="top"> I.P. [I.P. Kornfel'd] Cornfel'd, S.V. Fomin, Ya.G. Sinai, "Ergodic theory" , Springer (1982) (Translated from Russian)</td></tr><tr><td valign="top">[3]</td> <td valign="top"> A.B. Katok, Ya.G. Sinai, A.M. Stepin, "Theory of dynamical systems and general transformation groups with invariant measure" ''J. Soviet Math.'' , '''7''' (1977) pp. 974–1065 ''Itogi Nauk i Tekhn. Mat. Anal.'' , '''13''' (1975) pp. 129–262</td></tr><tr><td valign="top">[4]</td> <td valign="top"> Yu.A. Rozanov, "Stationary random processes" , Holden-Day (1967) (Translated from Russian)</td></tr><tr><td valign="top">[5]</td> <td valign="top"> D. Ornstein, "Ergodic theory, randomness, and dynamical systems" , Yale Univ. Press (1974)</td></tr><tr><td valign="top">[6]</td> <td valign="top"> W. Parry, "Ergodic and spectral analysis of certain infinite measure preserving transformations" ''Proc. Amer. Math. Soc.'' , '''16''' : 5 (1965) pp. 960–966</td></tr><tr><td valign="top">[7]</td> <td valign="top"> J.K. Dugdale, "Kolmogorov automorphisms in $\sigma$-finite measure spaces" ''Publ. Math. Debrecen'' , '''14''' (1967) pp. 79–81</td></tr><tr><td valign="top">[8]</td> <td valign="top"> J.P. Conze, "Entropie d'un groupe abélien de transformations" ''Z. Wahrsch. Verw. Gebiete'' , '''25''' : 1 (1972) pp. 11–30</td></tr><tr><td valign="top">[9]</td> <td valign="top"> R.M. Burton, "An asymptotic definition of $K$-groups of automorphisms" ''Z. Wahrsch. Verw. Gebiete'' , '''47''' : 2 (1979) pp. 207–212</td></tr><tr><td valign="top">[10]</td> <td valign="top"> S. Dani, "Kolmogorov automorphisms on homogeneous spaces" ''Amer. J. Math.'' , '''98''' : 1 (1976) pp. 119–163</td></tr><tr><td valign="top">[11]</td> <td valign="top"> U. Krengel, L. Sucheston, "Note on shift-invariant sets" ''Ann. Math. Statist.'' , '''40''' : 2 (1969) pp. 694–696</td></tr><tr><td valign="top">[12]</td> <td valign="top"> B. Kamiński, "A note on $K$-systems" ''Bull. Acad. Polon. Sci. Sér. Sci. Math. Astr. Phys.'' , '''26''' : 2 (1978) pp. 95–97</td></tr><tr><td valign="top">[13]</td> <td valign="top"> Ya.G. Sinai, et al., "Dynamical systems" , '''4''' , Springer (1988) (Translated from Russian)</td></tr><tr><td valign="top">[14]</td> <td valign="top"> N.F.G. Martin, J.W. England, "Mathematical theory of entropy" , Addison-Wesley (1981)</td></tr></table> |
Latest revision as of 16:58, 1 July 2020
$ \{ T ^ {t} \} $
A measurable flow ( $ K $- flow) or cascade ( $ K $- cascade) in a Lebesgue space such that there is a measurable partition (cf. Measurable decomposition) $ \xi $ of the phase space with the following properties: a) it is increasing (formerly called invariant) with respect to $ \{ T ^ {t} \} $, that is, $ T ^ {t} \xi $ is a refinement $ \mathop{\rm mod} 0 $ of $ \xi $ when $ t > 0 $; b) it is a two-sided generator for $ \{ T ^ {t} \} $, that is, the only measurable partition $ \mathop{\rm mod} 0 $ that is finer $ \mathop{\rm mod} 0 $ than all the $ T ^ {t} \xi $ is the partition into points; and c) the only measurable partition $ \mathop{\rm mod} 0 $ that is coarser $ \mathop{\rm mod} 0 $ than all the $ T ^ {t} \xi $ is the trivial partition, whose only element is the whole phase space.
An automorphism of a measure space whose iterations form a $ K $- cascade is called a $ K $- automorphism. If $ \{ T ^ {t} \} $ is a $ K $- system, then all $ T ^ {t} $ with $ t \neq 0 $ are $ K $- automorphisms. Conversely, given a measurable flow or cascade $ \{ T ^ {t} \} $, if just one $ T ^ {t} $ is a $ K $- automorphism, then $ \{ T ^ {t} \} $ is a $ K $- system. $ K $- systems posses strong ergodic properties: positive entropy (cf. Entropy theory of a dynamical system) and ergodicity; mixing of all degrees and they have a countably-multiple Lebesgue spectrum (see Spectrum of a dynamical system; and also [2]).
An endomorphism of a Lebesgue space has completely-positive entropy if all its non-trivial quotient endomorphisms have positive entropy. Among these are the $ K $- automorphisms (namely, they are just the automorphisms with completely-positive entropy) and also other interesting objects (exact endomorphisms; cf. Exact endomorphism). The notion of a $ K $- system can be generalized in other directions: to the case of an infinite invariant measure (see [6], [7], [11]) and for the action of groups other than $ \mathbf R $ and $ \mathbf Z $( see [8]–[10], [12]).
$ K $- systems are sometimes called Kolmogorov systems (flows, etc.), after their originator (see ), who used the term "quasi-regular dynamical systemquasi-regular" . This emphasizes the analogy with regular random processes (see [4]). If a random process $ \{ X _ {t} \} $, stationary in the narrow sense of the word, is interpreted as a dynamical system, then the values of the process "in the past" define a certain increasing measurable partition $ \xi $, which is the smallest with respect to which all the $ X _ {t} $ with $ t < 0 $ are measurable. If $ \xi $ has the properties b) and c) above (the "all or nothing" law), then the process is called regular. In particular, this probabilistic form presents the simplest example of a $ K $- automorphism: a Bernoulli automorphism.
Given a measurable flow or cascade in a Lebesgue space, if one of the $ T ^ {t} $ is isomorphic to a Bernoulli automorphism, then they all are (when $ t \neq 0 $). In this case the dynamical system is called Bernoullian (see [5]). There are $ K $- systems that are not Bernoullian. $ K $- systems (even Bernoullian ones) arise naturally not only in probability theory, but also in problems of an algebraic, geometric and even physical nature (see [2], [3], [5], [13], [14]).
References
[1a] | A.N. Kolmogorov, "A new metric invariant of transitive dynamical systems and of endomorphisms of Lebesgue spaces" Dokl. Akad. Nauk SSSR , 119 : 5 (1958) pp. 861–864 (In Russian) |
[1b] | A.N. Kolmogorov, "On the entropy as a metric invariant of automorphisms" Dokl. Akad. Nauk SSSR , 124 : 4 (1959) pp. 754–755 (In Russian) |
[2] | I.P. [I.P. Kornfel'd] Cornfel'd, S.V. Fomin, Ya.G. Sinai, "Ergodic theory" , Springer (1982) (Translated from Russian) |
[3] | A.B. Katok, Ya.G. Sinai, A.M. Stepin, "Theory of dynamical systems and general transformation groups with invariant measure" J. Soviet Math. , 7 (1977) pp. 974–1065 Itogi Nauk i Tekhn. Mat. Anal. , 13 (1975) pp. 129–262 |
[4] | Yu.A. Rozanov, "Stationary random processes" , Holden-Day (1967) (Translated from Russian) |
[5] | D. Ornstein, "Ergodic theory, randomness, and dynamical systems" , Yale Univ. Press (1974) |
[6] | W. Parry, "Ergodic and spectral analysis of certain infinite measure preserving transformations" Proc. Amer. Math. Soc. , 16 : 5 (1965) pp. 960–966 |
[7] | J.K. Dugdale, "Kolmogorov automorphisms in $\sigma$-finite measure spaces" Publ. Math. Debrecen , 14 (1967) pp. 79–81 |
[8] | J.P. Conze, "Entropie d'un groupe abélien de transformations" Z. Wahrsch. Verw. Gebiete , 25 : 1 (1972) pp. 11–30 |
[9] | R.M. Burton, "An asymptotic definition of $K$-groups of automorphisms" Z. Wahrsch. Verw. Gebiete , 47 : 2 (1979) pp. 207–212 |
[10] | S. Dani, "Kolmogorov automorphisms on homogeneous spaces" Amer. J. Math. , 98 : 1 (1976) pp. 119–163 |
[11] | U. Krengel, L. Sucheston, "Note on shift-invariant sets" Ann. Math. Statist. , 40 : 2 (1969) pp. 694–696 |
[12] | B. Kamiński, "A note on $K$-systems" Bull. Acad. Polon. Sci. Sér. Sci. Math. Astr. Phys. , 26 : 2 (1978) pp. 95–97 |
[13] | Ya.G. Sinai, et al., "Dynamical systems" , 4 , Springer (1988) (Translated from Russian) |
[14] | N.F.G. Martin, J.W. England, "Mathematical theory of entropy" , Addison-Wesley (1981) |
K-system(2). Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=K-system(2)&oldid=47474