Properties of multicorrelation sequences and large returns under some ergodicity assumptions
Dynamical Systems
2020-10-06 v2
Abstract
We prove that given a measure preserving system with commuting, ergodic transformations such that are ergodic for all , the multicorrelation sequence can be decomposed as , where is a uniform limit of -step nilsequences and is a nullsequence (that is, ). Under some additional ergodicity conditions on we also establish a similar decomposition for polynomial multicorrelation sequences of the form , where each is a polynomial map. We also show, for , that if are invertible and ergodic, we have large triple intersections: for all and all , the set is syndetic. Moreover, we show that if are totally ergodic, and we denote by the -th prime, the set has positive lower density.
Keywords
Cite
@article{arxiv.2006.03170,
title = {Properties of multicorrelation sequences and large returns under some ergodicity assumptions},
author = {Andreu Ferré Moragues},
journal= {arXiv preprint arXiv:2006.03170},
year = {2020}
}
Comments
21 pages