A concept of emergence was recently introduced in the paper [Berger] in order to quantify the richness of possible statistical behaviors of orbits of a given dynamical system. In this paper, we develop this concept and provide several new definitions, results, and examples. We introduce the notion of topological emergence of a dynamical system, which essentially evaluates how big the set of all its ergodic probability measures is. On the other hand, the metric emergence of a particular reference measure (usually Lebesgue) quantifies how non-ergodic this measure is. We prove fundamental properties of these two emergences, relating them with classical concepts such as Kolmogorov's $ε$-entropy of metric spaces and quantization of measures. We also relate the two types of emergences by means of a variational principle. Furthermore, we provide several examples of dynamics with high emergence. First, we show that the topological emergence of some standard classes of hyperbolic dynamical systems is essentially the maximal one allowed by the ambient. Secondly, we construct examples of smooth area-preserving diffeomorphisms that are extremely non-ergodic in the sense that the metric emergence of the Lebesgue measure is essentially maximal. These examples confirm that super-polynomial emergence indeed exists, as conjectured in the paper [Berger]. Finally, we prove that such examples are locally generic among smooth diffeomorphisms.
Ergodic systems, being indecomposable are important part of the study of dynamical systems but if a system is not ergodic, it is natural to ask the following question: Is it possible to split it into ergodic systems in such a way that the study of the former reduces to the study of latter ones? Also, it will be interesting to see if the latter ones inherit some properties of the former one. This document answers this question for measurable maps defined on complete separable metric spaces with Borel probability measure, using the Rokhlin Disintegration Theorem.
In this paper we study measurable dynamics for the widest reasonable class of smooth one dimensional maps. Three principle decompositions are described in this class : decomposition of the global measure-theoretical attractor into primitive ones, ergodic decomposition and Hopf decomposition. For maps with negative Schwarzian derivative this was done in the series of papers [BL1-BL5], but the approach to the general smooth case must be different.
In this paper, we study ergodic properties of hyperbolic measures with local product structure. We show that all the classical results that hold in the case of SRB measure hold for these measures. In particular, we show the decomposition in countably many ergodic components, we prove the decomposition into K-components, and show that for hyperbolic measure with local product structure, The K property implies the Bernoulli property. We also give some examples of measures where the results are applicable.
We establish the convergence of a class of numerical algorithms, known as Dynamic Mode Decomposition (DMD), for computation of the eigenvalues and eigenfunctions of the infinite-dimensional Koopman operator. The algorithms act on data coming from observables on a state space, arranged in Hankel-type matrices. The proofs utilize the assumption that the underlying dynamical system is ergodic. This includes the classical measure-preserving systems, as well as systems whose attractors support a physical measure. Our approach relies on the observation that vector projections in DMD can be used to a…
Consider a subshift over a finite alphabet, $X\subset Λ^{\mathbb Z}$ (or $X\subsetΛ^{\mathbb N_0}$). With each finite block $B\inΛ^k$ appearing in $X$ we associate the empirical measure ascribing to every block $C\inΛ^l$ the frequency of occurrences of $C$ in $B$. By comparing the values ascribed to blocks $C$ we define a metric on the combined space of blocks $B$ and probability measures $μ$ on $X$, whose restriction to the space of measures is compatible with the weak-$\star$ topology. Next, in this combined metric space we fix an open set $\mathcal U$ containing all ergodic measures, and we…
We prove a structure theorem for topologically recurrent real skew product extensions of distal minimal compact metric flows with a compactly generated Abelian acting group (e.g. $\Z^d$-flows and $\R^d$-flows). The main result states that every such extension apart from a coboundary can be represented by a perturbation of a so-called Rokhlin skew product. We obtain as a corollary that the topological ergodic decomposition of the skew product extension into prolongations is continuous and compact with respect to the Fell topology on the hyperspace. The right translation acts minimally on this d…
The semi-invertible version of Oseledets' multiplicative ergodic theorem providing a decomposition of the underlying state space of a random linear dynamical system into fast and slow spaces is deduced for a strongly measurable cocycle on a separable Banach space. This work represents a significantly simplified means of obtaining the result, using measurable growth estimates on subspaces for linear operators combined with a modified version of Kingman's subadditive ergodic theorem.
The aim of this paper is to prove ergodic decomposition theorems for probability measures quasi-invariant under Borel actions of inductively compact groups (Theorem 1) as well as for sigma-finite invariant measures (Corollary 1). For infinite measures the ergodic decomposition is not unique, but the measure class of the decomposing measure on the space of projective measures is uniquely defined by the initial invariant measure (Theorem 2).
The ergodic unitarily invariant measures on the space of infinite Hermitian matrices have been classified by Pickrell and Olshanski-Vershik. The much-studied complex inverse Wishart measures form a projective family, thus giving rise to a unitarily invariant measure on infinite positive-definite matrices. In this paper we completely solve the corresponding problem of ergodic decomposition for this measure.
We show that linear complexity is the threshold for the emergence of Kakutani inequivalence for measurable systems supported on a minimal subshift. In particular, we show that there are minimal subshifts of arbitrarily low super-linear complexity that admit both loosely Bernoulli and non-loosely Bernoulli ergodic measures and that no minimal subshift with linear complexity can admit inequivalent measures.
The main result of this paper, Theorem 1.1, gives explicit formulae for the kernels of the ergodic decomposition measures for infinite Pickrell measures on spaces of infinite complex matrices. The kernels are obtained as the scaling limits of Christoffel-Uvarov deformations of Jacobi orthogonal polynomial ensembles.
Let $Q\rightarrow X$ be a continuous principal bundle whose group $G$ is reductive. A flow $ϕ$ of automorphisms of $Q$ endowed with an ergodic probability measure on the compact base space $X$ induces two decompositions of the flag bundles associated to $Q$. A continuous one given by the finest Morse decomposition and a measurable one furnished by the Multiplicative Ergodic Theorem. The second is contained in the first. In this paper we find necessary and sufficient conditions so that they coincide. The equality between the two decompositions implies continuity of the Lyapunov spectra under pe…
We revisit conservative/dissipative and positive/null decompositions of stationary max-stable processes. Originally, both decompositions were defined in an abstract way based on the underlying non-singular flow representation. We provide simple criteria which allow to tell whether a given spectral function belongs to the conservative/dissipative or positive/null part of the de Haan spectral representation. Specifically, we prove that a spectral function is null-recurrent iff it converges to $0$ in the Cesàro sense. For processes with locally bounded sample paths we show that a spectral functio…
The ergodic decomposition of a family of Hua-Pickrell measures on the space of infinite Hermitian matrices is studied. Firstly, we show that the ergodic components of Hua-Pickrell probability measures have no Gaussian factors, this extends a result of Alexei Borodin and Grigori Olshanski. Secondly, we show that the sequence of asymptotic eigenvalues of Hua-Pickrell random matrices is balanced in certain sense and has a "principal value" coincides with the $γ_1$ parameter of ergodic components. This allow us to complete the program of Borodin and Olshanski on the description of the ergodic deco…
This paper is the first in a series of three. The main result, Theorem 1.11, gives an explicit description of the ergodic decomposition for infinite Pickrell measures on spaces of infinite complex matrices. The main construction is that of sigma-finite analogues of determinantal measures on spaces of configurations. An example is the infinite Bessel point process, the scaling limit of sigma-finite analogues of Jacobi orthogonal polynomial ensembles. The statement of Theorem 1.11 is that the infinite Bessel point process (subject to an appropriate change of variables) is precisely the ergodic d…
The classical theorem of Jewett and Krieger gives a strictly ergodic model for any ergodic measure preserving system. An extension of this result for non-ergodic systems was given many years ago by George Hansel. He constructed, for any measure preserving system, a strictly uniform model, i.e. a compact space which admits an upper semicontinuous decomposition into strictly ergodic models of the ergodic components of the measure. In this note we give a new proof of a stronger result by adding the condition of purity, which controls the set of ergodic measures that appear in the strictly uniform…
The third part of the paper concludes the proof of the main result --- the description of the ergodic decomposition of infinite Pickrell measures. First it is shown that the scaling limit of radial parts of finite-dimensional infinite Pickrell measures is precisely the infinite Bessel point process. It is then established that the "gaussian parameter" almost surely vanishes for our ergodic components, and the convergence to the scaling limit is then established in the space of finite measures on the space of finite measures. Finally, singularity is established for Pickrell measures correspondi…
We investigate how spectral properties of a measure preserving system $(X,\mathcal{B},μ,T)$ are reflected in the multiple ergodic averages arising from that system. For certain sequences $a:\mathbb{N}\to\mathbb{N}$ we provide natural conditions on the spectrum $σ(T)$ such that for all $f_1,\ldots,f_k\in L^\infty$, \begin{equation*} \lim_{N\to\infty} \frac{1}{N} \sum_{n=1}^N \prod_{j=1}^k T^{ja(n)}f_j = \lim_{N\rightarrow\infty} \frac{1}{N} \sum_{n=1}^N \prod_{j=1}^k T^{jn}f_j \end{equation*} in $L^2$-norm. In particular, our results apply to infinite arithmetic progressions $a(n)=qn+r$, Beatty…
We use edge slidings and saturated disjoint Borel families to give a conceptually simple proof of Hjorth's theorem on cost attained: if a countable p.m.p. ergodic equivalence relation $E$ is treeable and has cost $n \in \mathbb{N} \cup \{\infty\}$ then it is induced by an a.e. free p.m.p. action of the free group $\mathbb{F}_n$ on $n$ generators. More importantly, our techniques give a significant strengthening of this theorem: the action of $\mathbb{F}_n$ can be arranged so that each of the $n$ generators alone acts ergodically. The existence of an ergodic action for the first generator immed…
The ergodic decomposition theorem is a cornerstone result of dynamical systems and ergodic theory. It states that every invariant measure on a dynamical system is a mixture of ergodic ones. Here we formulate and prove the theorem in terms of string diagrams, using the formalism of Markov categories. We recover the usual measure-theoretic statement by instantiating our result in the category of stochastic kernels. Along the way we give a conceptual treatment of several concepts in the theory of deterministic and stochastic dynamical systems. In particular, - ergodic measures appear very natural…
We study the problem on the weak-star decomposability of a topological $\mathbb{N}_{0}$-dynamical system $(Ω,φ)$, where $φ$ is an endomorphism of a metric compact set $Ω$, into ergodic components in terms of the associated enveloping semigroups. In the tame case (where the Ellis semigroup $E(Ω,φ)$ consists of $B_{1}$-transformations $Ω\rightarrow Ω$), we show that (i) the desired decomposition exists for an appropriate choice of the generalized sequential averaging method; (ii) every sequence of weighted ergodic means for the shift operator $x\rightarrow x\circφ$, $x\in C(Ω)$, contains a point…
Motivated by the work of Busse et al. [6] on turbulent convection in a rotating layer, we exploit the long-run behavior for stochastic Lotka-Volterra (LV) systems both in pull-back trajectory and in stationary measure. It is proved stochastic decomposition formula describing the relation between solutions of stochastic and deterministic LV systems and stochastic Logistic equation. By virtue of this formula, it is verified that every pull-back omega limit set is an omega limit set for deterministic LV systems multiplied by the random equilibrium of the stochastic Logistic equation. This formula…
We develop a framework for dimension reduction, mode decomposition, and nonparametric forecasting of data generated by ergodic dynamical systems. This framework is based on a representation of the Koopman and Perron-Frobenius groups of unitary operators in a smooth orthonormal basis of the L2 space of the dynamical system, acquired from time-ordered data through the diffusion maps algorithm. Using this representation, we compute Koopman eigenfunctions through a regularized advection-diffusion operator, and employ these eigenfunctions in dimension reduction maps with projectible dynamics and hi…
We provide a fairly large class of II$_1$ factors $N$ such that $M=N\bar{\otimes}R$ has a unique McDuff decomposition, up to isomorphism, where $R$ denotes the hyperfinite II$_1$ factor. This class includes all II$_1$ factors $N=L^{\infty}(X)\rtimesΓ$ associated to free ergodic probability measure preserving (p.m.p.) actions $Γ\curvearrowright (X,μ)$ such that either (a) $Γ$ is a free group, $\mathbb F_n$, for some $n\geq 2$, or (b) $Γ$ is a non-inner amenable group and the orbit equivalence relation of the action $Γ\curvearrowright (X,μ)$ satisfies a property introduced in \cite{JS85}. On the…
The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of probability measures on the space of configurations, we also consider the weak topology on the space of finite measures on the space of finite measures on the half-line, used via the natural immersion, well-defined almost surely with respect to the infinite Bessel point process, of the space of configurations into the space of finite measures on the half-line. The m…
This paper first studies the measure theoretic pressure of measures that are not necessarily ergodic. We define the measure theoretic pressure of an invariant measure (not necessarily ergodic) via the Carathéodory-Pesin structure described in \cite{Pes97}, and show that this quantity is equal to the essential supremum of the free energy of the measures in an ergodic decomposition. To the best of our knowledge, this formula is new even for entropy. Meanwhile, we define the measure theoretic pressure in another way by using separated sets, it is showed that this quantity is exactly the free ener…
We show that the stabilization of any countable ergodic p.m.p. equivalence relation which is not Schmidt, i.e. admits no central sequences in its full group, always gives rise to a stable equivalence relation with a unique stable decomposition, providing the first non-strongly ergodic such examples. In the proof, we moreover establish a new local characterization of the Schmidt property. We also prove some new structural results for product equivalence relations and orbit equivalence relations of diagonal product actions.
In the uniformly hyperbolic setting it is well known that the set of all measures supported on periodic orbits is dense in the convex space of all invariant measures. In this paper we consider the converse question, in the non-uniformly hyperbolic setting: assuming that some ergodic measure converges to a convex combination of hyperbolic ergodic measures, what can we deduce about the initial measures? To every hyperbolic measure $μ$ whose stable/unstable Oseledets splitting is dominated we associate canonically a unique class $H(μ)$ of periodic orbits for the homoclinic relation, called its \e…
A tale of two vortices: how numerical ergodic theory and transfer operators reveal fundamental changes to coherent structures in non-autonomous dynamical systems
From Ergodic Theory and Probability to Fractal Geometry and Dynamics: Themes in the Work of Manfred Denker
University of Wisconsin Milwaukee（密尔沃基威斯康星大学）；Ruhr-Universität Bochum（波鸿鲁尔大学）；Clemson University（克莱姆森大学）；Universidade Federal do Rio de Janeiro（里约热内卢联邦大学）；Mississippi State University（密西西比州立大学）
For a topological dynamical system we characterize the decomposition of the state space induced by the fixed space of the corresponding Koopman operator. For this purpose, we introduce a hierarchy of generalized orbits and obtain the finest decomposition of the state space into absolutely Lyapunov stable sets. Analogously to the measure-preserving case, this yields that the system is topologically ergodic if and only if the fixed space of its Koopman operator is one-dimensional.
We prove that any ergodic nonatomic probability-preserving action of an irreducible lattice in a semisimple group, at least one factor being connected and higher-rank, is essentially free. This generalizes the result of Stuck and Zimmer that the same statement holds when the ambient group is a semisimple real Lie group and every simple factor is higher-rank. We also prove a generalization of a result of Bader and Shalom by showing that any probability-preserving action of a product of simple groups, at least one with property (T), which is ergodic for each simple subgroup is either essentially…
Let $S$ be a compact, connected, oriented surface, possibly with boundary, of negative Euler characteristic. In this article we extend Lindenstrauss-Mirzakhani's and Hamenstädt's classification of locally finite mapping class group invariant ergodic measures on the space of measured laminations $\mathcal{M}\mathcal{L}(S)$ to the space of geodesic currents $\mathcal{C}(S)$, and we discuss the homogeneous case. Moreover, we extend Lindenstrauss-Mirzakhani's classification of orbit closures to $\mathcal{C}(S)$. Our argument relies on their results and on the decomposition of a current into a sum …
The main result of this note, Theorem 2, is the following: a Borel measure on the space of infinite Hermitian matrices, that is invariant under the action of the infinite unitary group and that admits well-defined projections onto the quotient space of "corners" of finite size, must be finite. A similar result, Theorem 1, is also established for unitarily invariant measures on the space of all infinite complex matrices. These results, combined with the ergodic decomposition theorem of [3], imply that the infinite Hua-Pickrell measures of Borodin and Olshanski [2] have finite ergodic components…
We prove that for any free ergodic nonsingular nonamenable action Γ \actson (X,μ) of all Γ in a large class of groups including all hyperbolic groups, the associated group measure space factor $L^\infty(X) \rtimes Γ$ has L^\infty(X) as its unique Cartan subalgebra, up to unitary conjugacy. This generalizes the probability measure preserving case that was established in [PV12]. We also prove primeness and indecomposability results for such crossed products, for the corresponding orbit equivalence relations and for arbitrary amalgamated free products $M_1 *_B M_2$ over a subalgebra B of type I.
We prove that for a fairly large family of HNN extensions Γ, the group measure space II_1 factor L^\infty(X) \rtimes Γgiven by an arbitrary free ergodic probability measure preserving action of Γ, has a unique group measure space Cartan subalgebra up to unitary conjugacy. We deduce from this new examples of W^*-superrigid group actions, i.e. where the II_1 factor L^\infty(X) \rtimes Γentirely remembers the group action that it was constructed from.
We prove that for any free ergodic probability measure preserving action $Γ\actson (X,μ)$ of a non-elementary hyperbolic group, or a lattice in a rank one simple Lie group, the associated group measure space II_1 factor $L^\infty(X) \rtimes Γ$ has L^\infty(X) as its unique Cartan subalgebra, up to unitary conjugacy.
We prove that any II$_1$ factor arising from a free ergodic probability measure preserving action $Γ\curvearrowright X$ of a product $Γ=Γ_1\times\dots\timesΓ_n$ of icc hyperbolic, free product or wreath product groups is prime, provided $Γ_i\curvearrowright X$ is ergodic, for any $1\leq i\leq n.$ We also completely classify all the tensor product decompositions of a II$_1$ factor associated to a free ergodic probability measure preserving action of a product of icc, hyperbolic, property (T) groups. As a consequence, we derive a unique prime factorization result for such II$_1$ factors. Finally…
We prove that for any free ergodic probability measure preserving action \F_n \actson (X,μ) of a free group on n generators \F_n, 2 \leq n \leq \infty, the associated group measure space II_1 factor $L^\infty(X) \rtimes \F_n$ has L^\infty(X) as its unique Cartan subalgebra, up to unitary conjugacy. We deduce that group measure space II_1 factors arising from actions of free groups with different number of generators are never isomorphic. We actually prove unique Cartan decomposition results for II_1 factors arising from arbitrary actions of a rather large family of groups, including all free p…
