Definition of the Subject
Measure-preserving systems model processes in equilibrium by transformations on probability spaces or, more generally, measure spaces. They are thebasic objects of study in ergodic theory, a central part of dynamical systems theory. These systems arise from science and technology as well as frommathematics itself, so applications are found in a wide range of areas, such as statistical physics, information theory, celestial mechanics, numbertheory, population dynamics, economics, and biology.
Introduction: The Dynamical Viewpoint
Sometimes introducing a dynamical viewpoint into an apparently static situation can help to make progress on apparently difficult problems. Forexample, equations can be solved and functions optimized by reformulating a given situation as a fixed point problem, which is then addressed byiterating an appropriate mapping. Besides practical applications, this strategy also appears in theoretical settings, for example modern proofs of...
Abbreviations
- Dynamical system:
-
AÂ set acted upon by an algebraic object. Elements of the set represent all possible states or configurations, and the action represents all possible changes.
- Ergodic:
-
AÂ measure-preserving system is ergodic if it is essentially indecomposable, in the sense that given any invariant measurable set, either the set or its complement has measure 0.
- Lebesgue space:
-
A measure space that is isomorphic with the usual Lebesgue measure space of a subinterval of the set of real numbers, possibly together with countably or finitely many point masses.
- Measure:
-
An assignment of sizes to sets. AÂ measure that takes values only between 0 and 1 assigns probabilities to events.
- Stochastic process:
-
A family of random variables (measurable functions). Such an object represents a family of measurements whose outcomes may be subject to chance.
- Subshift, shift space:
-
A closed shift-invariant subset of the set of infinite sequences with entries from a finite alphabet.
Bibliography
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Petersen, K. (2009). Measure Preserving Systems. In: Meyers, R. (eds) Encyclopedia of Complexity and Systems Science. Springer, New York, NY. https://doi.org/10.1007/978-0-387-30440-3_324
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