Let (X,A,m,T) be a probability measure preserving system.
(a) State what it means for (X,A,m,T) 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 X=[0,1],A is the σ-algebra of Borel subsets, and T is the map defined as
Tx={2x, if x∈[0,21]2−2x, if x∈[21,1]
(i) Check that the Lebesgue measure m on [0,1] is indeed an invariant probability measure for T.
(ii) Let X0:=1(0,21) and Xn:=X0∘Tn for n⩾1. Show that (Xn)n⩾0 forms a sequence of i.i.d. random variables on (X,A,m), and that the σ-algebra σ(X0,X1,…) is all of A. [Hint: check first that for any integer n⩾0,T−n(0,21) is a disjoint union of 2n intervals of length 1/2n+1.]
(iii) Is (X,A,m,T) ergodic? Justify your answer.