Use finite cutoff windows to avoid subtracting two infinite masses. Write for the unit disc, on loops surrounding , and . For , let . These increase to all loops in surrounding as .
On the finite-mass windows, the domain-containment events form a pi-system. Indeed, if are simply connected and contain , a simple loop surrounding that lies in both has its filled interior in both. It therefore lies in the component of containing , which is simply connected. Thus, on the support of ,
Inclusion-exclusion for the finite deficits gives
Taking and subtracting from gives the useful recovery formula
The assumed generation of the loop sigma-field by domain-containment events and the uniqueness theorem for measures now determine the finite restriction to . Increasing these windows recovers ; conformal transport recovers its restriction to any simply connected domain containing the marked point. If a simply connected domain omits , no loop in it can surround .
The argument uses finite annular deficits. This is the usual local-finiteness convention for these loop measures and is explicitly ensured by the finite logarithmic formula assumed in the continuation. Bare sigma-finiteness must not be used as permission for formal subtraction. This is the recovery of a loop measure from conformal deficits.
On a fixed underlying set, a pi-system is a nonempty family closed under finite intersections. A Dynkin system, also called a d-system, contains the whole underlying set, is closed under complements relative to it, and under countable disjoint unions. Equivalently it is closed under differences of nested members and increasing countable unions. A sigma-algebra contains the whole set, is closed under complements and arbitrary countable unions, hence also countable intersections. A Dynkin system need not be a sigma-algebra unless additional intersection closure is available.
Let be the closure of the simple predictable processes in the Hilbert space . Common refinement of deterministic partitions makes these processes a vector space. To prove density of simple predictable processes for finite measures, suppose . Since is a finite measure, the Cauchy-Schwarz inequality gives , so
defines a finite signed measure. The indicator of each predictable generating rectangle, including each time-zero rectangle, is a simple predictable process; hence vanishes on these rectangles.
Finite intersections of the rectangles are again rectangles or empty. Add the whole space to this pi-system. Its -mass is zero because is simple and converges to in by the dominated convergence theorem. The zero sets of form a lambda-system now that its total mass is zero. The Pi-lambda theorem therefore gives for every . Taking the sets where and gives -almost everywhere.
Thus and the orthogonal complement criterion for a closed subspace of a Hilbert space yields
Omitting the time-zero term would make this conclusion false when is concentrated at time zero.
If is measure-preserving, equality holds on every measurable set and hence on the specified -system. Conversely, let . Both finite measures have equal total mass. Therefore , complements of members remain in by subtracting from the finite total mass, and disjoint countable unions remain in by countable additivity. Thus is a Dynkin system.
It contains the generating pi-system , so Dynkin lemma gives . Consequently
This is exactly the measure-preserving property.
The map swaps each adjacent pair of binary digits: . Canonical expansions with no eventual all-ones tail remain canonical under this swap, and .
Under Lebesgue measure, any specified values of distinct binary digits have probability . Indeed they describe a union of dyadic intervals at the largest of the specified positions, with that total length. The preimage of a cylinder prescribing its first output digits prescribes distinct input digits and therefore has the same measure. The half-open dyadic intervals, with the empty set, form a pi-system generating the Borel sigma-algebra. Apply the preceding uniqueness result to obtain
The choice of binary expansion matters at dyadic endpoints for the map's pointwise definition; the chosen convention removes that ambiguity and those endpoints are null in the measure calculation.
The product sigma-algebra is
The product measure is the probability measure on this sigma-algebra satisfying
The measurable rectangles form a pi-system generating . Any two probability measures agreeing on them therefore agree on the generated sigma-algebra by the pi-lambda theorem, proving uniqueness.
On a probability space carrying an infinite IID sequence with law , map to . Its pushforward measure satisfies
for every cylinder set. Cylinder sets form a pi-system generating , so the sigma-finite uniqueness theorem for measures proves uniqueness. This is the countable product measure .
For a cylinder ,
The same generating-class argument extends this equality to every measurable set, so is a measure-preserving transformation.
If , then for every , so membership in is independent of the first coordinates. Thus belongs to the tail sigma-algebra. The zero-one law gives , proving that the shift is ergodic.