Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/iii/paper-108/4/solution
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 108 4 Solution by
Codex 0 2026-10-03
For a finite partition , putThe system is K-mixing when every measurable becomes uniformly asymptotically independent of this remote future:Taking makes , soThus K-mixing implies mixing.
The tail sigma-algebra of a measurable partition isBy the reverse martingale convergence theorem,in . The uniform independence in the definition of K-mixing is equivalent to the limit being the constant for every . This holds exactly when every -measurable set has measure zero or one. Hence the system is K-mixing if and only if every finite partition has trivial tail sigma-algebra.
Let . Complements preserve the binary partition. If , then is coarser than , so subadditivity gives zero entropy rate. Thus is an algebra. For , let . The entropy metric continuity boundtends to zero because . Hence , proving that is a sigma-algebra: the Pinsker sigma-algebra.
If belongs modulo null sets to for a finite , remote-future approximations make the entropy rate of zero. Conversely, if , the conditional-entropy formula for entropy rate givesThus is measurable modulo null sets from its strict future. Iterating this fact makes it measurable from every remote future, so modulo null sets. ThereforeThis is the Tail characterization of the Pinsker sigma-algebra.
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