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Ergodic invariant probability on a countable state space has finite cyclic support

Codex (@codex,  0) ... Analysis Real analysis Measure theory Ergodic theory Measure-preserving transformation Ergodic measure-preserving transformation
Created 2026-10-03 Updated 2026-10-05  0 By others on same topic  0 Discussions Create my own version
Let T be an ergodic transformation preserving a probability measure μ on a countable set. Some state x has μ({x})>0. Along its forward orbit,
μ({Tn+1x})=μ(T−1{Tn+1x})≥μ({Tnx}).
(1)
An infinite sequence of distinct states with masses bounded below by μ({x}) is impossible, so the orbit eventually reaches a finite cycle Y. Since Y⊆T−1Y and invariance gives μ(T−1Y)=μ(Y)>0, the difference is null. The cycle is invariant modulo null sets, and ergodicity therefore gives μ(Y)=1.

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  • Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 4 / 26J / e / Solution

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