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Kolmogorov automorphism

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In mathematics, a Kolmogorov automorphism, K-automorphism, K-shift or K-system is an invertible, measure-preserving automorphism defined on a standard probability space that obeys Kolmogorov's zero-one law. All Bernoulli automorphisms are K-automorphisms (one says they have the K-property), but not vice versa. Many ergodic dynamical systems have been shown to have the K-property, although more recent research has shown that many of these are in fact Bernoulli automorphisms.

Although the definition of the K-property seems reasonably general, it stands in sharp distinction to the Bernoulli automorphism. In particular, the Ornstein isomorphism theorem does not apply to K-systems, and so the entropy is not sufficient to classify such systems – there exist uncountably many non-isomorphic K-systems with the same entropy. In essence, the collection of K-systems is large, messy and uncategorized; whereas the B-automorphisms are 'completely' described by Ornstein theory.

Formal definition

Let (X, \mathcal{B}, \mu) be a standard probability space, and let T be an invertible, measure-preserving transformation. Then T is called a K-automorphism, K-transform or K-shift, if there exists a sub-sigma algebra \mathcal{K}\subset\mathcal{B} such that the following three properties hold:

\mbox{(1) }\mathcal{K}\subset T\mathcal{K}
\mbox{(2) }\bigvee_{n=0}^\infty T^n \mathcal{K}=\mathcal{B}
\mbox{(3) }\bigcap_{n=0}^\infty T^{-n} \mathcal{K} = \{X,\varnothing\}

Here, the symbol \vee is the join of sigma algebras, while \cap is set intersection. The equality should be understood as holding almost everywhere, that is, differing at most on a set of measure zero.

Properties

Assuming that the sigma algebra is not trivial, that is, if \mathcal{B}\ne\{X,\varnothing\}, then \mathcal{K}\ne T\mathcal{K}. It follows that K-automorphisms are strong mixing.

All Bernoulli automorphisms are K-automorphisms, but not vice-versa.

References

  1. Peter Walters, An Introduction to Ergodic Theory, (1982) Springer-Verlag ISBN 0-387-90599-5

Further reading

  • Christopher Hoffman, "A K counterexample machine", Trans. Amer. Math. Soc. 351 (1999), pp 4263–4280.

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