# Measure-preserving dynamical system

In mathematics, a **measure-preserving dynamical system** is an object of study in the abstract formulation of dynamical systems, and ergodic theory in particular.

## DefinitionEdit

A measure-preserving dynamical system is defined as a probability space and a measure-preserving transformation on it. In more detail, it is a system

with the following structure:

- is a set,
- is a σ-algebra over ,
- is a probability measure, so that μ(
*X*) = 1, and μ(∅) = 0, - is a measurable transformation which preserves the measure , i.e., .

This definition can be generalized to the case in which *T* is not a single transformation that is iterated to give the dynamics of the system, but instead is a monoid (or even a group) of transformations *T _{s}* :

*X*→

*X*parametrized by

*s*∈

**Z**(or

**R**, or

**N**∪ {0}, or [0, +∞)), where each transformation

*T*satisfies the same requirements as

_{s}*T*above. In particular, the transformations obey the rules:

- , the identity function on
*X*; - , whenever all the terms are well-defined;
- , whenever all the terms are well-defined.

The earlier, simpler case fits into this framework by defining*T _{s}* =

*T*for

^{s}*s*∈

**N**.

The existence of invariant measures for certain maps and Markov processes is established by the Krylov–Bogolyubov theorem.

## ExamplesEdit

Examples include:

- μ could be the normalized angle measure dθ/2π on the unit circle, and
*T*a rotation. See equidistribution theorem; - the Bernoulli scheme;
- the interval exchange transformation;
- with the definition of an appropriate measure, a subshift of finite type;
- the base flow of a random dynamical system;
- the flow of a Hamiltonian vector field on the tangent bundle of a closed connected smooth manifold is measure-preserving (using the measure induced on the Borel sets by the symplectic volume form) by Liouville's theorem (Hamiltonian).

## HomomorphismsEdit

The concept of a homomorphism and an isomorphism may be defined.

Consider two dynamical systems and . Then a mapping

is a **homomorphism of dynamical systems** if it satisfies the following three properties:

- The map is measurable.
- For each , one has .
- For μ-almost all , one has .

The system is then called a **factor** of .

The map is an **isomorphism of dynamical systems** if, in addition, there exists another mapping

that is also a homomorphism, which satisfies

- for μ-almost all , one has ;
- for ν-almost all , one has .

Hence, one may form a category of dynamical systems and their homomorphisms.

## Generic pointsEdit

A point *x* ∈ *X* is called a **generic point** if the orbit of the point is distributed uniformly according to the measure.

## Symbolic names and generatorsEdit

Consider a dynamical system , and let *Q* = {*Q*_{1}, ..., *Q _{k}*} be a partition of

*X*into

*k*measurable pair-wise disjoint pieces. Given a point

*x*∈

*X*, clearly

*x*belongs to only one of the

*Q*. Similarly, the iterated point

_{i}*T*can belong to only one of the parts as well. The

^{n}x**symbolic name**of

*x*, with regards to the partition

*Q*, is the sequence of integers {

*a*

_{n}} such that

The set of symbolic names with respect to a partition is called the symbolic dynamics of the dynamical system. A partition *Q* is called a **generator** or **generating partition** if μ-almost every point *x* has a unique symbolic name.

## Operations on partitionsEdit

Given a partition Q = {*Q*_{1}, ..., *Q*_{k}} and a dynamical system , we define *T*-pullback of *Q* as

Further, given two partitions *Q* = {*Q*_{1}, ..., *Q _{k}*} and

*R*= {

*R*

_{1}, ...,

*R*

_{m}}, we define their refinement as

With these two constructs we may define *refinement of an iterated pullback*

which plays crucial role in the construction of the measure-theoretic entropy of a dynamical system.

## Measure-theoretic entropyEdit

The entropy of a partition *Q* is defined as^{[1]}^{[2]}

The measure-theoretic entropy of a dynamical system with respect to a partition *Q* = {*Q*_{1}, ..., *Q*_{k}} is then defined as

Finally, the **Kolmogorov–Sinai metric** or **measure-theoretic entropy** of a dynamical system is defined as

where the supremum is taken over all finite measurable partitions. A theorem of Yakov Sinai in 1959 shows that the supremum is actually obtained on partitions that are generators. Thus, for example, the entropy of the Bernoulli process is log 2, since almost every real number has a unique binary expansion. That is, one may partition the unit interval into the intervals [0, 1/2) and [1/2, 1]. Every real number *x* is either less than 1/2 or not; and likewise so is the fractional part of 2^{n}*x*.

If the space *X* is compact and endowed with a topology, or is a metric space, then the topological entropy may also be defined.

## See alsoEdit

- Krylov–Bogolyubov theorem on the existence of invariant measures
- Poincaré recurrence theorem

## ReferencesEdit

**^**Ya.G. Sinai, (1959) "On the Notion of Entropy of a Dynamical System",*Doklady of Russian Academy of Sciences***124**, pp. 768–771.**^**Ya. G. Sinai, (2007) "Metric Entropy of Dynamical System"

- Michael S. Keane, "Ergodic theory and subshifts of finite type", (1991), appearing as Chapter 2 in
*Ergodic Theory, Symbolic Dynamics and Hyperbolic Spaces*, Tim Bedford, Michael Keane and Caroline Series, Eds. Oxford University Press, Oxford (1991). ISBN 0-19-853390-X*(Provides expository introduction, with exercises, and extensive references.)* - Lai-Sang Young, "Entropy in Dynamical Systems" (pdf; ps), appearing as Chapter 16 in
*Entropy*, Andreas Greven, Gerhard Keller, and Gerald Warnecke, eds. Princeton University Press, Princeton, NJ (2003). ISBN 0-691-11338-6

## ExamplesEdit

- T. Schürmann and I. Hoffmann,
*The entropy of strange billiards inside n-simplexes.*J. Phys. A28, page 5033ff, 1995. PDF-Dokument