English

On the spatial mean of the Poincare cycle

Probability 2007-05-23 v1

Abstract

Let XX be a measure space and T:XXT:X\to X a measurable transformation. For any measurable EXE\subseteq X and xEx\in E, the possibly infinite return time is nE(x):=inf{n>0:TnxE}n_E(x):=\inf\{n>0: T^n x\in E\}. If TT is an ergodic tranformation of the probability space XX, and μ(E)>0\mu(E)>0, then a theorem of M. Kac states that EnEdμ=1\int_E n_E d\mu=1. We generalize this to any invertible measure preserving transformation TT on a finite measure space XX, by proving independently, and nearly trivially that for any measurable EXE\subseteq X one has EnEdμ=μ(IE)\int_E n_E d\mu=\mu(I_E), where IEI_E is the smallest invariant set containing EE. In particular this also provides a simpler proof of Poincar\'{e}'s recurrence theorem.

Keywords

Cite

@article{arxiv.math/0505625,
  title  = {On the spatial mean of the Poincare cycle},
  author = {Luis Baez-Duarte},
  journal= {arXiv preprint arXiv:math/0505625},
  year   = {2007}
}

Comments

2 pages, Translation into English of a paper by the author generalizing Kac's theorem on the spatial mean of the Poincare cycle. Of possible pedagogical value