Paper 3, Section II, K

Probability and Measure
Part II, 2014

(i) Let (E,E,μ)(E, \mathcal{E}, \mu) be a measure space. What does it mean to say that a function θ:EE\theta: E \rightarrow E is a measure-preserving transformation?

What does it mean to say that θ\theta is ergodic?

State Birkhoff's almost everywhere ergodic theorem.

(ii) Consider the set E=(0,1]2E=(0,1]^{2} equipped with its Borel σ\sigma-algebra and Lebesgue measure. Fix an irrational number a(0,1]a \in(0,1] and define θ:EE\theta: E \rightarrow E by

θ(x1,x2)=(x1+a,x2+a)\theta\left(x_{1}, x_{2}\right)=\left(x_{1}+a, x_{2}+a\right)

where addition in each coordinate is understood to be modulo 1 . Show that θ\theta is a measurepreserving transformation. Is θ\theta ergodic? Justify your answer.

Let ff be an integrable function on EE and let fˉ\bar{f} be the invariant function associated with ff by Birkhoff's theorem. Write down a formula for fˉ\bar{f} in terms of ff. [You are not expected to justify this answer.]