Paper 4, Section II, J

Probability and Measure | Part II, 2017

(a) Suppose that (E,E,μ)(E, \mathcal{E}, \mu) is a finite measure space and θ:EE\theta: E \rightarrow E is a measurable map. Prove that μθ(A)=μ(θ1(A))\mu_{\theta}(A)=\mu\left(\theta^{-1}(A)\right) defines a measure on (E,E)(E, \mathcal{E}).

(b) Suppose that A\mathcal{A} is a π\pi-system which generates E\mathcal{E}. Using Dynkin's lemma, prove that θ\theta is measure-preserving if and only if μθ(A)=μ(A)\mu_{\theta}(A)=\mu(A) for all AAA \in \mathcal{A}.

(c) State Birkhoff's ergodic theorem and the maximal ergodic lemma.

(d) Consider the case (E,E,μ)=([0,1),B([0,1)),μ)(E, \mathcal{E}, \mu)=([0,1), \mathcal{B}([0,1)), \mu) where μ\mu is Lebesgue measure on [0,1)[0,1). Let θ:[0,1)[0,1)\theta:[0,1) \rightarrow[0,1) be the following map. If x=n=12nωnx=\sum_{n=1}^{\infty} 2^{-n} \omega_{n} is the binary expansion of xx (where we disallow infinite sequences of 1 s1 \mathrm{~s} ), then θ(x)=\theta(x)= n=12n(ωn11nE+ωn+11nO)\sum_{n=1}^{\infty} 2^{-n}\left(\omega_{n-1} \mathbf{1}_{n \in E}+\omega_{n+1} \mathbf{1}_{n \in O}\right) where EE and OO are respectively the even and odd elements of N\mathbb{N}.

(i) Prove that θ\theta is measure-preserving. [You may assume that θ\theta is measurable.]

(ii) Prove or disprove: θ\theta is ergodic.

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