Paper 3, Section II, 26K
Let be a probability measure preserving system.
(a) State what it means for to be ergodic.
(b) State Kolmogorov's 0-1 law for a sequence of independent random variables. What does it imply for the canonical model associated with an i.i.d. random process?
(c) Consider the special case when is the -algebra of Borel subsets, and is the map defined as
(i) Check that the Lebesgue measure on is indeed an invariant probability measure for .
(ii) Let and for . Show that forms a sequence of i.i.d. random variables on , and that the -algebra is all of . [Hint: check first that for any integer is a disjoint union of intervals of length .]
(iii) Is ergodic? Justify your answer.
Typos? Please submit corrections to this page on GitHub.