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is a refinement  $  \mathop{\rm mod}  0 $
 
is a refinement  $  \mathop{\rm mod}  0 $
 
of  $  \xi $
 
of  $  \xi $
when  $  t > 0 $;  
+
when  $  t &gt; 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 $
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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 < 0 $
+
with  $  t &lt; 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 $-
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====References====
 
====References====
<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 <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/k/k055/k055020/k05502051.png" />-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 <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/k/k055/k055020/k05502052.png" />-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 <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/k/k055/k055020/k05502053.png" />-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>
+
<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)
How to Cite This Entry:
K-system(2). Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=K-system(2)&oldid=50264
This article was adapted from an original article by D.V. Anosov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article