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ארגודיות
ארגודיות
'
(80615) " "
2015 16 ' ,
:
, :
1
4
4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ( ) 3
10
12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.1
14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.2
18
23
24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
33
34
34 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
38 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
40 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.1
43 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2
48
48 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
52 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
62 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
65 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
67 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.1
70 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
76 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1
78 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1.1
80 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1.2
84 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1.3
86 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1.4
89 . . . . . . . . . . . . . . . . . ( ) 13.1.5
2
91
91 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . - :1 14
92 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . :2 15
3
1
. T :X!X , X :
.x, T x, T 2 x, ... ,x 2 X , . T
x Tx , 0 x x . T , X
. ,
. T X : •
. T X : –
. T X : –
. T :X!X , (X, , µ)
,(X, B, µ) :
X .1
. B .2
, X ,X ,
. .
. µ : B ! R+ .3
, B1 , B2 , ... 2 B ,
!
[ X
µ Bn = µ (Bn )
n n
. ,µ (X) = 1
.T : X ! X (X, B, µ) :
1
.T (E) 2 B E2B , T •
1
.µ T (E) = µ (E) T •
⇢ ˆ
L1 (µ) = f :X!C: |f | dµ < 1
,f 2 L1 (µ) , T
ˆ ˆ
T f dµ = f dµ
( ) :
,f = 1E ,E 2 B . "
ˆ ˆ ˆ
1
µ (E) = 1E dµ = 1E T dµ = 1T 1E dµ = µ T E
,
( (
1
0 Tx 2
/E 0 x2
/T E
1E T x = 1E (T x) = = 1
= 1T 1E
1 Tx 2 E 1 x2T E
( )
, , T
⌅ .( ) L1 (µ)
. f :X!R . (X, B, µ) :
T n := T Tn 1
,xn := f Tn n .T : X ! X (X, B, µ, T ) :
. (xn )n .
0 1
k
\
P (xn1 2 En1 , ..., xnk 2 Enk ) := µ @ x 2 X : f (T nj x) 2 Enj A
j=1
, m , , (X, B, µ, T )
P (xn1 +m 2 En1 +m , ..., xnk +m 2 Enk +m ) = P (xn1 2 En1 , ..., xnk 2 Enk )
: (X, B, µ) :
. , T : X ! X .1
. T :X!X , B = {;, X} .2
|E|
T :X !X .µ (E) = |X| , µ ,( ) B = P (X) , X .3
. ( ) "
5
T .x 7! x + 1 ( mod m) T : X ! X 1, µ = mX ,X = R/mZ .4
.
R↵ : X ! X , µ = m ,( ) B ,X = [0, 1) .5
2
.↵ R↵ .x 7! x + ↵ ( mod 1)
Tg .Tg x = gx T :G!G g2G . µ = mG , X = G .6
3
.g 2 G
.( ) T2 .x 7! 2x ( mod 1) T2 : X ! X ,X = R/Z .7
N
,A X=A .( ) A .8
.X
.(x0 , x1 , x3 , ...) 7! (x1 , x2 , ...) , : X ! X
, , . µ
2
. " X = (X, B, µ, T ) , Y = (Y, D, ⌫, S) :
0 0
X ⇢ X, Y ⇢ Y ,Y X X Y
,
.1
⇣ 0
⌘ ⇣ 0
⌘
µ X =⌫ Y =1
.2
⇣ 0
⌘ 0
⇣ 0
⌘ 0
T X ⇢X , S Y ⇢Y
0 0
1
,E 2 D µ ' (E) = ⌫ (E) , ':X !Y .3
' T =S '
. , G : 1
:
E g2G µ (gE) = µ (E)
E µ (E) = 0
µ (G) < 1
.↵ R↵ : S 1 ! S 1 ,x 7! exp 2⇡ix S1 X 2
. G , . 3
6
, ,
0 T / X0
X
' '
✏ ✏
0
Y / Y0
S
0 0
. X ,Y , ':X !Y , :
:
X = X1 ⇥ X1 = (X1 ⇥ X2 , B1 ⌦ B1 , µ1 ⇥ µ2 , T1 ⇥ T2 )
.X X1 , X2
1 4
, T .X Y = S , R↵ .T (x, y) = (x + ↵, x + y) ´ ,X ´= S 1 ⇥ S 1 , T .3
1
,f (x, y) = f1 (x) f2 (y) .f 2 L (µ) f dµ = f T dµ
´ ´´
f T dµ = f1 (x + ↵) f2 (x + y) dxdy =
´ ´
= f1 (x + ↵) f2 (x + y) dy dx =
´ ´ ´
= f1 (x + ↵) f2 (y) dy dx = f1 (x) f2 (y) dxdy =
´
= f (x, y) dµ
,x f2 ,
.↵ f1
,T n
T (x, y) = (x + ↵, x + y)
T 2 (x, y) = (x + 2↵, 2x + y + ↵)
n
T n (x, y) = x + n↵, nx + y + 2 ↵
.x , T4
7
5
.P = µ1/2,1/2 A = {0, 1} .4
.(xn )n 0 7! (xn+1 )n 0 , ,µ = P N X = AN
1
) S , mHaar , T2 " ( B ) X = (X, B, µ, ) " :
.( 2 T2
P (n+1) n
.(xn )n 0 7! n 0 2 x ' : X ! S1 :
. 2 ,T2 ' = ' •
(N +1)
.2 N , ' •
6
⌅ . , " ' •
( ) 3
.x, T x, T 2 x, ... ,T x2X . " (X, B, µ, T ) :
E E .E 2 B " (X, B, µ, T ) :
.
x2E ,
n
# {n 0 | T x 2 E} = 1
. , T E x2E
:
B = {x 2 E | T n x 2
/ E 8n 1}
n
.n 0 µ (T B) = µ (B) T ,
m (n m) m n m n
,T x 2 B \ T B x2T B\T B ,T B\T B=; 0m<n ,
.B
0 1
X X [
µ (B) = µ T n
B = µ@ T n
B A µ (X) = 1
n 0 n 0 n 0
n
,n µ (T B) = 0 ,µ (B) = 0
0 1
[
µ@ T n
BA = 0
n 0
S n n
n 0 T B . n E E T B
⌅ . , ,
.µ1/2,1/2 (0) = µ1/2,1/2 (1) = 1/2 5
0
.X := {x 2 X | 6 9n xm = 1 8m n} " ' 6
8
. " , " :
.T E = [0, 1] . " ,T x = x + 1 (R, B, , T )
.( ) f :X!R , " (X, B, µ, T ) :
. f ,( )x f (T x) f (x)
[
E = Ek
k 0
.µ E k = 0 ,k
⇣ ⌘
.x 2 E k0 ,k0 µ E k0 = 0
.x 2 E ,x 2 E k0
, ,n T nx 2
/ Ek E f T / E k0
.T x 2
⌅ .µ E k = 0
9
1
,(T A = A) T A2B , X = (X, B, µ, T ) " :
µ (A) 2 {0, 1}
: , " X = (X, B, µ, T ) :
. X .1
1
.µ (B) 2 {0, 1} µ B4T B = 0 ,B 2 B .2
⇣S ⌘
n
.µ n 0T B =1 µ (B) > 0 ,B 2 B .3
N
.N µ A\T B >0 µ (A) µ (B) > 0 ,A, B 2 B .4
. " µ ,( " µ f T = f ) " µ T f :X!C .5
.5 (= 2 (= 5 ,1 (= 4 (= 3 (= 2 (= 1 :
(2 (= 1) •
1
,µ (B4C) = 0 T C .µ B4T B =0
.µ (B) 2 {0, 1} ,µ (B4C) = 0 .µ (C) 2 {0, 1}
\ [
n n
C := lim sup T B := T B := {x 2 X : T n x 2 B }
N 0n N
. T C µ (B4C) = 0 ,
.µ (B4C) = 0 –
[
n
CN := T B
n N
, " .CN # C
µ (B4C) = lim µ (B4CN )
N !1
.N µ (B4CN ) = 0
0 1
[ [
B4CN = B4 @ T n
BA ⇢ B4T n
B
n N n N
N
X
n n n+1
µ B4T B µ T B4T B =0
n=1
. T C –
0 1
\ [
T 1
C = T 1 @ T n
BA
N 0n N
\ [
(n+1)
= T B
N 0n N
\ [
n
= T B
N 0n N
= C
,
.
(3 (= 2) •
1
S n
, .T C ⇢ C ,C = n 1T B .µ (B) > 0
,µ T 1 C = µ (C)
1
µ C4T C =0
µ (C) 2 {0, 1}
n n
,µ (T B) = µ (B) > 0 n T B⇢C
0 1
[
µ@ T n
B A = µ (C) = 1
n 0
(4 (= 3) •
⇣S ⌘
n
,µ n 1 T A =1 3 .µ (A) µ (B) > 0
0 1
[
0 < µ (B) = µ @B \ T n
AA
n 1
0 1
[
= µ@ B\T n
A A
n 1
X
n
µ B\T A
n 1
N
.µ B \ T A >0 N
(1 (= 4) •
n
,T A=a n 1 . T A
n
0 = µ (A \ (X\A)) = µ T A \ (X\A)
N
,µ T A \ X\A > 0 N (B = X\A )4 .A, X\A
,µ (X\A) = 0 µ (A) = 0
µ (A) 2 {0, 1}
(2 (= 5) •
, " µ f =0 " µ f =1 , f , T f := 1B µ B4T 1 B = 0
.µ (B) 2 {0, 1}
(5 (= 2) •
T ) f :X !R . " µ T f
,t 2 R .(
1
{x : f (x) > t} 4T {x : f (x) > t} ⇢ {x : f (T x) 6= f (x)}
,µ ({x : f (T x) 6= x}) = 0 f T
1
µ {x : f (x) > t} 4T {x : f (x) > t} = 0
3.1
. , :
P ,([0, 1] [ P, B, µ)P , :
µ = + p2P dp , B ,
.p 2 P dp [0, 1]
p
Lp (µ) := f :X!C|
´
) ,p 1 |f | dµ < 1 , :
. (
L2 (µ) ,
´
,hf, gi = f · gdµ ( )
.
T .T : X ! X (X, B, µ) :
,UT : Lp (µ) ! Lp (µ)
UT f := f T
, :
UT (f + g) = (f + g) T = f T + g T = UT f + UT g
,Lp (µ)
ˆ ˆ
p p
|UT f | dµ = |f T | dµ
ˆ
p
= |f | dµ
< 1
7
, UT :
ˆ
hUT f, UT gi = UT f · UT gdµ
ˆ
= (f T) · g T
ˆ
= f ·g
= hf, gi
kUT f UT gk = hUT f UT g, UT f UT gi
= hUT (f g) , UT (f g)i
= hf g, f gi
= kf gk
UT⇤ UT = I
hUT⇤ UT f, gi = hf, gi
,
3
X ⌦ ↵
4 hUT⇤ UT f, gi = i k
UT⇤ UT f + ik g , f + ik g
k=0
3
X
k
⌦ ↵
= i U T f + i k g , UT f + ik g
k=0
3
X
k 2
= i U T f + ik g
k=0
3
X
k 2
= i f + ik g
k=0
3
X
k
⌦ ↵
= i f + ik g, f + ik g
k=0
= 4 hf, gi
hUT⇤ UT f, gi = hf, gi
⌅
1
. UT , .UT⇤ = UT , " UT :
3.2
T↵ .↵ 2 R x 7! x + ↵ T↵ : T ! T ,( ) T = R/Z
/Q
.↵ 2
, f , L2 (R/Z, ) . T↵ f
X
f (x) = an e2⇡inx
n
, T↵ f ,
,n , , .
e2⇡il(x+ l )
k
g (T↵ x) =
k
= e2⇡il l · e2⇡ilx
= e2⇡ik · e2⇡ilx
= e2⇡ilx
= g (x)
⌅ .5 ,
-
:
. .1
. .2
/Q
.↵ 2 (x, y) 7! (x + ↵, y + ↵) ,T = R/Z T↵,↵ : T2 ! T2
T↵,↵ , (f (x, y) = e2⇡i(y x) , ) f (x, y) = y x ,
,
1
f T↵,↵ E = f (x, y) 2 T2 : (x, y) = T↵,↵ (e1 , e2 ) , e1 , e2 2 E
= f (x, y) 2 T2 : (e1 + ↵, e2 + ↵) = (x, y) , e1 , e2 2 E
= f ({(e1 + ↵, e2 + ↵) : e1 , e2 2 E})
= {e1 + ↵ (e2 + ↵) : e1 , e2 2 E}
= {e1 e2 : e1 , e2 2 E}
= f (E)
.
1
,µ A ⇥ B4T↵,↵ (A ⇥ B) = 0 , A⇥B T2 ,
1
0 = µ A ⇥ B4T↵,↵ (A ⇥ B)
= µ (A ⇥ B4 {(x, y) : (x, y) = T↵,↵ (a, b) , a 2 A, b 2 B})
= µ (A ⇥ B4 {(x, y) : (x + ↵, y + ↵) = (a, b) 2 A ⇥ B})
= µ (A ⇥ B4 (A ↵) ⇥ (B ↵))
.µ (A ⇥ B) 2 {0, 1} /Q
,↵ 2
T↵ .(x, y) 7! (x + ↵, y + x) ,T = R/Z T↵ : T 2 ! T 2
.↵ 2/Q
, f . f , T↵ f 2 L 2
X X
f (x, y) = an,m e2⇡inx · e2⇡imy = an,m e2⇡inx+2⇡imy
n,m n,m
X 2
|an,m | < 1
n,n
, T↵ f
f (x) = f (T↵ x)
= f (x + ↵, y + x)
X
= an,n e2⇡in(x+↵) · e2⇡im(y+x)
n,m
X
= an,m e2⇡i(n+m)x · e2⇡imy · e2⇡in↵
n,m
X
= an,m e2⇡i(n+m)x · e2⇡imy · e2⇡in↵
n,m
|an+m,m | = |an,m |
,an,m = 0 m 6= 0
,
X 2
|an,m | < 1
n,m
m 6= 0
an,m = 0
X
f (x, y) = an,0 e2⇡inx
n,m
/Q
.↵ 2 ,
N
,( ) X µ 12 , 12 µN1 , 1 X = {0, 1}
2 2
. .(xn )n 7! (xn+1 )n :X!X
,A, B
n
µ A\ B ! µ (A) · µ (B)
n!1
. 4
.( - ) , ,
17
. " X = (X, B, µ, T ) :
I := f 2 L2 (µ) | UT f = f ⇢ L2 (µ)
. UT , I
2 2
,f 2 L (µ) ,I PT : L (µ) ! I
N
1 X n L2
AN (f ) := U f ! PT f
N n=1 T
, I 5 , X .1
ˆ
PT f = hf, 1i = f dµ
,
ˆ
L2
AN (f ) ! f dµ
,g 2 L2 (µ) , X .2
N ⌧ˆ
1 X n L2
hU f, gi ! hPT f, gi = f dµ, g
N n=1 T
ˆ ✓ˆ ◆
= f dµ · gdµ
ˆ ˆ
= f dµ · gdµ
,g = 1B f = 1A
ˆ
hUTn 1A , 1B i = 1A (T n x) · 1B (x) dµ = µ A \ T n
B
N
1 X n
µ A\T B ! µ (A) · µ (B)
N n=1 N !1
, . .3
, A = Bc ,(T 1
B=B ) T B ,
N
1 X n
µ A\T B ! µ (A) · µ (B)
N n=1 N !1
n
µ A\T B = µ (A \ B) = µ (B c \ B) = 0
.( 2 )
h f = PT f + h ,f 2 L2 (µ) :
N
1 X n L2
U h !0
N n=1 T
.1
B := UT g g | g 2 L2 (µ)
B? = I
,g 2 L2 (µ) ,UT f = f ,f 2 I ,
.f 2 B ? . UT
,g 2 L2 (µ) f 2 B? ,
hUT⇤ f, gi = hf, gi
kUT f fk = hUT f f, UT f fi
2 2
= kUT f k hf, UT f i hUT f, f i + kf k
2
= 2 kf k hUT⇤ f, f i hf, UT⇤ f i
2
= 2 kf k hf, f i hf, f i
= 0
f = UT f
.f 2 I
?
I=B .2
2
L (µ) = I B
f 2 L2 (µ) ,
f = PT f + h
.h 2 B
2
L
kAN (h)k ! 0
.
,g 2 L2 (µ) h = UT g g h2B .3
N
1 X n
kAN (h)k = U h
N n=1 T
N
1 X n
U (UT g g)
N n=1 T
1 ⇥ ⇤
= (UT g g) + UT2 g UT g + ... + UTN +1 g UTN g
N
1
= UTN g g ! 0
N N !1
L2
AN (h) ! 0
,{gj }j ⇢ L2 (µ) hj = U T g j gj {hj }j ⇢ B ,h 2 B
L2
hj ! h
,j 1
, j, N ✏>0
kh hj k < ✏
kAN (h)k 2✏
L2
AN (h) ! 0
⌅ .
,f 2 L1 , " X :
AN (f ) ! f˜ 2 L1
N !1
. T f˜
. f˜ = PT f f 2 L2 :
, g 2 L1 ✏>0 f 2 L1 . AN (f ) :
kf gk1 < ✏
, g
N
1 X n
kAN (f ) AN (g)k kU f UTn gk
N n=1 T
N
1 X
= kf gk1
N n=1
= kf gk1
< ✏
,
L2
AN (g) ! PT g
,N > N0 N0
,k, l > N0
, AN (f )
f˜ := lim AN (f )
N
, N . T f˜
UT f˜ f˜ = UT f˜ AN (UT f ) + AN (UT f ) AN (f ) + AN (f ) f˜
,
N N
1 X 1 X
kAN (UT f ) AN (f )k = UT f f
N n=1 N n=1
N
1 X
= kUT f fk
N n=1
N
1 X
(kUT f k + kf k)
N n=1
2 kf k
=
N
< ✏
UT f˜ f˜ < 3✏
⌅ . T f˜
22
. X = (X, B, µ, T ) :
,A, B 2 B , X .1
n
µ A\T B ! µ (A) µ (B)
n!1
,A, B 2 B , X .2
N
1 X n
µ A\T B µ (A) µ (B) ! 0
N n=1 n!1
,A0 , ..., Ak 2 B ,k :
k
Y
n1 nk
µ A0 \ T A1 \ ... \ T Ak ! µ (Aj )
j=0
n1 , n 2 n1 , n 3 n2 , ..., nk nk 1 !1
,A0 , ..., Ak 2 B ,k ,
N k
1 X n1 nk
Y
µ A0 \ T A1 \ ... \ T Ak µ (Aj ) !0
N n=1 j=0
n1 , n 2 n1 , n 3 n2 , ..., nk nk 1 !1
. (= (= :
.k (=
.k (=
4
, . " X = (X, B, µ, T ) :
X .1
(µ ⌦ µ ) X ⇥ X .2
(µ ⌦ µ ) X ⇥ X .3
(µ ⌦ ⌫ ) X ⇥Y , " Y = (Y, C, ⌫, S) .4
8
, J ⇢N A, B 2 B .5
n
µ A\T B ! µ (A) µ (B)
n!1
n2
/J
.6
N
1 X n 2
µ A\T B µ (A) µ (B) ! 0
N n=1 n!1
.2 (= 3 (= 5 1 (= 6 (= 2 (= 4 (= 1 ,5 () 1 :
; ) - 1,5 :5 () 1 •
.(1
.{A ⇥ B | A 2 B, B 2 C} 4 , X :4 (= 1 •
,A ⇥ B, C ⇥ D 2 B ⇥ C
1 X
N ⇣ ⌘
n
µ ⇥ ⌫ A ⇥ B \ (T ⇥ S) (C ⇥ D)
N n=1
! µ ⇥ ⌫ (A ⇥ B) · µ ⇥ ⌫ (C ⇥ D)
n!1
= µ (A) µ (C) ⌫ (B) µ (D)
, J ⇢N : 8
1
|J \ {1, ..., N }| ! 0
N N !1
1 X
N ⇣ ⌘
n
µ ⇥ ⌫ A ⇥ B \ (T ⇥ S) (C ⇥ D)
N n=1
N
1 X n n
= µ A\T C ·⌫ B\S D
N n=1
N
1 X⇥ n
⇤ n
= µ A\T C µ (A) µ (C) · ⌫ B \ S D
N n=1 | {z }
:=c0
N
1 X n
+ µ (A) µ (C) ⌫ B \ S D
N n=1
( ) X c0 ,
, ,
1 X
N ⇣ ⌘
n
µ ⇥ ⌫ A ⇥ B \ (T ⇥ S) (C ⇥ D)
N n=1
N
1 X n
! µ (A) µ (C) ⌫ B \ S D
n!1 N n=1
N
1 X n
= µ (A) µ (C) ⌫ B\S D
N n=1
,
N
1 X n
µ (A) µ (C) ⌫ B\S D
N n=1
N
1 X⇥ n
⇤
= µ (A) µ (C) ⌫ B\S D ⌫ (B) ⌫ (D)
N n=1 | {z }
:=c1
+ µ (A) µ (C) ⌫ (B) ⌫ (D)
( ) Y c1 ,
.
,
1 X
N ⇣ ⌘
n
µ ⇥ ⌫ A ⇥ B \ (T ⇥ S) (C ⇥ D) ! µ (A) µ (C) ⌫ (B) ⌫ (D)
N n=1 n!1
. ,
X ⇥Y ⇡ ,( ) Y , X :2 (= 4 •
. X ⇥X Y =X , X .X
, X ⇥X :6 (= 2 •
N
1 X n n
µ⇥µ A\T B⇥A\T B
N n=1
1 X
N ⇣ ⌘
n
= µ ⇥ µ A ⇥ A \ (T ⇥ T ) (B ⇥ B)
N n=1
! µ ⇥ µ (A ⇥ A) · µ ⇥ µ (B ⇥ B)
N !1
2 2
= µ (A) · µ (B)
9
, X X ⇥X
N
1 X n
µ A\T B ! µ (A) · µ (B)
N n=1 N !1
10
,
N
1 X n 2
µ A\T B µ (A) µ (B) ! 0
N n=1 n!1
, :1 (= 6 •
N
1 X n
µ A\T B µ (A) µ (B)
N n=1
N
!1/2
1 X n 2
µ A\T B µ (A) µ (B)
N n=1
. -
J1 , A ⇥ B, C ⇥ D 2 B ⇥ C :3 (= 5 •
n
µ A\T C ! µ (A) µ (C)
n!1
n2J
/ 1
. , B=X 9
1 PN 2 1 PN 10
,N n=1 an ! L2 N n=1 an ! L
N !1 N !1
PN 1 PN
1
N n=1 (an L)2 = N n=1 an
2 2Lan + L2
1 PN 2 1 PN 1 PN 2
= N n=1 an 2L N n=1 an + N n=1 L
1 PN 2 1 P N 2
= N n=1 an 2L N n=1 an + L
! L 2 2L · L + L2
N !1
= 0
J2
n
µ B\T D ! µ (B) µ (D)
n!1
n2J
/ 2
, ,( ) J := J1 [ J2
1 X
N ⇣ ⌘
n
µ ⇥ µ A ⇥ B \ (T ⇥ T ) (C ⇥ D) ! µ ⇥ µ (A ⇥ B) µ ⇥ µ (C ⇥ D)
N n=1 n!1
n2J
/
. X ⇥X
, :2 (= 3 •
.
⌅
, , " X = (X, , µ, T ) :
. X .1
,f, g 2 L2 .2
N
1 X
|hUTn f, gi hf, 1i h1, gi| ! 0
N n=1 N !1
,f 2 L2 .3
N
1 X
|hUTn f, f i hf, 1i h1, f i| ! 0
N n=1 N !1
,f 2 L2 .4
N
1 X 2
|hUTn f, f i| ! 0
N n=1 N !1
,2 (= 1 . 1 (= 2 :(2 () 1) •
, ,( )
.
, . :(3 () 2) •
4 hUTn f, gi = hUTn (f + g) , f + gi + i hUTn (f + ig) , f + igi
hUTn (f g) , f gi i hUTn (f ig) , f igi
27
´
) f dµ = 0 . :(4 () 3) •
.(f˜ := f
´
f dµ
⌅
5
UT : L1 (µ) ! X . " X = (X, B, µ, T ) :
. L1 (µ)
, 2C , T
UT = T = ·
, UT
2
h , i = hUT , UT i = h , i=| | h , i
. 2 S1 ,UT
, T ,UT | | = | | | | = | | | | ,
.S 1 ˜= . | |
| |
˜ : X ! S1 , X , 7 ,
UT ˜ = ˜
T /X
X
˜ ˜
✏ ✏
S1 / S1
˜ T= ˜
. f , X ⇥X , X , :
F :X ⇥X !X ⇥X
x, y 7! f (x) · f (y)
. , X ⇥X , T ⇥T
.( ) UT ,
" " ) S1 µf,g f, g 2 L2
, ,(
ˆ
hUTn f, gi = z n dµf,g
S1
28
11
. µf,g ,f, g 2 L2 UT
. UT µf,f ,
N
1 X 2
|hUTn f, f i| ! 0
N n=1 N !1
,(f˜ := f
´ ´
, f f dµ ) f dµ = 0
.UT
,
2
N N ˆ
1 X 2 1 X
|hUTn f, f i| = z n dµf,f
N n=1 N n=1
S1
N
1 X
ˆ ˆ
= T z n dµf,f (z) · ! n dµf,f (!)
N n=1
S1 S1
N
X
1
ˆ ˆ
= z n ! n d (µf,f (z) ⇥ µf,f (!))
N n=1
S1 S1
N
X
1
ˆ ˆ
n
= (z/!) d (µf,f (z) ⇥ µf,f (!))
N n=1
S1 S1
ˆ ˆ " N
#
1 X z n
= ( /!) d (µf,f (z) ⇥ µf,f (!))
N n=1
S1 S1
N
1 X z n
FN (z, !) := ( /!)
N n=1
,
N +1
1 1 (z!)
FN (z, !) : = ·
N 1 z!
(
0 ! 6= z
!
N !1 1 !=z
= 14 (z, !)
.4 := (z, z) : z 2 S 1 ,! m = ! m
! 2 S1
. , . 11
, ,14 {FN (z, !)}N
ˆ ˆ
FN (z, !) (dµf,f (z) ⇥ dµf,f (!)) ! 14 (dµf,f ⇥ dµf,f )
N !1
S 1 ⇥S 1 S 1 ⇥S 1
= dµf,f ⇥ dµf,f (4)
= 0
⌅ .( ) , µf,g
. U :H!H H :
Hd := Span { 2 H | U}
.( d)
H = Hd Hd?
N
1 X 2
|hU n v, ui| ! 0
N n=1 N !1
.u 2 H
, u2H . u 2 Hd :
X
u= ai i
i
,i .U i = i i , { i }i ⇢ Hd
N
1 X 2
|hU n v, i i| ! 0
N n=1 N !1
,(U U ⇤ = I)
hU n v, ii = hv, U ⇤n i i
⌦ ↵
= v, U n i
D n
E
= v, i
n
= hv, ii
= 0
⌅ .
30
. H1 , H2 :
H1 ⌦ H2 := LSpan {h1 ⌦ h2 | hi 2 Hi }
, LSpan
D E D E
h1 ⌦ h2 , h̃1 ⌦ h̃2 := hh1 , h2 i · h̃1 , h̃2
,U1 ⇥ U2 h1 ⌦ h2 , U2 : H2 ! H2 ,U1 : H1 ! H1 :
.H1,d ⇥ ⌦H2,d
,S ⇥ T F : X ⇥Y ! C , " (X, BX , µ, T ) , (Y, BY , ⌫, S) :
X
F (x, y) = ai i (x) 'i (y)
i
.US 'i UT i ai 2 C
.u1 , u2 2 H2 v 1 , v 2 2 H1 :
N N
1 X n 2 1 X 2
|h(U1 ⌦ U2 ) (u1 ⌦ v1 ) , u2 ⌦ v2 i| = |hU1n u1 , u2 i hU2n v1 , v2 i|
N n=1 N n=1
N
1 X 2
|hU1n u1 , u2 i · kv1 k · kv2 k|
N n=1
N
1 X
= kv1 k · kv2 k · |hU n u1 , u2 i|
N n=1
?
u 1 , u2 ,u1 , u2 2 H1,d N !1
⌅ .v1 , v2 .U1
F 2 L2 (X ⇥ Y ) F : X⇥Y ! C , " X = (X, µ, T ) , Y = (Y, ⌫, S) :
.µ ⇥ ⌫ T ⇥S
X
F (x, y) = aij i (x) 'j (y)
i,j
L2 (X ⇥ Y ) = L2 (X ) ⌦ L2 (Y )
,f ⌦ g, f˜ ⌦ g̃ 2 L2 (X ⇥ Y ) :
D E ˆ ⇣ ⌘
f ⌦ g, f˜ ⌦ g̃ = (f ⌦ g) f˜ ⌦ g̃ d (µ ⇥ ⌫)
ˆ ⇣ ⌘
= f · f˜ g · g̃ d (µ ⇥ ⌫)
✓ˆ ◆ ✓ˆ ◆
= ˜
f · f dµ g · g̃d⌫
D E
= f, f˜ hg, g̃i
2 L2 (X ) ⌦ L2 (Y )
⌅ .
32
,x " µ ,f 2 L1 (X ) . " X := (X, B, µ, T ) :
N
1 X
ˆ
f (T n x) ! f dµ
N n=1 N !1
33
. :
,(X, d)
.X B •
.X ! C C (X) •
.C (X) ! C C ⇤ (X) •
.X M (X) •
´ ´
f dµn ! f dµ µn ! µ , M (X) –
.f 2 C (X)
, T :X!X •
,T⇤ : M (X) ! M (X) T –
1
µ 7! T⇤ µ, T⇤ µ (A) = µ T A
1
.(µ (A) = µ T A ) T MT (X) –
. T E T (X) –
:
. M (X) .2
, {fi }i ⇢ M (X) , M (X) .3
X ✓ˆ ˆ ◆
d (µ, ⌫) := fi dµ fi d⌫
i
.( T⇤ . ) M (X) MT (X) .4
6
, . B , (X, d) :
,C ⇤ (X) X " .1
ˆ
µ 7! Fµ , Fµ (f ) := f dµ
12
.F (1) = 1 , M (X) .2
, µ T :X!X :
ˆ ˆ
f T dµ = f dµ
,
ˆ ˆ
f dT⇤ µ = f dµ
. T , T :X!X X , . MT (X) :
13
,N . ⌫ 2 M (X) :
N 1
1 X n
µN := T ⌫
N n=0 ⇤
⌅ .
,C c2C . C :
.C
, u, v 2 C ,
c = ↵u + (1 ↵) v
.u = v ,0 ↵ 1
. C\ {c} c2C :
.F (f ) 0 ,f 0 f 2 C (X) ( , F : C (X) ! C 12
1 x2A 13
. M (X) , x (A) = 2 M (X) ,x 2 X
0 x2/A
35
.( ) T :X!X , X :
T
.M (X)
:
µ (B) 2
/ , T B , µ 2 MT (X) , •
.0 < µ (B) < 1 ,{0, 1}
, A ,
µ (A \ B)
µ |B (A) :=
µ (B)
.µ |B c , T Bc
, T µ |B , µ |B c
µ = µ |B +µ |B c
µ = ↵⌫ + (1 ↵) ⇠
, A ,0 f 2 L1 (µ) ,⌫ ⌧ µ ,0 ↵ 1
ˆ
⌫ (A) = f dµ
A
B := {x 2 X | f (x) < 1}
, T B . B f
ˆ ˆ ˆ
f dµ + f dµ = f dµ
B\T 1B B\T 1B B
= ⌫ (B)
1
= ⌫ T B
ˆ ˆ
= f dµ + f dµ
T 1 B\B B\T 1B
ˆ ˆ
f dµ = f dµ
B\T 1B T 1 B\B
1 1
.f (x) 1 x2T B\B .f (x) < 1 x2B x 2 B\T B ,
ˆ ˆ
f dµ = f dµ = 0
B\T 1B T 1 B\B
1
µ B4T B =0
µ
1
µ (B) = 0 µ T B =1
µ (B) = 1 ,
1 = ⌫ (B)
ˆ
= f dµ
ˆ
= f dµ
B
< 1
.f 1 ,µ (B) = 0 .
B
C := {x 2 X | f (x) > 1}
.f 1
⌅ . ,µ = ⌫ ,⌫ ⌧ µ f ,f ⌘ 1
( N
)
1 X
ˆ
B := x2X| f (T n x) ! f dµ1
N n=1 N !1
µ (B) = 1
( N
)
1 X
ˆ
C := x2X| f (T n x) ! f dµ2
N n=1 N !1
µ (C) = 1
⌅ . µ 1 , µ2 X X =B[C
7
. T :X!X , B X :
.MT (X) BM , .MT (X)
T , MT (X)
T T
.M M (X) ,
, , 2 MT MT (X) µ 2 MT (X)
.1
E T (X) = 1
.2
ˆ ˆ ✓ˆ ◆
f dµ = f d⌫ d (⌫)
E T (X)
. :
, E⇢Z :( )
|E \ [1, k]|
d (E) := lim = >0
k!1 k
.x, x + d, x + 2d , E
(
Z Z 1 z2E Z
T : {0, 1} ! {0, 1} .1E (z) = ,1E 2 {0, 1} E :
0 z2 /E
.(xn )n 7! (xn+1 )n ,
Z
k ,xE := 1E 2 {0, 1}
k
1X j
µk := T xE
k j=1 ⇤
,µk ! µ , ,MT (X)
T
.( M (X) ) T µ
⇣ ⌘
Z M
, , {0, 1} , B , µ, T
n o
Z
A := x 2 {0, 1} | x (0) = 1
Z
.f (x) = x (0) f : {0, 1} ! C
Z
,{0, 1} f
k
1X
ˆ
f dµ = lim f T j xE
k k j=1
f T j x0 = xE (j)
,
k
1X
ˆ
f dµ = lim xE (j)
k k j=1
|E \ [1, k]|
= lim
k k
= >0
N ,
ˆ
f UTN f UT2N f dµ = >0
k
1X
ˆ
f UTN f UT2N f dµ = lim f UTN f UT2N f T j xE > 0
k k j=1
1
f UTN f UT2N f T j xE = 1 () # {j 2 [1, k] : j 2 E ^ j + N 2 E ^ j + 2N 2 E}
k
. ,
ˆ
µ= ⌫d (⌫)
ˆ
0 < f dµ
ˆ ✓ˆ ◆
= f d⌫ d (⌫)
⇣ ⌘
Z
,⌫ 2 N , N ⇢ MT {0, 1}
ˆ
f d⌫ > 0
, l ⌫2N
ˆ
f UTl f UT2l f d⌫ > 0
Ñ ⇢ N ,N l
,l0 ⌫˜ 2 Ñ
ˆ
f UTl0 f UT2l0 f d⌫ > 0
,
ˆ ✓ˆ ◆
f UTl0 f UT2l0 f d⌫ d (⌫) > 0
⌅ .x, x + l0 , x + 2l0
7.1
, T . T :X !X , X :
. MT (X) = 1 . T
( ) :
. T µ , T
,x 2 X
N 1
1 X j
µN := T x
N j=0 ⇤
,µN : C (X) ! C
ˆ
µN (f ) = f dµN
N
1 X
( µN ) = f (T n x)
N n=1
= AN (f ) (x)
, T µN , MT (X)
.µN ! µ
AN (f ) := µN (f ) ! µ (f ) := cf
.
( )
T
,⌫ 2 M (X) ,( kf k1 kAN (f )k1 ) .AN (f ) (x) ! cf
ˆ ˆ
AN (f ) d⌫ ! cf d⌫
= cf · ⌫ (X)
= cf
,
N ˆ
1 X
ˆ
AN (f ) d⌫ = f (T n x) d⌫
N n=1
N ˆ
1 X
= f (T n x) d⌫
N n=1
ˆ
(T ) = f d⌫
,⌫ 2 MT (X)
ˆ
cf := f d⌫
⌅ . ⌫ ,
. AN (f ) (x) ! cf , T :
. T µ :
{xN }N ,g 2 C (X) ✏>0 .
, .( µ ) µN ! µ , MT (X)
ˆ
AN (g) (xN ) = gdµN
ˆ
! gdµ
N !1
= cg
. /Q
↵2 (T, R↵ ) " :
,x 2 T ,f 2 C (X)
AN (f ) (x) ! cf
.C (X)
.e2⇡ikx , e2⇡ikx k2Z
,k = 0
AN e 0 = 1 ! 1
,k 6= 0
N 1
1 X 2⇡ik(x+j↵)
AN e2⇡ikx (x) = e
N j=0
N 1
1 X 2⇡ikx 2⇡ikj↵
= e ·e
N j=0
N 1
1 2⇡ikx X 2⇡ikj↵
= e · e
N j=0
1 2⇡ikx 1 e2⇡iN k↵
(k 6= 0) = e ·
N 1 e2⇡ik↵
,x ,x 2 X
(
1 k=0
AN e2⇡ikx (x) !
N !1 0 k 6= 0
7.2
14
. mG , G BG G ,G := (G, BG , mG ) :
. X , " X := (X, BX , µ, T )
,T : X ⇥ G ! X ⇥ G , :X!G
T (x, g) = (T x, (x) g)
" ,G X
X ⇥ G := (X ⇥ G, BX ⇥ BG , µ ⇥ mG , T )
. T µ ⇥ mG :
,f : X ⇥ G ! C :
ˆ ˆ
f µ ⇥ mG = f T dµ ⇥ mG
.f1 : X ! C, f2 : G ! C f = f1 · f2 " f ,
ˆ ˆ
f T dµ ⇥ mG = (f1 (x) · f2 (g)) T dµ (x) ⇥ mG (g)
ˆ
= f1 (T x) · f2 ( (x) g) dµ ⇥ mG
ˆ ˆ
( ) = f1 (T x) dµ · f2 ( (x) g) dmG
ˆ ˆ
(T mG ) = f1 (x) dµ · f2 (g) dmG
ˆ
( ) = f1 (x) · f2 (g) dµ ⇥ mG
ˆ
= f dµ ⇥ mG
⌅ .
. X ⇥ G ,µ ⇥ mG T :
. (x) = y + x Tx = x + ↵ , .(x, y) 7! (x + ↵, y + x) T :T !T 2 2
:
. T , /Q
T ,↵ 2
. , 14
43
. T :X!X ,X µ , X :
,f 2 C (X) ,µ x2X
N
1 X
ˆ
f (T n x) ! f dµ
N n=1 N !1
x2X µ ,X µ . T :X!X X :
.
.( X C (X)) {fk }k ⇢ C (X) :
,µ (Ek ) = 1 Ek k ,
N
1 X n
ˆ
AN (fn ) (x) := fk (T x) ! fk dµ
N n=1 N !1
T
,x 2 E ,µ (E) = 1 ,E := k Ek
ˆ
AN (fk ) (x) ! fk dµ
N !1
L1
,l > L L ✏>0 ,fkl ! f , f 2 L1 ,
kfkl f k1 < ✏
⌅ .
. T µ ⇥ mG :
. µE E⇥G X ⇥G .1
. (x, gh) 2 X ⇥ G ,h 2 G , (x, g) 2 X ⇥ G
.( (g, h) 7! gh ,G ) fh (x, g) := f (x, gh) , f : X ⇥G ! C
T (x, g) = (T x, (x) g)
T 2 = (T x, (T x) (x) g)
T m = T m x, Tm 1
x ... (T x) (x) g
m (x) = Tm 1
x ... (T x) (x)
(x, g)
N
1 X
ˆ
fh (Txn , n (x) g) ! fh (x, g) dµ ⇥ mG
N n=1 N !1
ˆ
= f (x, gh) dµ ⇥ mG
ˆ
= f (x, g) dµ ⇥ mG
N N
1 X 1 X
fh (T n x, n (x) g) = f (T n x, n (x) gh)
N n=1 N n=1
N
1 X
= f (T n (x, gh))
N n=1
,
N
X
1
ˆ
f (T n (x, gh)) ! f (x, g) dµ ⇥ mG
N n=1
N !1
. (x, gh)
,E ⇥ G .2
µ ⇥ mG (E ⇥ G) = µ (E) · mG (G)
= µ (E) · 1
= µ (E)
, T µ ⇥ mG
µ ⇥ mG (E ⇥ G) = µ ⇥ mG (T (E ⇥ G))
= µ ⇥ mG ({(T e, (e) G) : e 2 E})
= µ ⇥ mG ({(T e, G) : e 2 E})
(e ) = µ ⇥ mG (X ⇥ G)
= 1
µ (E) = 1
.X ⇥ G T ⌫ . X ⇥G .3
, ,T T ⇡ .(x, g) 7! x ⇡ : X ⇥G ! X
T
X ⇥G / X ⇥G
⇡ ⇡
✏ ✏
X /X
T
1
,⇡⇤ ⌫ = µ , X .X T (⇡⇤ ⌫ (E) := ⌫ ⇡ (E) ) ⇡⇤ ⌫
1
⌫ (E) = ⌫ ⇡ (E ⇥ G)
= ⇡⇤ ⌫ (E ⇥ G)
= µ (E ⇥ G)
= 1
. 2
µ (A) = A\B = ; X := A [ B , ⌫, µ ⌫ 6= µ
⌅ .⌫ = µ ,⌫ (E) = µ (E) = 1 ,⌫ (B) = 1
1
0a<b1 , .[0, 1) n2 ↵ n=1
/Q
,↵ 2 :
N 1
1 X
1(a,b) n2 ↵ ! b a
N n=0 N !1
,f 2 C ([0, 1)) , :
N 1 ˆ1
1 X
f n2 ↵ ! f dµ
N n=0 N !1
0
.(f = 1(a,b) )
2⇡ikx
, e k2Z
,
N 1 ˆ1
1 X 2⇡ikn2 ↵
e ! e2⇡ikx dx = 0
N n=0 N !1
0
,f : T2 ! T2
f (x, y) = e2⇡iky
,n
n
f (T n (x, y)) = e2⇡ik(y+nx+( 2 ) )
,
,
N 1
(
1 X 1 k=0
ˆ
f (T n (0, 0)) ! f (x, y) dx ⇥ dy =
N n=0 N !1 0 k 6= 0
⌅
{p (n)}n , , R p :
.[0, 1]
47
8
. A⇢B , (X, B, µ) :
: " µ ,E [· | A] : L1 (B) ! L1 (B) ,
,f 2 L1 (B) .1
E [f | A] 2 L1 (A)
.(X, A, µ |A ) L1 (A) E [· | A] ,
,A 2 A ,f 2 L1 (B) .2
ˆ ˆ
E [f | A] dµ |A = f dµ
A A
15
. T AT ⇢ B .f 2 L1 (X ) , " X := (X, B, µ, T ) :
N
1 X
f (T n x) ! E [f | AT ]
N n=1 N !1
:
N
X
1
f (T n x) ! f˜ 2 L1 (B)
N n=1
N !1
.1,2 f˜ . T f˜
,A 2 AT ,2 . T ,1 f˜
N
1 X
ˆ ˆ
f˜dµ = lim f (T n x) dµ
N !1 N
A A n=1
N ˆ
1 X
= lim f (T n x) dµ
N !1 N
n=1 A
N ˆ
1 X
(A2AT ) = lim f (x) dµ
N !1 N
n=1 A
ˆ
= f dµ
A
. AT T 15
48
⌅ .( f (T n x) )
:
: E [· | A] : L1 (B) ! L1 (B) .1
0 f 2 L1 (B)
´
µf .B 2 B µf (B) = B
f dµ µf
dµ
.g := dµf 2 L1 (A) ,( ) µf | A ⌧ µ | A ,
dµf
.f 7! dµ E [· | A]
1
.f 2 L (A) ,
. f
dµ 1
2 . dµf 2 L (A) 1 , .1,2 .2
,A 2 A ,
dµf
ˆ ˆ
E [f | A] dµ := dµ
dµ
A A
= µf (A)
ˆ
= f dµ
A
. " µ E [· | A] .3
1
.1,2 g 1 , g2 f 2 L (B)
. A A ,g1 , g2 2 L1 (A) ,1 g 1 , g2
2
ˆ ˆ ˆ
g1 dµ = f dµ = g2 dµ
A A A
⌅ . " µ g1 = g2
. E [· | A] :
⌅
17 16
.1 , E [· | A] :
:
. .1
.0 f 2 L1 (B)
A := {x 2 X | E [f | A] < 0}
,A 2 A
ˆ
E [f | A] dµ 0
A
2 ,
ˆ ˆ
E [f | A] dµ = f dµ 0
A A
.µ (A) = 0
.1 .2
ˆ ˆ
|E [f | A]| dµ = kE [f | A]k kf k = |f | dµ
, E [f | A] ,0 < f 2 L1 (B)
´
kE [f | A]k E [f | A] dµ
= ´ =
kf k f dµ
´
f dµ
= ´
f dµ
= 1
.kU ykZ 0 ,kykY 0 y2Y , ,U : Y ! Z 16
U ,U : Y ! Z 17
A+ := {x 2 X : E [f | A] (x) > 0}
A := {x 2 X : E [f | A] (x) < 0}
ˆ ˆ ˆ
|E [f | A]| dµ = |E [f | A]| dµ |E [f | A]| dµ
A+ A
ˆ ˆ
= f dµ f dµ
A+ A
ˆ
|f | dµ
. A⇢B , (X, B, µ) :
18
,g 2 L1 (A) f 2 L1 (B) .1
E [gf | A] = gE [f | A]
. " µ
, Ã ⇢ A ⇢ B .2
h i h i
E E [f | A] | Ã = E f | Ã
. " µ
,f 2 L1 (A) .3
E [f | A] = f
. " µ
1
,f 2 L (B) .4
E [f | A] E [|f | | A]
" µ ,1,2 , :
.
.gf 2 L1 g 18
. ⇡:X!Y . X := (X, B, µ) , Y := (Y, D, ⌫) :( )
1 1
: " µ ,E [· | Y ] : L (X ) ! L (X ) ,
f 2 L1 (X ) .1
E [f | A] 2 L1 (Y )
.L1 (Y ) E [· | Y ] ,
1
,B 2 B ,f 2 L (X ) .2
ˆ ˆ
E [f | Y ] d⌫ = f dµ
B ⇡ 1 (B)
. :
, ⇡:X!Y , D ⇢ B ,X = Y :
.
1
Y , ⇡ (D) ⇢ B :
,⇡ 1 (D)
⇥ 1
⇤
E f |⇡ (D) (x) = E [f | Y ] (⇡ (x))
. " µ
.1,2 :
9
B̃ . (X, B, µ) :
B1 ⇠ B2 () µ (B1 4B2 ) = 0
. B̃ :
,B̃ :
,B 7! 1B ,B̃ B̃
ˆ
d (B1 , B2 ) = |1B1 1B2 | dµ
⌅ . B̃
X ,Y B̃, D̃ , X := (X, B, µ) , Y := (Y, D, ⌫) :
.
↵:X !Y ,Y X
1
↵ : D̃ ! B̃
:
.1
⇣ ⌘ ⇣ ⌘ ⇣ ⌘
1 1 1
↵ D̃1 [ D̃2 = ↵ D̃1 [ ↵ D̃2
.2
⇣ ⌘ ⇣⇣ ⌘⌘C
1
↵ D̃C = ↵ 1 D̃
.3
⇣ ⇣ ⌘⌘ ⇣ ⌘
1
µ ↵ D̃ = ⌫ D̃
1
. . ↵ :
1
. ↵ :
⇣ ⌘ ⇣ ⌘
1 1
,2 ,↵ D̃1 = ↵ D̃2 :
⇣ ⌘ ⌘⇣ ⇣ ⌘
1 1 1
↵ D̃1 [ D̃2 = ↵ D̃1 [ ↵ D̃2
⇣ ⌘
= ↵ 1 D̃1
⇣ ⌘ ✓⇣ ⌘C ◆
1 1
↵ D̃1 \ D̃2 = ↵ D̃1C [ D̃2C
⇣ ⇣ ⌘⌘C
1
( 2) = ↵ D̃1C [ D̃2C
⇣ ⇣ ⌘ ⇣ ⌘⌘C
( 1) = ↵ 1 D̃1C [ ↵ 1 D̃2C
✓⇣ ⇣ ⌘⌘C ⇣ ⇣ ⌘⌘C ◆C
1 1
( 2) = ↵ D̃1 [ ↵ D̃2
✓⇣ ⇣ ⌘⌘C ◆C
1
1
(↵ (D̃1 )=↵ (D̃2 )) 1
= ↵ D̃1
⇣ ⌘
1
= ↵ D̃1
,
⇣ ⌘ ⇣ ⌘
1 1
↵ D̃1 [ D̃2 = ↵ D̃1 \ D̃2
⇣ ⇣ ⌘⌘ ⇣ ⇣ ⌘⌘
1 1
µ ↵ D̃1 [ D̃2 =µ ↵ D̃1 \ D̃2
,3
⇣ ⇣ ⌘⌘ ⇣ ⇣ ⌘⌘
1 1
⌫ ↵ D̃1 [ D̃2 =⌫ ↵ D̃1 \ D̃2
⇣⇣ ⌘ ⇣ ⌘⌘ ⇣ ⌘
,⌫ D̃1 [ D̃2 \ D̃1 \ D̃2 =0 ,⌫ D̃1 4D̃2 = 0 ,D̃
D̃1 = D̃2
⌅ .
S 1
,D̃ := n D̃n , . ↵ :
⇣ ⌘ [ ⇣ ⌘
↵ 1 D̃ = ↵ 1 D̃n
n
. :
, ⌫ :
N
!
[
⌫ D̃\ D̃n ! 0
N !1
n=1
,
!
⇣ ⌘ [ N ⇣ ⌘
1 1
µ ↵ D̃ \ ↵ D̃n ! 0
N !1
n=1
⌅ .
1 ↵ p
,↵ : X ! Y ↵ ,f 2 L (X ) f 2 Lp (Y ) :
f ↵ (x) := f ↵ (x)
,{Aq }q2Q ⇢ D ,f 2 Lp (Y ) :
Aq := {y 2 Y : f (y) < q}
.Aq1 ⇢ Aq2 ,q1 < q2
, {Aq }q2Q ,
f (y) = inf {y 2 Aq }
q
n o
f 7! {At }t2Q 7! B̃t 7! f ↵
t2Q
⇣ ⌘ n o
q ,(⌫ Ãq1 4Ãq2 = 0 ) Ãq ⇢ D̃
q2Q ⇣ ⌘
⌅ .B̃q := ↵ 1
Ãt 2 B̃
,Y X ,X Y . X := (X, B, µ) ,Y := (Y, D, ⌫) :
.↵ : X ! Y
, X ,Y " :
⇣ ⌘
↵ 1 D̃ = B̃
1
. " ↵ : D̃ ! B̃ , "
↵:X !Y , . " X := (X, B, µ, T ) ,Y := (Y, D, ⌫, S) :
1 1 1 1
:D̃ 2 D̃ ↵ S D̃ = T ↵ D̃ , .T, S
T /X
X
↵ ↵
✏ ✏
Y /Y
S
19
,B̃0 ⇢ B̃ , . X := (X, B, µ) ,Y := (Y, D, ⌫) :
20
. (X, B0 , µ) , (Y, D0 , ⌫) , D̃0 ⇢ D̃
. " :
: Y ! . Z := (Z, E, ⌧ ) , " Y := (Y, D, ⌫, S) :
21
.Aut (Z )
. , 19
.B̃,D̃ 20
.Z
,X := (X, B, µ, T ) "
X := Y ⇥ Z
B := D ⇥ E
µ := ⌫ ⇥ ⌧
µ , B , X , X •
.
1
↵ : D̃ ! B̃ , X , ↵:X !Y •
. ↵:X!Y
22
. B̃ , X •
. .1
23
. " " .2
0 0
, X ,Y X ,Y , " ↵:X !Y .3
0 0 0
,↵ : X ! Y
T /X0
X
0
↵ ↵
✏ ✏
Y /Y0
S
n o
.(D {An }n ⇢ D , ) D̃0 := Ãn ⇢ D̃ :
n
n o n o
0 0 0 0 0 0 N
An ,An $ An := y 2 Y | y (n) = 1 n ,Y = {0, 1}
n n 0o 0
An 2 D 0 , S An .Y
n
1 1
S , .S An = A (n) ,An ,S An 2 D 0
.
0 0
⇣ 0 0 0 0
⌘ 0
⌫ ,Y = Y ,D ,⌫ ,S " , S
24
,
0
⇣ 0 0
⌘
⌫ Ai1 \ ... \ Aik := ⌫ (Ai1 \ ... \ Aik )
. L1 (X ) 22
. " 23
. , 24
56
0
.Y , Y
0
. ,X ,X
.↵ : X ! Y , X := (X, B, µ) ,Y := (Y, D, ⌫) :
1 1
,B 2 B ,E [· | Y ] : L (X ) ! L (Y )
ˆ ˆ
E [f | Y ] d⌫ = f dµ
B ↵ 1 (B)
, )
ˆ ˆ
E [f | Y ] · hd⌫ = f · h↵ dµ
.(Lp (Y ) ! Lp (X ) h↵
,1 p 1
kE [f | Y ]kp kf kp
.f 2 L1
.↵ : X ! Y , Y , X :
, M (X) ) Y ! M (X)
, ,y 7! µy ,(
1
,y " ,f 2 L (µy ) ,f 2 L1 (µ) .1
ˆ
E [f | Y ] (y) = f dµy
.y "
1
,f 2 L (µ) .2
ˆ ˆ ✓ˆ ◆
f dµ = f dµy d⌫ (y)
´
.Y µ ,µ = µy d⌫ (y) :
. ,2 1 :
.( ) :
1
.1 2 F .L (X ) F := {fn }n ⇢ C (X)
, L:F !C
a, b 2 Q f, g 2 F L (af + bg) = aLf + bLg .1
f 2F |Lf | max |f | .2
57
.L1 = 1 Lf 0 () f 0 .3
.L1 = 1 C (X) L
,X ,
.M (X)
.y " .E [· | Y ] (y) , y2Y
.y " , ,y " 1 4 E [· | Y ] (y)
,( ) , y E [· | Y ] (y)
µy := E [· | Y ] (y)
,f 2 C (X)
ˆ
E [f | Y ] (y) = f dµy
.f 2 L1 (µ) ,
,µ " {gn }n ⇢ C (X) .f 2 L1 (µ)
X
f (x) = gn (x)
n
X
kgn k1 < 1
n
,µ "
X
|gn (x)| < 1
n
,f , "
X
f (x) = gn (x)
n
.L1 (µ)
,kE [f | Y ]kp kf kp
X X
kE [gn | Y ] (y)k1 kgn k1 < 1
n n
X
E [gn | Y ] (y)
n
. " "
P
. n E [gn | Y ] (y) y2Y
Xˆ X
|gn (x)| dµy (x) = E [|gn | | Y ] (y)
n n
< 1
X
gn (x) 2 L1 (µy )
n
!
ˆ X Xˆ
gn (x) dµy (x) = gn (x) dµy (x)
n n
X
= E [gn | Y ] (y)
n
y "
!
ˆ X X
gn (x) dµy (x) = E [gn | Y ] (y)
n n
P L1
n gn !f ,
X L 1
E [gn | Y ] ! E [f | Y ]
n
.( ,L1 " , )
!
ˆ X
gn (x) dµy (x) = E [f | Y ] (y)
n
P
.µ (A) = 0 , " A⇢X .µ " n gn (x) = f (x) ,
.y " µy (A) = 0
.µ (An ) ! µ (A) = 0 ,A {An }n
n!1
✏#0
.h✏n ! 1An .0 hn 1 ,An ,hn |ACn = 0 hn 2 C (X) n
,
ˆ ✓ˆ ◆ ˆ
h✏n dµy d⌫ (y) = h✏n dµ
ˆ
1An dµ
= µ (An )
! µ (A)
n!1
= 0
,
ˆ ˆ
h✏n dµy ! µy (An ) d⌫ (y) ! 0
✏#0 n!1
µy (An ) ! 0
n!1
.y "
,n µ (A) µ (An )
µ (A) = 0
⌅ .y "
D ,Y := (X, D, µ |D , T ) " . " X := (X, B, µ, T ) ( ) :
. T
, ) y 7! µy X ! M (X)
,y " µy ,(y
ˆ
µ |D = µy dµ |D (y)
,E 2 D
ˆ
µ |D (E) = µy (E) dµ |D (y)
.y " T µy
,y " T . {fj }j ⇢ C (X) :
T
,y " µy (E) = 1 E := E
j j .y " µy (Ej ) = 1 {Ej }j
.f 2 C (X) T . T fj
,j
ˆ ˆ
fj dµy = fj T dµy
,
N N
1 X 1 X
fj T n+1 y = fj (T n y) + o (1)
N n=1 N n=1
⇥ ⇤
! E fj | B T (y)
N !1
ˆ
= fj dµy
.N f T N +1 y
ˆ
fj T dµy
ˆ ˆ
fj dµy = fj T dµy
.y "
1
,y " L (Y ) .y " µy
N
1 X
ˆ
L1 (µy )
f (T n y) ! f dµy
N n=1
,{fj }j ⇢ C (X)
.
,y "
N
1 X
ˆ
L1 (µy )
fj (T n y) ! fj dµy
N n=1
,y "
N
1 X
ˆ
fj (T n y) fj dµy ! 0
N n=1 N !1
,y "
N
1 X
ˆ ˆ
fj (T n y) fj dµy dµ ! 0
N n=1 N !1
,
N
1 X
ˆ ˆ
fj (T n y) fj dµy dµ |D (y) ! 0
N n=1 N !1
y "
N
1 X
ˆ
L1 (µy )
fj (T n y) ! fj dµy
N n=1
⌅ .
61
10
. '1 : A1 ! B, '2 : A2 ! B . A1 , A2 , B :
,B A1 , A2
A1 ⇥ A2 := {(a1 , a2 ) 2 A1 ⇥ A2 | '1 (a1 ) = '2 (a2 )}
B
.
25
. Y = (Y, D, ⌫) , i = 1, 2 Xi = (Xi , Bi , µi ) :
.↵i : Xi ! Y ,
,Y X1 , X2
✓ ◆
X1 ⇥ X2 := X 1 ⇥ X 2 , B 1 ⇥ B 2 , µ1 ⇥ µ 2
Y Y
µ1 ⇥ µ2
Y
ˆ
µ1 ⇥ µ2 (A) = µ1,y ⇥ µ2,y (A) d⌫ (y)
Y
, .i = 1, 2 ⌫ µi µi,y
ˆ
µi = µi,y d⌫ (y)
f1 ⌦ f2 (x1 , x2 ) := , :
,f1 (x1 ) · f2 (x2 )
ˆ
µ1 ⇥ µ2 (f1 ⌦ f2 ) = µ1,y (f1 ) · µ2,y (f2 ) d⌫ (y)
Y
,
ˆ ˆ ✓ˆ ◆ ✓ˆ ◆
f1 ⌦ f2 (x1 , x2 ) dµ2 ⇥ µ2 (x1 , x2 ) = f1 (x1 ) dµ1y (x1 ) · f2 (x2 ) dµ2y (x2 ) d⌫ (y)
Y
✓ ◆
,i = 1, 2 ⇡i⇤ µ1 ⇥ µ2 = µi ,i = 1, 2 ⇡i : X 1 ⇥ X 2 ! X i :
Y
,
X1 ⇥ X2
Y
⇡1 ⇡2
{ #
X1 X2
↵1 ↵2
$ z
Y
. , 25
i : Xi ! Z , Z := (Z, E, ⌧ ) ( )
, ,i = 1, 2
Z
1 2
} !
X1 X2
↵1 ↵2
! }
Y
↵1 1 = ↵2 2
, ,' : Z ! X1 ⇥ X2
Z
'
✏
1
X1 ⇥ X2 2
⇡1 ⇡2
⌅ { # ⇢
X1 X2
↵1 ↵2
$ z
Y
, X1 , X2 , X3 :
✓ ◆ ✓ ◆
X1 ⇥ Xy ⇥ X3 = X1 ⇥ X2 ⇥ X3
Y Y Y Y
:
✓ ◆ ✓ ◆
µ1 ⇥ µ2 ⇥ µ3 = µ1 ⇥ µ2 ⇥ µ3
Y Y Y Y
,y "
,
✓ ◆ ✓ ◆
µ1 ⇥ µ2 ⇥ µ3 = µ1 ⇥ µ2 ⇥ µ3
Y Y Y Y
⌅ .
. ↵:X !Y , X = (X, B, µ) , Y = (Y, D, ⌫) :
,A ⇠ B () µ (A4B) = 0 ⇣ ,B̃, D̃ ⇣
⌘ ⌘
.d B̃1 , B̃2 = µ B̃1 4B̃2
. T B̃ T ,B̃ T ⇢ ↵ 1
D̃ ,
11
) UT I , " X = (X, B, µ, T ) :
,I PT : L2 (µ) ! I ,( T
N N
1 X X
f (T n x) g T 2n x ⇡ PT f (T n x) · PT g T 2n x
N n=1 n=1
:
, T Bd
N N
1 X X
f (T n x) g T 2n x ⇡ E [f | Bd ] (T n x) · E [g | Bd ] T 2n x
N n=1 n=1
. , " X = (X, B, T, µ) :
,( ) T
. ,UT
" ,| i | = 1 . { i }i " UT { i }i
Y := (Y, D, mY , R )
:
N
, S1 =( 1, 2 , ...) •
Y := { n | n 2 Z}
n
Y .
N
. S1
8 9
<Yk =
L2 (Y ) = LinSpan j | k2N
: ;
j=1
,y 2 Y { i }i
i (y) = yi
. { i }i , " Y D •
. mY •
, . R •
i (R y) = i ( y)
= i i (y)
" , .X Y , :
↵:X !Y
1
,↵ :B!D , i $ i :
12
, X . " X = (X, B, µ, T ) :
L2 (X ) = LinSpan { i }i
.UT { i }i
65
, X ,Y . " X = (X, B, µ, T ) , Y = (Y, D, ⌫, S) :
, ' : L2 (X ) ! L2 (Y )
,T, S .1
T '=' S
, .2
L2 (X ) , X = (X, B, µ, T ) " :
{1} [ {f ,j | 2 ⇤, j 2 Z}
, ⇤
UT f ,j =f ,j+1
26
,f ,j µ ,j , ," " :
,
hUTn f ,j , f ,j i = hf ,j+1 , f ,j i
(
0 n 6= 0
=
1 n=0
, ,0 n 6= 0 zn
.
. , :
1 1 Z Z
.µ = 2, 2 X = {0, 1} :
A⇢⇤ ,⇤ := {A ⇢ Z : A }
Y xj
fA (x) := ( 1)
j2A
⌦ ↵ ´ 26
. " f =g . UTn f, g = z n µf,g µf,g , f, g
f; ⌘ 1
,1 {fA }A2⇤
ˆ Y Y
xj xj
hfA , fB i = ( 1) · ( 1) dµ
j2A j2B
ˆ Y xj
= ( 1) dµ
j2A4B
(
0 A 6= B
=
1 A=B
,A + 1 = {a + 1 : a 2 A} , 1 T
UT fA = fA+1
, ˜
⇤ ,A ⇠ B () 9k A = B + k ,A, B 2 ⇤ ,
.
,UT fA ,j = fA ,j+1 ,fA ,j = fA +j {fA ,j }A 2⇤,j2Z
˜ ,A
.
12.1
. . :
. ,
, (X, B, µ, T ) " :
.S = {1, ..., n} X = SZ •
, B •
,a : J ! S J ⇢Z
Pn Z
. i=1 pi = 1 0 pi 1 µ = (p1 , ..., pn ) µ •
: µ
Q
.µ = k2Z p, µ ,p (j) = pj ,S = {1, ..., n} p := (p1 , ..., pn ) .1
, µ .2
Y
µ (C (J , a)) = pa(j)
j2J
.(xn )n2Z 7! (xn+1 )n2Z , T •
,A ⇢ B , X . " X := (X, B, µ, T ) :
1
T A ⇢ A .1
B̃ Ã .2
!
[
n
B̃ = T Ã
n2Z
.( Ã,B̃ )
T n
1n T Ã = {;, X} .3
. :1
. , :2
. :
Z
,a : [ k, l] ! S k, l > 0 . S , B, µ, T :1
. ,0 k+l ,
A⇢B . ,
,
1 1
.T A⇢A , T , T .1
.B .2
.k + l = m B = A( k,l) (a) .m B2B .3
m
,A 2 A T A B
m
µ A( k,l) (a) \ T A = µ A( k,l) (a) · µ T m A
T
B ,( ) n 1 T nA B
,
µ (B) = µ (B \ B)
= µ (B) · µ (B)
68
1 1
,T A2T A⇢A 1 ,1T 1A 2V ,1A 2 UT V ) UT V ⇢ V .1
.(1A 2 UT V
S
.( 2 ) L2 (B) n
n2Z UT V .2
T
.( 3 ) n 1 UTn V = { } .3
.V = UT V W ,V UT V W
1
,UT W ? W UT .UT W ? W ,UT W ⇢ UT V ? W
.m 6= n ,m, n 2 Z UTn W ? UTm W
,
V = UT V W
= UT 2 V UT W W
= ...
V = UT 1 V W
= UT 2 V UT 1 W W
= ...
L2 (B) = { } n2Z UT n W
. ⇤, L2 (B) .W {f } 2⇤
{1} [ {UTn f : 2 ⇤, n 2 Z}
0
,m, n 2 Z , , 2⇤ .L2 (B)
⌦ ↵
hUTn f , UTm f 0 i = UTn m
f ,f 0
0
. {f } 2⇤ , 6= n=m
. , f 0 2W ? UTn m f n>m
. ⇤ ,
27
. B1 , ..., BN 2 B N >0 ,X := (X, B, µ) :
N ,N > 0 . W . ⇤
. A
2
,L (X ) = { } , ) 0 6= f 2 W .N > 0
.(B = {;, X}
. 27
69
A0 := .B0 := B \ A0 = {B \ A0 : B 2 B} ,A0 = Supp (f )
.A \ A0 := {A \ A0 : A 2 A}
S n
,B n2Z T A . B1 , ..., BN 2 B0
k , " Bi S
T kA B1 , ..., BN ,A ⇢ T A . B1 , ...BN |n|k T A
n
.A1 , ..., AN 2 T k A
. A1 , ..., AN 2 A0
. ,1 i N gi := f · (1Bi T)
. , g1 , ..., gN
1
. T A⇢A 1Bi T ,f 2 W ⇢ V , A f ,gi 2 V ,1 i N
,UT h 2 UT V ,gi ? UT V ,1 i N ,
hgi , UT hi = hf · (1Bi T ) , UT hi
= hf, UT 1Bi · UT hi
= hf, UT (1Bi · h)i
(f 2W ?UT V 31Bi ·h) = 0
⌅ .
13
I : B ! R+ X . X := (X, B, µ) :
,
.I (A4An ) ! 0 µ (A4An ) ! 0 .µ I .1
.I (A) < I (B) µ (A) < µ (B) .µ I ,I (X) = 0 .2
.I (A \ B) = I (A) + I (B) ,(µ (A \ B) = µ (A) µ (B) ) A, B .3
, ' : [0, 1] ! R+ :
' .1
' ' (1) = 0 .2
' (ts) = ' (s) + ' (t) .3
↵⇢B . X := (X, B, µ) :
.X , , ↵ ,X
.X ↵ , X := (X, B, µ) :
.x ↵ , ,x
,x ↵ [x]↵
↵ .3
ˆ
Hµ (↵) : = Iµ (↵) (x) dµ
X ˆ
= log µ (A) · 1A (x) dx
A2↵
X
= log µ (A) · µ (A)
A2↵
.( ↵ )
. F ⇢B ,X ↵ , X := (X, B, µ) :
,Iµ (A | F) : X ! R ,F A .1
,Iµ (↵ | F) : X ! R ,F ↵ .2
X
Iµ (↵ | F) (x) := Iµ (A | F) (x) · 1A (x)
A2↵
,F ↵ .3
ˆ
Hµ (↵ | F) := Iµ (A | F) (x) dµ
,F ↵ :
ˆ X
Hµ (↵ | F) = log µ (A | F) (x) · 1A (x) dµ
A2↵
Xˆ
= log µ (A | F) (x) · 1A (x) dµ
A2↵
Xˆ
= log µ (A | F) (x) · E [A | F] (x) dµ
A2↵
Xˆ
= log µ (A | F) (x) · µ (A | F) (x) dµ
A2↵
.X ↵, , X := (X, B, µ) :
⇣ ⌘
E ⇠ F () ,↵, ˜, ˜
↵ ) ↵
˜ ⇢ ˜ ↵ •
.(µ (E4F ) = 0
. , ( ) :
.↵ ↵ ( )
.( , ↵, , ) ↵ ↵ ↵= •
.(↵, , ) ↵_ = {A \ B | A 2 ↵, B 2 } •
.F1 _ F2 := (F1 [ F2 ) , F1 , F2 •
, .X ↵, , X := (X, B, µ) :
Iµ (A | ) := Iµ (A | ( ))
Iµ (↵ | ) := Iµ (↵ | ( ))
Hµ (↵ | ) = Hµ (↵ | ( ))
, ( ) :
µ (A \ B)
µ (A | B) :=
µ (B)
Iµ (↵ | ) (x) = Iµ (↵ | ( )) (x)
X
( µ(A\B)
µ(A|B):= µ(B) ) = log µ (A | ) (x) 1A (x)
A2↵
XX
= log µ (A | B) (x) 1A (x) 1B (x)
A2↵ B2
XX µ (A \ B)
= log (x) 1A\B (x)
µ (B)
A2↵ B2
⇣ ⌘
µ [x]↵_
= log ⇣ ⌘
µ [x]
,
X X
Hµ (↵ | ) = µ (B) log µ (A | B) · µ (A | B)
B2 A2↵
, " µ .X ↵, , F ⇢B , X := (X, B, µ) :
.1
Iµ (↵ _ | F) = Iµ (↵ | F) + Iµ ( | (↵) _ F)
.2
Hµ (↵ _ | F) = Hµ (↵ | F) + Hµ ( | (↵) _ F)
,F = {;, X}
Iµ (↵ _ ) = Iµ (↵) + Iµ ( | ↵)
Hµ (↵ _ ) = Hµ (↵) + Hµ ( | ↵)
, :
X µ (A \ B | F) (x)
µ (B | (↵) _ F) (x) = · 1A (x)
µ (A | F) (x)
A2↵
73
, (↵)_F 1B : (↵)_F :
, (↵) F . (↵) _ F
. (↵) _ F
,
( )
[
(↵) _ F = A \ F A | FA 2 F
A2↵
P
. F 'A ,( ) A 'A (x) 1A (x) (↵) _ F
´ ´
, hf = hg h , " f, g ,
, F ' A0 2 ↵ ,B 2
ˆ ˆ X µ (A \ B | F)
' (x) 1A0 (x) µ (B | F _ (↵)) (x) = ' (x) 1A0 (x) 1A (x)
µ (A | F)
A2↵
, 1A0
ˆ X µ (A \ B | F) (x)
' (x) 1A0 (x) 1A (x) =
µ (B | F) (x)
A2↵
µ (A0 \ B | F) (x)
ˆ
= ' (x) 1A0 (x)
µ (A0 | F) (x)
µ (A0 \ B | F) (x)
ˆ
= ' (x) µ (A0 | F) (x)
µ (A0 | F) (x)
ˆ
= ' (x) µ (A0 \ B | F) (x)
ˆ
= ' (x) 1A0 \B (x)
ˆ
= ' (x) 1A0 (x) 1B (x)
ˆ
= ' (x) 1A0 (x) µ (B | (↵) _ F) (x)
, .1
Iµ ( | (↵) _ F) (x)
X
:= log µ (B | (↵) _ F) (x) 1B (x)
B2
!
X X µ (A \ B | F) (x)
( ) = 1B (x) log 1A (x)
µ (A | F) (x)
B2 A2↵
X µ (A \ B | F) (x)
= 1A\B (x) log
µ (A | F) (x)
A2↵, B2
X X
= 1A\B (x) log µ (A \ B | F) (x) + 1A\B (x) log µ (A | F) (x)
A2↵, B2 A2↵, B2
= Iµ (↵ _ | F) Iµ (↵ | F)
.
⌅ . 1 .2
X ↵, , , F ⇢B , X := (X, B, µ) :
.
↵ .1
Hµ (↵ | ) Hµ ( | ) ( )
Hµ ( | ↵) Hµ ( | ) ( )
,A 2 ↵, B 2 , ) " ↵, ,Hµ (↵ _ ) Hµ (↵)+Hµ ( ) .2
.(µ (A \ B) = µ (A) µ (B)
2
.m ,[0, 1] .Iµ :
⇥ ⇥1 ⇤
= {{(x, y) : x y} , {(x, y) : x > y}} ,( )↵= 0, 12 ⇥ [0, 1] , 2 , 1 ⇥ [0, 1]
.( )
1
Im (↵) = log = Im ( )
2
,(3/8 ) (1/8 ) ↵_ ,
( 1/8
log 1/2 x
Im (↵ _ ) (x) = 3/8
log 1/2 x
.Im (↵) Iµ (↵ _ ) ,↵ ↵ _
13.1
, .X ↵, , " X := (X, B, µ, T ) :
⇣ ⌘
µ [T x]↵ \ [T x]
Iµ (↵ | ) (T x) = log ⇣ ⌘
µ [T x]
⇣ ⌘
µ [x]T 1 ↵ \ [x]T 1
= log ⇣ ⌘
µ [x]T 1
1 1
= Iµ T ↵|T (x)
,
1 1
Hµ (↵ | ) = Hµ T ↵|T
. X ↵ , " X := (X, B, µ, T ) :
1
hµ (T, ↵) := lim Hµ _ni=01 T i
↵
n!1 n
,
hµ (T ) := sup {hµ (T, ↵) | ↵ Hµ (↵) < 1}
. :
, ,↵n := _ni=01 T i
↵ :
n
Hµ (↵n+m ) Hµ (↵n ) + Hµ T ↵m
= Hµ (↵n ) + Hµ (↵m )
, cn+m cn + cm (cn )n ⇢ R ) Hµ (↵n )
⌅ . 28
,(inf an
n
m!1 . cm
m
kckn+r
n +cr
cnn + cr
kn+r
= cnn + cmr ,0 r n + 1 m = kn + r m>n ,n 28
._ni=01 T i
↵ 2n
⇣n o⌘ 1
µ [a0 , ..., an 1 ]ai 2{0,1} =
2n
1 1
Hµ _ni=01 T i
↵ = 2n · log n
2n 2
1
= log n
2
= n log 2
1
hµ (T, ↵) = lim Hµ _ni=01 T i
↵
n!1 n
1
= lim n log 2
n!1 n
= log 2
= 1
. X ↵ , " X := (X, B, µ, T ) :
hµ (T, ↵) = lim Hµ ↵ | _ni=1 T i
↵
n!1
, :
Hµ _ni=01 T i
↵
⇣ ⌘ ⇣ ⌘
= Hµ T (n 1)
↵ + Hµ _ni=02 T i ↵ | T (n 1)
↵
⇣ ⌘ ⇣ ⌘
= Hµ T (n 1)
↵ + Hµ T (n 2) ↵ | T (n 1)
↵ + ... + Hµ ↵ | _ni=11 T i
↵
.
1
,n ! 1 n Hµ (↵) ! 0 ,
1
hµ (T, ↵) : = lim Hµ _ni=01 T i ↵
n!1 n
1X
n ⇣ ⌘
= lim Hµ ↵ | _ji=1 T j
↵
n!1 n
j=1
⇣ ⌘
(cn )n ⇢ R ) bj := Hµ ↵ | _ji=1 T i
↵ ,
1
Pm
.(m ! 1 cm ! c ,m ! 1 m j=1 cj !c
⌅ .
13.1.1
. X ↵ , " X := (X, B, µ, T ) :
.1
hµ (T, ↵) = hµ T, _ki=0 T i
↵
, T .2
,k 1 ( )
1
hµ T , ↵ = hµ (T, ↵) = hµ T, _ki=0 T i
↵
,k 1 ( )
hµ (T, ↵) = hµ T, _ki= kT
i
↵
,k 1 ()
hµ T k = k · hµ (T )
:
, .1
1
hµ T, _ki=0 T i
↵ = lim Hµ _nj=01 T j _ki=0 T i ↵
n!1 n
1
= lim Hµ _nj=01+k T j ↵
n!1 n
1 n 1+k
= lim Hµ _nj=01+k T j ↵
n!1 n n 1+k
1
= lim Hµ _n+kj=0
1
T i↵
n!1 n + k
= hµ (T, ↵)
. T .2
, ( )
1
hµ T 1
,↵ = lim Hµ _ni=01 T i ↵
n!1 n
1 ⇣ ⌘
= lim Hµ T (n 1) _ni=01 T i
↵
n!1 n
1
= lim Hµ _ni=01 T 1 ↵
n!1 n
= hµ (T, ↵)
. ( )
,Hµ (↵1 ) Hµ (↵2 ) ↵1 ↵2 , ()
hµ T k , ↵ hµ T k , _ki=01 T i
↵
= khµ (T, ↵)
hµ T k khµ (T )
hµ T k sup hµ T k , _ki=01 T i
↵
sup khµ (T, ↵)
= khµ (T )
⌅ . ,hµ T k = khµ (T )
. :
:
hµ (T, ↵) hµ (T, ) + hµ (↵ | )
< hµ (T, ) + ✏
.hµ (T ) h̃µ (T )
n .✏ > 0 .↵ = {A1 , A2 , ...} . ↵
8 9
< n
[ =
n := {A1 , A2 , ..., An } [ X\ Aj
: ;
j=1
Sn Sn
.n ! 1 µ (Bn ) ! 0 , j=1 Aj " X ↵ .Bn := j=1 Aj
1
X
Hµ (↵ | n) = µ (Bn ) · µ (Aj | Bn ) log µ (Aj | Bn )
j=n+1
1
X µ (Aj \ Bn ) µ (Aj \ Bn )
= µ (Bn ) log
j=n+1
µ (Bn ) µ (Bn )
X1
µ (Aj )
= µ (Aj ) log
j=n+1
µ (Bn )
0 1
1
X 1
X
= µ (Aj ) log µ (Aj ) + @ µ (Aj )A · log µ (Bn )
j=n+1 j=n+1
1
X
= µ (Aj ) log µ (Aj ) + µ (Bn ) · log µ (Bn )
j=n+1
! 0+0=0
n!1
13.1.2
. ↵ , " X := (X, B, µ, T ) :
. _1
i= 1T
i
↵ =B , ↵ . _1
i=0 T
i
↵ =B , ↵
↵ . ↵ , " X := (X, B, µ, T ) :
,
hµ (T, ↵) = hµ (T )
80
1 1 Z Z
µ= 2, 2 X = {0, 1} :
.i = 0, 1 [x]i := {x 2 X : x (0) = i} ,↵ = {[x]0 , [x]1 } .((xn )n 7! (xn+1 )n )
) hµ ( ) = hµ ( , ↵) = log 2 = 1 , ,
.(
1 1 1 Z Z
. ⌫= 3, 3, 3 Y = {0, 1, 2} ,
.hµ ( ) = hµ ( , ) = log 3 , = {[y]0 , [y]1 , [y]3 }
.( )
. ,( )
.h⌫ (S) hµ (T ) .X Y , " X := (X, B, µ, T ) , Y := (Y, D, ⌫, S) :
. " :
1
.µ, ⌫ :D!B , . :X!Y :
1 1
.X (↵) := (A) A2↵
.Y ↵
1 1
,h⌫ (S, ↵) Y ↵ .h⌫ (S, ↵) = hµ T, (↵) ,
⌅ .h⌫ (S) hµ (T ) , X 1
(↵)
. :
.hµ (T, ↵) hµ (T ) . ↵ : "
, ,
hµ (T, ) hµ T, _ni=01 T i
↵ + Hµ | _ni=01 T 1
↵
= hµ (T, ↵) + Hµ | _ni=01 T 1
↵
! hµ (T, ↵) + 0
n!1
= hµ (T, ↵)
. " , hµ T, _ni=01 T i
↵ = hµ (T, ↵)
,
hµ (T ) hµ (T, ↵)
.hµ (T ) = hµ (T, ↵)
, :
Hµ | _ni=0 T i
↵ ! 0
n!1
.( ) ↵ :
.✏ > 0 . = {B1 , ..., Bm } .
,A0j 2 _ni=01 T i
↵ , n ,Bj >0 , ↵
A1 := A01
A2 := A02 \A01
A3 := A03 \ (A01 [ A02 )
m
[2
Am 1 := A0m 1\ A0i
i=1
m
[1
Am := X\ Ai
i=1
,1 i m 1 •
µ (Ai 4Bi )
0 1
i[1
(1) µ (A0i \Bi ) + µ (Bi \A0i ) + µ @Bj \ A0j A
j=1
i 1
X
(2) µ (A0i 4Bi ) + µ A0j \Bj
j=1
< /m2 + (i 1)
m2
i /m 2
/m
,A , B := B1 \B2 (1)
i[1 i
[ i[1
0
Bi \ A0j = A0j \ Bi ⇢ Aj \Bi
j=1 j=1 j=1
,i = m •
m
!
[1 m
[1
µ (Am 4Bm ) = µ Ai 4 Bi
i=1 i=1
m
!
[
(1) µ Ai 4Bi
i=1
m
X1
µ (Ai 4Bi )
i=1
m
m
=
, (1)
(A [ B) 4 (C4D) = [(A [ B) \ (C [ D)] [ [(C [ D) \ (A [ B)]
c c
= [(A [ B) \ (C [ D) ] [ [(C [ D) \ (A [ B) ]
= [A [ B \ C c \ Dc ] [ [C [ D \ Ac \ B c ]
⇢ (A \ C c ) [ (B \ Dc ) [ (C \ Ac ) [ (D \ B c )
⇢ (A4C) [ (B4D)
,i = j ,
µ (Ai \ Bi )
!1 #0
µ (Ai )
,i 6= j
µ (Ai \ Bj )
! 0, #0
µ (Ai )
⇣ ⌘
N( ) 1 i
,Hµ | _i=0 T ↵ !0, !0 , N( )
⌅ .
, ↵ , " X := (X, B, µ, T ) :
, .
hµ (T ) = 0
, " :
hµ (T ) = hµ (T, ↵)
= lim Hµ ↵ | _ni=1 T i
↵
n!1
(T ) = lim Hµ T ↵ | _ni=01 T i
↵
n!1
( ) = 0
⌅
,(✓ , ) S 1 , B, m, R✓ " :
.hm (R✓ ) = 0
,↵ = {(0, 1/2) , [1/2, 1)} , ✓ . ✓
.hµ (R✓ ) = hµ (R✓ , ↵) = 0
13.1.3
,k l ,k, l 2 Z , X := (X, B, µ, T ) " :
↵kl := _li=k T i
↵
1
, .T A=A , A⇢B , " X := (X, B, µ, T ) :
1
hµ (T, ↵ | A) := lim Hµ ↵0n 1
|A
n!1 n
, :
, ↵, , T :
. ↵, :
, :
1 ⇣ ⌘
n 1
hµ (T, ↵ _ | A) = lim Hµ (↵ _ )0 | A
n!1 n
1 1
= lim Hµ ↵0n 1 | A + lim Hµ n 1
0 | ↵0n 1
_A
n!1 n n!1 n
,T , .hµ (T, ↵ | A)
n 1
1 n 1 1X
Hµ 0 | ↵0n 1
_A = Hµ T j
| ↵0n 1
_ n 1
j+1 _A
n n j=0
1X
n 1 ⇣ ⌘
= Hµ | ↵n j 1 j
_ n 1 j
1 _A
n j=0
, n
⇣ ⌘
(n 1) n 2
H T _ 0 |A
⇣ ⌘ ⇣ ⌘
= Hµ T (n 1)
| ↵0n 1
_ A + Hµ n 1
0 | ↵0n 1
_T (n 1)
_A
, ,
1X
n 1 ⇣ ⌘
Hµ | ↵n j 1 j
_ n 1 j
1 _A Hµ | ↵11 _ 1
1 _A
n j=0
, N
Hµ | ↵NN _ N
1 _ A Hµ | ↵11 _ 1
1 _A +✏
⌅ .
29
. , {↵i }i ( - ) :
1 1
. B= _1
i= 1 (↵i ) 1 B= _1
i=1 (↵i )0 ,B
,
hµ (T ) = sup {hµ (T, ↵i )} = lim hµ (T, ↵i )
i!1
,
hµ (T | A) = lim hµ (T, ↵i | A)
i!1
, . , ↵ :
n n
hµ (T, ↵ | A) hµ (T, (↵n )0 | A) + Hµ (↵ | (↵n )0 _ A)
. ," " , " ,B
⌅
.i ↵i ⇢ (↵i+1 ) , 29
hµ (T ) ,X Y , " X := (X, B, µ, T ) , Y := (Y, D, ⌫, S) :
.h⌫ (S)
, ) :X!Y X Y , " X := (X, B, µ, T ) , Y := (Y, D, ⌫, S) :
1
, . T, S .(T, S :D!B
1
hµ (T ) = h⌫ (S) + hµ T, D
1
.(B (D) )
,
1
h⌫ (S) = sup hµ (T ) | ⇢ (D) Hµ ( ) < 1
1
.Hµ ( ) = Hµ ( ) ,Y :
1 1
,Y X " , . ( )
.
. ↵n " B, m "D .
⇣ 1
⌘
1 1 1 1
hµ T, ↵n _ m = hµ T, + Hµ ↵n | (↵n )1 _
m m 1
⇣ 1
⌘
1 1
= h⌫ (S, m ) + Hµ ↵n | (↵n )1 _ m 1
, m "D , "
1 1
hµ ↵ n | (D) ! hµ T, D
,
1
hµ (T ) = lim h⌫ (S, m) + hµ T, D
m!1
1
= h⌫ (S) + hµ T, D
⌅ .
13.1.4
. .↵B := {B, X\B} ,B 2 B . " X := (X, B, µ, T ) :
,X
P (T ) := {B 2 B | hµ (T, ↵B ) = 0}
, :
⇢
P (T ) = B2B|B2 _1
i=1 T
i
↵B
µ
.( µ 2 )
µ
1
.hµ (T, ↵B ) = Hµ (↵B | (↵B )1 ) ,
, . ↵ A⇢B . (X, B, µ) :
Hµ (↵ | A) = 0 () ↵ 2 A
µ
.( µ 2 )
µ
:
Hµ (↵ | A) = 0
ˆ
() Iµ (↵ | A) (x) dµ = 0
Xˆ
() log R [1A | A] (x) E [1A | A] (x) dµ
A2↵
() E [1A | A] = 1A
() A2A
µ
⌅
,X . " X := (X, B, µ, T ) :
XP(T ) := X, P (T ) , µ |P(T ) , T
↵ hµ (T, ↵) = 0 , . T P (T ) . " :
.
↵ i = ↵ Bi = , .{Bi }i ⇢ P (T ) :
.Q 2 P (T ) , Q2 (_1
i=1 ↵i ) ,{Bi , X\Bi }
.Q 2 P (T ) , ⇢ P (T ) .hµ (T, ) = 0 , := {Q, X\Q}
N ,Hµ ( | _1
i=1 ↵i ) =0 ,✏ > 0
Hµ | _N
i=1 ↵i <✏
hµ (T, ) hµ T, _N
i=1 ↵i + Hµ | _N
i=1 ↵i
N
X
hµ (T, ↵i ) + ✏
i=1
(hµ (T,↵i )=limn!1 1
n ·0 )=0 = ✏
⌅ . ↵ hµ (T, ↵) = hµ T, T 1
↵ , T
87
, X " Y , .hµ (T, ↵) = 0 X XP(T ) :
.XP(T ) Y
,
hµ (T ) = hµ (T | P (T ))
T1
.hµ (T, ) = 0 . ⇢ P (T ) .n n=0 ↵n1 :
, 2 ↵11
hµ (T, ↵) = Hµ (↵ | ↵11 )
= Hµ (↵ _ | ↵11 )
= Hµ (↵ _ | ↵11 _ 1
1 )
= hµ (T, ↵ _ )
1
= hµ (T, ) + hµ T, ↵ | 1
(⇤) = hµ (T, ) + hµ (T, ↵)
(⇤)
1
hµ T, ↵ | 1 = Hµ ↵ | ↵11 _ 1
1
1
, 1 ⇢ ↵11 .k k
k ⇢ ↵11 ,k ⇢ ↵k1
Hµ ↵ | ↵11 _ 1
1 = Hµ (↵ | ↵11 )
T1
. .P (T ) _↵:Hµ (↵)<1 n=0 ↵n1
, . := {B, X\B} ⇢ P (T )
1
Hµ ( | 1 ) = hµ (T, ) = 0
1 1
,m 1 , ( 1 ) ⇢ ( 1 )
1 1 1
0 = 1 = ... = m
88
,
1
! 1
!
\ \
1 1
B2 m ⇢ ↵m
m=0 m=0
⌅ .
,B ↵ :2
1
!
\
P (T ) = ↵n1
n=0
( ) 13.1.5
, ↵ , " X := (X, B, µ, T ) ( ) :
,x " µ
1 L1 (X )
Iµ (↵01 ) (x) ! hµ (T, ↵)
n n!1
.(L1 (X ) " )
.fn (x) := Iµ (↵ | ↵1n ) (x) ,f0 (x) := Iµ (↵) (x) :
Iµ (↵ _ | ) = Iµ (↵ | ) + Iµ ( | ↵ _ )
1 1
Iµ (↵ | ) T = Iµ T ↵|T
,
Iµ ↵0n 1
= Iµ ↵ | ↵1n 1
+ Iµ ↵1n 1
= fn 1 + Iµ ↵0n 2 T
= ...
= fn 1 + fn 1 T + ... + f0 T n 1
n
X1
= fn 1 k T k
k=0
,
f := Iµ (↵ | ↵11 ) 2 L1 (X )
n 1 n 1
1X 1X
f Tk + (fn 1 k f) Tk
n n
k=0 k=0
, f 2 L1 (X )
n 1
1X
ˆ
L1 (X )
f Tk ! f dµ
n n!1
k=0
ˆ
= Iµ (↵ | ↵11 ) dµ
= H (↵ | ↵11 )
= hµ (↵, T )
,
n
X1
1 L1 (X )
(fn 1 k f) Tk ! 0
n n!1
k=0
n
X1
1
B (n, N ) (I ⇤ + f ) T k
n
k=n N
n
X1 ✓ ◆✓ ◆nX
N 1
1 n N 1
= (I ⇤ + f ) T k (I ⇤ + f ) T k
n n n N
k=n N k=n N
( N) ! (I ⇤ + f ) (I ⇤ + f )
n!1
= 0
,N
B (n, N ) = 0
⇤ ⇤ 1
FN ! 0 .FN I ,fn , f I 2 L (X ) , " fn ! f ,A (n, N )
N !1 n!1
L1 (X )
.FN ! 0, , "
N !1
.kA (n, N )kL1 (X ) < ✏ ,kFN kL1 (X ) < ✏ N ,✏ > 0
⌅ . " 1
.L (X )
90
- :1 14
. {an }n :
N
1 X
an ! 0
N n=1 N !1
, J
an ! 0
n!1
n2J
/
.n 2 N\J an ! 0 ,
( ) :
.an ! 0 , J
N
1 X 1 X 1 X
an = an + an
N n=1 N N
n2J\{1,...,N } n2J c \{1,...,N }
. {an }n J
Pk
.( k1 j=1 bn !0 bn ! 0 , )J an ! 0 ,
( )
1
PN
, .Jk = n : an k . N1 n=1 an ! 0
N !1
N
X X
1 1
an an
N n=1
N
n2Jk \{1,...,N }
1 1
|Jk \ {1, ..., N }|
Nk
,N > lk lk k , Jk
|Jk \ {1, ..., N }| 1
N k
. lk
[
J := J \ {lk , lk + 1, ..., lk+1 }
k 1
. J (2) ,J an ! 0 (1)
,n > lk ,k n2
/J ,Jk \ {lk , ...} ⇢ J .1
1
an
k
.an ! 0 ,J
,n 2 {lk , ..., lk+1 } .2
k
[
J \ {1, ..., n} ⇢ Ji \ {li , ..., li+1 } \ {1, ..., n} ⇢ Jk \ {1, ..., n}
i=1
,k
1 1 1
|J \ {1, ..., n}| |Jk \ {1, ..., n}|
n n k
⌅ . J
:2 15
m 1 . {un }n ⇢ H :
N
1 X
m := lim hun , un+m i
N !1 N
n=1
M
1 X
m ! 0
M m=1 M !1
N
1 X
un ! 0
N n=1 N !1
92