Almost periodic observable Created 2026-10-06 Updated 2026-10-14
An observable of an invertible probability measure-preserving system is almost periodic when its Koopman operator orbit is totally bounded in the global norm. A noninvertible system uses its forward orbit. This is the Hilbert-space dynamical definition, distinguished from uniform almost periodicity for continuous functions of a real variable.
A probability measure-preserving system is compact if every observable has a relatively compact Koopman operator orbit in the global norm. For an invertible system one may use all integer times; for a general transformation use nonnegative times. This is a measure-theoretic definition, stronger than compactness of the underlying topological space.
Invariant-function characterization of ergodicity Created 2026-09-28 Updated 2026-10-14
An invertible measure-preserving system is ergodic exactly when the fixed space of its Koopman operator on consists only of almost-everywhere constant functions. One direction applies invariance to level sets; the other applies it to indicator functions of invariant sets.
Invertible measure-preserving system Created 2026-09-28 Updated 2026-10-03
An invertible measure-preserving system has a measurable inverse modulo null sets and preserves its measure in both time directions. Its Koopman operator on is unitary.
Irrational skew shift Created 2026-10-06 Updated 2026-10-14
For irrational , the irrational skew shift is the skew product on the torus . It preserves normalized Lebesgue measure and has iterates modulo one. Its Koopman operator sends the Fourier basis character to . The resulting infinite chains of Fourier coefficients show that it is an ergodic transformation. Moreover, uniform equidistribution of an irrational skew shift proves unique ergodicity.
A weakly mixing system has no nonconstant Koopman operator eigenfunction. If , then is invariant under , contradicting the product characterization of weak mixing unless is constant.
The discrete Bochner–Herglotz theorem says that a sequence is a positive-definite function, meaning
if and only if there is a unique finite positive Borel measure on such that
The mass is . The necessity of positive definiteness follows by integrating .
For sufficiency, positive definiteness makes the relevant Gram matrices Hermitian positive semidefinite, so and . Define
Taking in the positive-definiteness condition gives , while . Moreover,
Thus the integrals against every trigonometric polynomial converge. These polynomials are uniformly dense in continuous functions on the circle: smooth periodic approximation followed by Fourier inversion for smooth functions gives this density. The uniform mass bound then makes the integrals against every continuous converge as well. Their limit is a positive linear functional with . The standard Riesz-Markov-Kakutani representation theorem gives a finite positive Borel measure with . The preceding coefficient computation proves its required Fourier coefficients. Finally, two such measures agree on all trigonometric polynomials, hence on all continuous functions by uniform density, and therefore are identical. This proves the Bochner–Herglotz theorem, including existence and uniqueness; if , the estimate gives the zero measure directly.
Now let be the Koopman operator on the complex L2 space of the probability measure-preserving system. We use , linear in the first entry. Since is an isometry, the sequence for , extended by , is positive-definite: its matrix is the Gram matrix of . The Bochner–Herglotz theorem gives its spectral measure of a Koopman observable .
We first prove exactly how an atom of a measure detects an eigenfunction. Fix and set
The mean ergodic theorem, applied to the isometry , says these averages converge in L2 space to the orthogonal projection onto . Its usual Hilbert-space proof works without invertibility: the orthogonal complement of is , and the averages of telescope to . The equality of the two kernels follows from being an isometry, by expanding when .
Expanding the averaged norm through the spectral measure of a Koopman observable gives
The integrand is at most one and converges to . By the dominated convergence theorem,
Thus a nonzero atom corresponds to a nonzero Koopman operator eigenfunction, with eigenvalue , in the cyclic spectral data of .
We also need the Wiener Fourier coefficient lemma, which here has a short proof. For any finite positive circle measure with coefficients ,
The bracket is bounded in absolute value by one and tends to the indicator of the diagonal . Another application of the dominated convergence theorem gives
In particular the limit is zero for an atomless measure.
Suppose there are no nonconstant Koopman operator eigenfunctions. For every in the mean-zero L2 space, all its projections vanish: a nonzero projection would be a nonconstant eigenfunction, since it has mean zero. Hence is atomless, and the Wiener Fourier coefficient lemma gives
The Cauchy-Schwarz inequality also gives vanishing averaged absolute autocorrelations. For two mean-zero observables , the sesquilinear polarization identity
then gives vanishing averaged absolute cross-correlations. Taking and proves
which is weak mixing.
Conversely, this set formulation of weak mixing extends to all pairs of mean-zero L2 space observables by finite-simple-function approximation and the uniform estimate . If and , the isometry property gives . If , invariance of the integral gives . If and is nonconstant, replace it by , a nonzero mean-zero eigenfunction. But in either case
for every , contradicting weak mixing. We have proved weak mixing is equivalent to absence of nonconstant eigenfunctions, including for noninvertible transformations.
Finally, the doubling map preserves normalized Lebesgue measure, as substitution on its two inverse branches shows. Let be an eigenfunction, , with Fourier coefficients . The Fourier basis calculation gives
Since , all odd coefficients vanish. Every nonzero integer is with odd, and repeated use of makes all nonzero coefficients vanish. Completeness of the Fourier basis then says is constant. Therefore the doubling map has no nonconstant eigenfunctions, and
Use the convention that level counts the nonzero shifts, hence an arithmetic progression of length . The SZ property at level means that every measurable set of positive measure satisfies
This is the averaged multiple-recurrence property, stronger than merely finding one positive intersection. Shifting the indexing convention from terms to terms does not change the all-levels assertion. We work with probability measure-preserving systems.
Here is the Furstenberg correspondence principle construction proving the Szemerédi theorem. Let have positive upper density . Put equal to the indicator of on the positive coordinates and zero elsewhere, and let be the left shift. The binary full shift is a compact metric space in the product topology, and is a homeomorphism. Choose attaining the upper density and define the empirical measures
We use the standard weak compactness fact that every sequence of Borel probability measures on a compact metric space has a weakly convergent subsequence, where weak convergence means convergence of integrals of continuous functions. Pass to a subsequence with limit . For every continuous , telescoping gives
Passing to the limit proves . The cylinder set is clopen, so its indicator is continuous and
If every measure-preserving system has the SZ property at level , there is some for which , where . This is also a clopen cylinder set, so . For some sufficiently large , at least one term of the empirical average is positive: for some . Unwinding the coordinates gives
Therefore contains an arithmetic progression of length with positive common difference. Having the SZ property at every level gives the infinite-density form of the Szemerédi theorem.
The finite uniform form follows from the same argument. If, for fixed and , arbitrarily large admitted sets with and no such arithmetic progression, replace above by the indicator of , extended by zero outside that interval. Their empirical measures still have an invariant weak limit with . For every fixed positive , however, , since a point contributing to that cylinder would be an actual progression in . Thus for all positive , contradicting the SZ property. Consequently a sufficiently large depending only on forces the required progression.
A compact measure-preserving system is one for which every observable has relatively compact forward orbit under the Koopman operator . Equivalently, each of these orbits is totally bounded in the global norm; compactness refers to observables, not just to the underlying topological space. For an invertible system it is usual to use all integer times. One may also define compactness by density of almost periodic observables: the two definitions coincide because , so a finite net for an approximating observable is a finite net, with slightly larger radius, for .
To prove the SZ property, fix with , put , and choose
Compactness gives a finite -net for its orbit with centers , where . Let . For every integer , some center satisfies . Since is an isometry, cancellation gives
Thus the return set meets every interval for . In particular, is a syndetic set with lower density at least . This proves the needed syndetic near returns of an almost periodic observable without any assumption of ergodicity.
For , telescoping and the isometry property give
As is an indicator, . The union bound therefore gives
All other multiple-intersection measures are nonnegative. Averaging over the bounded-gap set yields
Thus every compact measure-preserving system has the SZ property at every level, including nonergodic systems and, under the forward-orbit definition, noninvertible transformations.
Use probability measure-preserving systems: is measurable and . Its invariant sigma-algebra is
Ergodicity means that every invariant measurable set has measure zero or one:
Equivalently, every invariant measurable function is constant almost everywhere. Indeed all rational sublevel sets of a real invariant function belong to , so the zero-or-one alternative forces its distribution to concentrate at one value. Apply this to real and imaginary parts for complex functions. Conversely, an invariant set has an invariant indicator, so the function criterion implies the set criterion. This is the invariant-function characterization of ergodicity.
For an irrational rotation of the circle, with , an invariant has Fourier coefficients satisfying
For the multiplier is nonzero. Completeness of the Fourier series basis therefore makes constant. Apply this to an invariant indicator to prove the irrational rotation is ergodic. A second example is the cyclic permutation of points with equal masses: a nonempty invariant set contains the whole cycle and hence has measure one.
The identity on with Lebesgue measure is not ergodic, since is invariant and has measure . Nor is rotation by on the circle: the set
is invariant and has measure . These examples also show why preservation of measure does not imply ergodicity.
Let be the Koopman operator, , and set
The Von Neumann mean ergodic theorem says that, for , these Cesàro averages converge in to the orthogonal projection onto the invariant functions:
For an invertible system, is a unitary operator. The Hilbert-space theorem states more generally that the Cesàro averages of any unitary operator converge strongly to its fixed-space projection.
Here is the requested invertible-case proof. Since ,
Thus the orthogonal decomposition for unitary ergodic averages is
On the first summand, . On a vector , telescoping gives
Because , approximation extends this convergence to the closure of the range. The orthogonal decomposition now proves the theorem for every . An invariant function is -measurable, and an -measurable function is invariant by approximation with indicators; hence the projection is the stated conditional expectation.
In an ergodic system, invariant functions are constants by the criterion already proved. Their orthogonal projection is obtained by taking the inner product with , whose norm is one. Therefore the ergodic limit is the space average:
The Birkhoff ergodic theorem states that, for ,
The limit is invariant, integrable, and has the same integral as . On a probability space convergence also holds in . In an ergodic system the limit is almost everywhere.
For the topological sharpening, take a continuous map on a compact metric space. Unique ergodicity means there is exactly one invariant Borel probability measure . The uniform ergodic convergence for uniquely ergodic systems says that every continuous real or complex satisfies
Thus convergence holds at every point and uniformly in that point. The continuity, compactness and continuous-observable hypotheses belong to this theorem; it is not a claim of uniform convergence for all measurable functions.
For an invertible probability measure-preserving system, an almost periodic observable is an whose Koopman operator orbit is totally bounded:
Equivalently, for every it has a finite -net in . For a noninvertible system use the forward orbit .
A factor map satisfies and almost everywhere. Disintegrate over this map and write
for the conditional L2 norm. A relatively almost periodic observable is an such that, for every , there are finitely many with
The center may depend on both and ; the finite list itself does not. Since is countable, the exceptional null sets can be combined. A compact extension of a measure-preserving system is a factor map for which these relatively almost periodic observables are dense in . This density definition should not be replaced by a claim that every observable already satisfies the uniform fiberwise finite-net condition.
For a proper factor map example, let carry independent fair coordinates and the two-sided Bernoulli shift , with . Set
using the product of the Bernoulli measure and the equal two-point measure. These are invertible measure-preserving systems, and the projection preserves measure and intertwines the transformations, so it is a two-to-one factor map.
Take . Then . Distinct coordinates are independent and have mean zero and variance one, hence
Its orbit has no finite sufficiently small net. Thus the Bernoulli coordinate observable is not almost periodic in global . In contrast, the conditional measure over is the equal measure on , and is constant on that fiber with value . The two centers give zero error on every fiber for every . Therefore is a relatively almost periodic observable for this map.
The example is also a finite-fiber compact extension. For a bounded observable on , each orbit value on a fiber is a pair in a fixed bounded subset of , which has a finite net. Its centers can be chosen as functions constant in , with prescribed values on the two labels. Bounded observables are dense in , so the extension is compact. The Bernoulli shift is mixing: cylinder events involving disjoint coordinate sets are independent for all sufficiently large shifts, and approximation by cylinder events extends this to arbitrary events. Thus and are ergodic. If an invariant function on is written , invariance gives and . The first function is constant; the second is -invariant and hence constant, and then its sign equation forces zero. This proves that the example's source is also ergodic.
For the positive-subset assertion, interpret the printed as , or as an invariant full-measure domain of the factor map; the prime is otherwise undefined and does not change the measure-theoretic argument.
First establish conditional norm covariance under a factor map. Invariance of the measures and uniqueness in the disintegration theorem for a probability measure give
on common full-measure sets. For the first equality, is another disintegration over the same fibers: it is supported on and integrates to . Uniqueness identifies it with , and iteration gives the norm formula.
Two elementary facts explain localization of relative almost periodicity to base sets. If is a relatively almost periodic observable and is measurable, then is also relatively almost periodic. Indeed, on a fiber,
When that indicator is one, use a center for ; when it is zero, use the additional center . Secondly, relative almost periodicity is closed under convergence in the uniform conditional L2 norm
If this norm of tends to zero, covariance bounds the corresponding error between every pair of orbit values by the same number. A finite -net for one sufficiently close is consequently an -net for .
Now take . The compact extension supplies relatively almost periodic observables with
Put . The Tonelli theorem gives
Hence for -almost every . Since , choose for which
has positive measure. The Egorov theorem gives a measurable of positive measure on which uniformly. Define
Then
For , the localization fact makes every relatively almost periodic, while
The conditional-norm closure fact therefore proves is a relatively almost periodic observable, with and positive measure. This is the positive-measure almost periodic indicator in a compact extension. No ergodic component or uncountable intersection of exceptional sets is needed in this construction; it in fact works under the same disintegration and compactness hypotheses without using the assumed ergodicity.
For an irrational rotation of the circle, let on , and let be any invariant Borel probability measure. For each integer , set . Invariance gives
For , irrationality forces , so the corresponding Fourier coefficient is zero. For it is one. These are exactly the Fourier coefficients of normalized Lebesgue measure . By the Stone-Weierstrass theorem, trigonometric polynomials are uniformly dense in the continuous functions on the circle group; hence and integrate every continuous function equally and are the same Borel probability measure. Since is invariant, the irrational rotation of the circle is uniquely ergodic, with unique measure .
For the irrational skew shift on the two-dimensional torus, write
The map is invertible, with modulo one, and it preserves as allowed in the question. We first prove the ergodic transformation property by the invariant-function characterization of ergodicity.
Let satisfy . Its expansion in the Fourier basis is in . Direct calculation of the Koopman operator gives
Uniqueness of the Fourier coefficients therefore implies
For , the magnitudes of the Fourier coefficients along all distinct indices , , are equal. By the Bessel inequality they are square summable, so every such coefficient must be zero. When , the relation becomes , which forces for . Only remains. Thus every invariant function is constant, and
To prove unique ergodicity, we will establish uniform averages for every continuous function directly. No theorem on unique ergodicity of skew products is needed. Induction on , using the old first coordinate in the second coordinate of , yields
In particular, for a Fourier basis element,
If and , this is a geometric series in , and
uniformly in .
For , we give the finite Van der Corput inequality for finite scalar sequences and its proof. For , extend by zero outside . Fix an integer and set . Every original summand appears times in the identity
The Cauchy-Schwarz inequality, followed by expansion of the squared window sums, gives
Consequently the Van der Corput inequality for finite scalar sequences is
The finite prefactor is important; the order of limits will be with fixed, followed by .
For the irrational skew shift character sequence above, differencing cancels the quadratic term:
For every fixed , is irrational, so another geometric series estimate gives
uniformly in . With fixed , the Van der Corput inequality for finite scalar sequences therefore implies
Letting proves that the averages of every nonconstant Fourier basis element converge uniformly to zero. The constant character has average one. This establishes uniform equidistribution of an irrational skew shift on all trigonometric polynomials.
The Stone-Weierstrass theorem makes these trigonometric polynomials uniformly dense in . If approximates a continuous with , then
Taking and then proves uniform convergence to for every continuous .
Finally, if is any invariant Borel probability measure for the irrational skew shift, invariance and this uniform convergence give
Thus , since continuous functions determine Borel probability measures on a compact metric space. We conclude
The uniform-average proof also shows that every starting point has the same limiting continuous-function averages, a stronger conclusion than the almost-everywhere assertion provided by the pointwise ergodic theorem.
For a probability measure-preserving system, strong mixing means that for every pair of measurable sets ,
A sequence has convergence in density of a sequence to when for each the exceptional set has natural density zero. A weakly mixing measure-preserving transformation has convergence in density of to for every . Equivalently, because these correlations are bounded,
Indeed the mean of the absolute discrepancy is at least times the exceptional frequency, while it is at most plus a uniform bound times that frequency. A signed Cesaro convergence of a sequence without absolute values is insufficient to define weak mixing.
The standard three-cut Chacon map is obtained by cutting and stacking. Start on with normalized Lebesgue measure, an initial tower consisting of , and a reservoir for spacers. At stage , cut every level of the current tower into three equal subintervals, producing three subcolumns. Add one new interval of the same width above the middle subcolumn. Stack the first subcolumn at the bottom, then the middle subcolumn with its spacer, then the third at the top. Define the partial transformation by translation from each level to the next, leaving the current top unmapped. These assignments extend the earlier partial transformation. Repeat indefinitely.
If is the number of levels and their width, then
Hence , , and the stage- tower has measure . The spacers consume total measure , precisely the reservoir. The increasing partial maps give the Chacon map modulo null sets. The tower tops and unused reservoir have measures tending to zero, and the construction yields an invertible measure-preserving transformation. With marking an original level and a spacer, the tower words satisfy and , so the first new word is . This describes the spacer placement without needing a proof of well-definedness. The three-cut convention agrees with the classical constant spacer vector described in Ryzhikov's construction.
For the correlation assertion, take the L2 inner product to be , linear in its first argument, and put . The Koopman operator is an isometry on , even when is not invertible. For the hint gives
To extend rigorously to all test functions, centre the observable: . Invariance of the integral gives . Let
For each fixed , by the same isometry identity. Therefore the limit is zero for every finite linear combination of these orbit vectors. By the Cauchy-Schwarz inequality and , approximation extends this conclusion to every : the approximation error in the correlation is bounded by uniformly in . For , the correlation is identically zero because . The orthogonal decomposition by a closed subspace now gives the result for all . Thus
This is decay of autocorrelation implies weak convergence of an observable; no assumption that is an ergodic transformation, and no invertibility hypothesis was used, and is included.
Finally, strong mixing immediately implies the stated diagonal limit by taking . Conversely, suppose that limit holds for every . Apply the correlation result with and . Its hypothesis is exactly , and its conclusion is
Hence strong mixing is equivalent to diagonal set-correlation criterion for mixing. Using the orbit-span proof avoids an invalid polarization argument that would recover only the sum of the two directed cross-correlations from diagonal correlations.
The statement means convergence in density of a sequence: for every , the proportion of with tends to zero. The statement means Cesaro convergence of a sequence, .
Suppose . Splitting into the indices where and its complement gives
Thus density convergence implies Cesaro convergence of the absolute deviations to zero. Conversely, the Markov inequality gives
proving the reverse implication.
The product characterization of weak mixing says that if is weakly mixing, then is ergodic exactly when is ergodic; in particular, ergodicity of characterizes weak mixing.
Suppose . Unitarity of the Koopman operator gives . Weak mixing implies ergodicity, so is almost everywhere constant. On the product,
is invariant under . Since the square is ergodic, is constant, which forces to be constant almost everywhere. Thus there are no nonconstant Koopman eigenfunctions.
Finally use the density-one correlation characterization of a weakly mixing measure-preserving transformation. For each positive-measure pair , the integers for which form a density-one set after discarding finitely many terms; the corresponding sets for and therefore intersect, proving simultaneous hitting. Conversely, the simultaneous-hitting property is precisely the simultaneous hitting characterization of weak mixing, so it implies weak mixing.
The map is a nonsingular transformation with respect to when
Equivalently, the pushforward measure satisfies .
For an essentially bounded observable , define the Koopman operator
Nonsingularity makes this well defined on almost-everywhere equivalence classes. By the Radon-Nikodym theorem,
Consequently the bounded Koopman operator criterion is
The finite positive measure representing an observable's autocorrelation sequence by the Bochner–Herglotz theorem. For a probability measure-preserving system, the Koopman operator is an isometry, so its forward autocorrelations, extended by complex conjugation to negative indices, form a positive-definite function on . The measure has mass , and its atoms are squared norms of projections onto Koopman operator eigenspaces, including for noninvertible transformations.