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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.



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

(X, \mathcal{B}, \mu, T)

with the following structure:

  • X is a set,
  • \mathcal{B} is a σ-algebra over X,
  • \mu:\mathcal{B}\rightarrow[0,1] is a probability measure, so that μ(X) = 1, and
  • T:X\rightarrow X is a measurable transformation which preserves the measure μ, i. e. each measurable A\subseteq X satisfies

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 \to X parametrized by s \in \mathbb{Z} (or \mathbb{R}, or \mathbb{N} \cup \{ 0 \}, or [0, + \infty)), where each transformation Ts satisfies the same requirements as T above. In particular, the transformations obey the rules

  • T_{0} = \mathrm{id}_{X} : X \to X, the identity function on X;
  • T_{s} \circ T_{t} = T_{t + s}, whenever all the terms are well-defined;
  • T_{s}^{-1} = T_{-s}, whenever all the terms are well-defined.

The earlier, simpler case fits into this framework by defining Ts: = Ts for s \in \mathbb{N}.


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.


One may wonder why the seemingly simpler identity

μ(T(A)) = μ(A)

is not used. Here is the problem: suppose T : [0, 1] → [0, 1] is defined by T(x) = (4x mod 1), i.e., T(x) is the "fractional part" of 4x. Then the interval [0.01, 0.02] is mapped to an interval four times as long as itself, but nonetheless the measure of T −1( [0.04, 0.08] ) = [0.01, 0.02] ∪ [0.26, 0.27] ∪ [0.51, 0.52] ∪ [0.76, 0.77] is no different from the measure of [0.04, 0.08]. That hypothesis suffices for the proofs of ergodic theorems. This transformation is measure-preserving.


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

Consider two dynamical systems (X, \mathcal{A}, \mu, T) and (Y, \mathcal{B}, \nu, S). Then a mapping

\phi:X \to Y

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

  1. The map φ is measurable,
  2. For each B \in \mathcal{B}, one has μ(φ − 1B) = ν(B),
  3. For μ-almost all x \in X, one has φ(Tx) = Sx).

The system (Y, \mathcal{B}, \nu, S) is then called a factor of (X, \mathcal{A}, \mu, T).

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

\psi:Y \to X

that is also a homomorphism, which satisfies

  1. For μ-almost all x \in X, one has x = ψ(φx)
  2. For ν-almost all y \in Y, one has y = φ(ψy).

Generic points

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

Symbolic names and generators

Let Q=\{Q_1,\ldots,Q_k\} be a partition of X into k measurable pair-wise disjoint pieces. Given a point x \in X, clearly x belongs to only one of the Qi. Similarly, the iterated point Tnx can belong to only one of the parts as well. The symbolic name of x, with regards to the partition Q, is the sequence of integers {an} such that

T^nx \in Q_{a_n}.

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 partitions

Given a partition Q=\{Q_1,\ldots,Q_k\} and a dynamical system (X, \mathcal{B}, T, \mu) , we define T-pullback of Q as

T^{-1}Q = \{T^{-1}Q_1,\ldots,T^{-1}Q_k\}

Further, given two partitions Q=\{Q_1,\ldots,Q_k\} and R=\{R_1,\ldots,R_m\}, we define their refinement Q \vee R as

Q \vee R = \{Q_i \cap R_j| i=1,\ldots,k , j=1,\ldots,m , \mu(Q_i \cap R_j) > 0 \}

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

\vee_{n=0}^N T^{-n}Q = \{Q_{i_0} \cap T^{-1}Q_{i_1} \cap ... \cap T^{-N}Q_{i_N} | i_l = 1,\ldots,k , l=0,\ldots,N , \mu(Q_{i_0} \cap T^{-1}Q_{i_1} \cap ... \cap T^{-N}Q_{i_N})>0 \}

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

Measure-theoretic entropy

The entropy of a partition Q is defined as

H(Q)=-\sum_{m=1}^k \mu (Q_m) \log \mu(Q_m)

The measure-theoretic entropy of a dynamical system (X, \mathcal{B}, T, \mu) with respect to a partition Q=\{Q_1,\ldots,Q_k\} is then defined as

h_\mu(T,Q) = \lim_{N \rightarrow \infty} \frac{1}{N} H\left(\bigvee_{n=0}^N T^{-n}Q\right)

Finally, the measure-theoretic entropy of a dynamical system (X, \mathcal{B}, \mu, T) is defined as

h_\mu(T) = \sup_{Q} h_\mu(T,Q)

where the supremum is taken over all finite measurable partitions. A theorem of Ya. 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 log2, since 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 2nx.

If the space X is endowed with a metric, then the topological entropy may also be defined.


  • 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", 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
This article is licensed under the GNU Free Documentation License. It uses material from the Wikipedia article "Measure-preserving_dynamical_system". A list of authors is available in Wikipedia.
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