Paper 4, Section II, J

Probability and Measure
Part II, 2018

Let (X,A)(X, \mathcal{A}) be a measurable space. Let T:XXT: X \rightarrow X be a measurable map, and μ\mu a probability measure on (X,A)(X, \mathcal{A}).

(a) State the definition of the following properties of the system (X,A,μ,T)(X, \mathcal{A}, \mu, T) :

(i) μ\mu is T-invariant.

(ii) TT is ergodic with respect to μ\mu.

(b) State the pointwise ergodic theorem.

(c) Give an example of a probability measure preserving system (X,A,μ,T)(X, \mathcal{A}, \mu, T) in which Card(T1{x})>1\operatorname{Card}\left(T^{-1}\{x\}\right)>1 for μ\mu-a.e. xx.

(d) Assume XX is finite and A\mathcal{A} is the boolean algebra of all subsets of XX. Suppose that μ\mu is a TT-invariant probability measure on XX such that μ({x})>0\mu(\{x\})>0 for all xXx \in X. Show that TT is a bijection.

(e) Let X=NX=\mathbb{N}, the set of positive integers, and A\mathcal{A} be the σ\sigma-algebra of all subsets of XX. Suppose that μ\mu is a TT-invariant ergodic probability measure on XX. Show that there is a finite subset YXY \subseteq X with μ(Y)=1\mu(Y)=1.