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In a process of showing that the operator $T$ we gave here Showing that a set has measure zero? is ergodic, I want to prove that $\mu(\phi^{-1}(V)) = \lambda (V).$ where I have the following givens to prove it:

Suppose $V$ is a measurable subset of $[0,1).$ Let $\lambda$ be Lebesgue measure on $[0,1).$ Prove that $\mu(\phi^{-1}(V)) = \lambda (V).$ we have the following hint:

"It is enough to show this for $V = [\frac{m}{2^n}, \frac{m+1}{2^n})$ for each $n,$ as such sets generate the $\sigma$-algebra for $[0,1).$ what is the preimage of $V$ under $\phi$?"

Here is so far what we know about the setting of the problem:

Consider the probability space $X = \{0,1\}^{\mathbb N}$ of sequences $x = (a_1, a_2, a_3, \dots)$ where each $a_i$ is either $0$ or $1.$ Take $\sigma$ to be the smallest $\sigma$-algebra that contains all cylinder sets $$C(n,A) = \{\textbf{x}| x_n \in A, A \subset \{0,1\}\}$$ that is, those sequences whose $n^{th}$ term belongs to some subset $A$ of $\{0,1\}.$ Let $\mu$ be the measure so that, given a finite collection $A_1, \dots , A_n \subset \{0,1\},$ we have $$\mu (\{\textbf{x} \,|\, x_i \in A_i, i = 1, \dots , n \}) = \Pi_{i=1}^{n}\frac{|A_i|}{2}$$ Consider the shift map $T: X \to X$ defined by $$T(a_1, a_2, a_3, \dots ) = (a_2, a_3, \dots )$$

Assuming that $T$ is measurable and preserves $\mu.$ We want to show that $T$ is ergodic.

We now know that the set $X_{\infty} = \{ (a_1, a_2, a_3, \dots )\,|\,\exists N s.t. \forall n \geq N, a_n = 1 \}$ has measure zero.

We also, know that the following map is bijective:

$\phi: X\setminus X_{\infty} \to [0,1)$ defined by $$\phi(a_1, a_2, \dots , a_n) = \sum_{n=1}^{\infty}a_n2^{-n}$$ so $\phi$ sends each sequence $(a_1, a_2,\dots)$ to the point $x$ in $[0,1)$ with that binary decimal expansion.

And we may assume that $\phi$ is measurable with measurable inverse.

my questions are:

1- How does this will help us in proving ergodicity?

2- How do we knew that the suggested $V$ in the hint will generate the $\sigma$-algebra for $[0,1)$?

3- Finally, how can the preimage of $V$ under $\phi$ help me in the proof?

Could someone clarify this to me please?

Alp Uzman
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Hope
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1 Answers1

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I'll answer your questions in order:

  1. Consider what you know and what you want to eventually show. You have $\phi$ is a bijection between $X\setminus X_\infty$ and $[0,1)$. If you have that $\phi$ and its inverse are measureable and (as you want to show) the measures are preserved under the map, then the measure spaces are in essence the same (or isomorphic). Thus, you could prove that the map $\phi\circ T\circ \phi^{-1}$ is ergodic on the measure space $[0,1)$ instead, and thus conclude $T$ is ergodic on the space $X\setminus X_\infty$. This is useful because the action of the map might be much easier to understand on $[0,1)$.

  2. There may be some confusion here over what the "measurable sets" should be for $[0,1)$. I believe the question might be referring to Borel measurable sets (otherwise, I don't think that statement is correct). Showing that sets $[\frac m {2^n}, \frac{m+1}{2^n})$ generate the Borel measurable sets is just a matter of showing they generate all open intervals. This isn't too hard to show: take $(a,b)$ and prove for every $x\in(a,b)$ there is a set $[\frac m {2^n}, \frac{m+1}{2^n}) \subset (a,b)$ containing $x$, which can be done by choosing $n$ large enough. (There is also the case of intervals of the form $[0,b)$, but that can be done similarly.)

  3. It helps to think of $\phi^{-1}(V)$ as the binary expansion of numbers in $V$. Note that for elements in $[\frac m {2^n}, \frac{m+1}{2^n})$, the binary expansion of the first $n$ numbers is fixed. This should make $\mu(\phi^{-1}(V))$ easy to calculate. And it should correspond to the Lebesgue measure $\lambda(V) = 1/2^n$.

Edit: Expanding a bit on the last point. If $V = [\frac m {2^n}, \frac{m+1}{2^n})$ then $\phi^{-1}(V)$ will consist of all binary expansions of this interval (each binary expansion is unique since we disallow repeated 1's on the set $X\setminus X_\infty$). In particular, the preimage of $V$ will be all $(a_1,a_2,\ldots)$, where the first $n$ terms are fixed so that $a_1 2^{-1} + \cdots + a_n 2^{-n} = \frac m {2^n}$. Thus we can define sets $A_i = \{0\}$ or $A_i = \{1\}$ (depending on what value we have for $a_i$) so that $\phi^{-1}(V) = \{\mathbf x \mid x_i \in A_i \text{ for } i=1,\ldots,n\}$. Thus by the definition of $\mu$ we have $\mu\left(\phi^{-1}(V)\right) = \prod_{i=1}^n \frac{|A_i|}{2} = \frac 1 {2^n}.$ This agrees with $\lambda(V) = \frac 1 {2^n}$, as expected.

  • Can you please elaborate more about the calculation? And how the $\lambda$ will appear? – Hope Oct 15 '24 at 04:45
  • @Hope Where do you want me to elaborate? Do you mean point 3? And what do you mean about $\lambda$? I had a small typo in my answer, but $\lambda$ will be the Lebesgue measure, and so you should be able to compute $\lambda (V) = 1/2^n$. Showing $\mu(\phi^{-1}(V)) = 1/2^n$ should be a direct application of its application. – Trevor Norton Oct 15 '24 at 14:01
  • yes I meant point 3 – Hope Oct 15 '24 at 16:07
  • @Hope I've expanded my answer to discuss point 3. – Trevor Norton Oct 16 '24 at 12:24
  • why the first $n$ terms in the preimage of $V$ are fixed? Could you please elaborate on this more? – Hope Oct 20 '24 at 12:09
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    @Hope If the $\phi(x) \in V$, then we know that (1) the tail of the summation $\sum_{k=n+1}^\infty x_k 2^{-k} < 1/2^n$ and (2) the head of the tail $\sum_{k=1}^n x_k 2^{-k} = q/2^{-n}$ for some non-negative integer $q$. So for this sum to be in $V$, the head must equal exactly $m/2^{-n}$. There must be a unique value for the $x_1,\ldots,x_n$ since $m = 2^{n-1} a_1 + \cdots + a_n$ and binary expansions are unique (see https://proofwiki.org/wiki/Basis_Representation_Theorem) – Trevor Norton Oct 21 '24 at 13:12
  • did you meant $q2^{-n}$ without $/$ in the second line of your last comment? – Hope Oct 27 '24 at 21:28
  • what is your m in the last comment? Is this the same m as the one in $V_{m,n}$? Why only the first term in it is multiplied by $2^{n-1}$? And why the power is specifically $n-1$? – Hope Oct 27 '24 at 21:32
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    @Hope The $m$ is the one used in the definition of $V$. And the first term is $2^{n-1}$ because we are multiplying the sum by $2^n$, so $2^{-1}a_1 + 2^{-2} a_2 + \cdots + 2^{-n} a_n$ becomes $2^{n-1} a_1 + 2^{n-2} a_2 + \cdots + a_n$. And yeah, it should be $q 2^{-n}$ on the last comment (or $q/2^n$). – Trevor Norton Oct 28 '24 at 15:50