Mixing (mathematics)

From Wikipedia, the free encyclopedia

In mathematics, mixing is an abstract concept originating from physics: the attempt
to describe the irreversible thermodynamic process of mixing in the everyday world:
mixing paint, mixing drinks, etc.
The concept appears in ergodic theorythe study of stochastic
processes and measure-preserving dynamical systems. Several different definitions
for mixing exist, including strong mixing, weak mixing and topological mixing, with the
last not requiring a measure to be defined. Some of the different definitions of mixing
can be arranged in a hierarchical order; thus, strong mixing implies weak mixing.
Furthermore, weak mixing (and thus also strong mixing) implies ergodicity: that is,
every system that is weakly mixing is also ergodic (and so one says that mixing is a
"stronger" notion than ergodicity).

Contents
[hide]

1Mixing in stochastic processes

o 1.1Types of mixing
2Mixing in dynamical systems

o 2.1 formulation
o 2.2Products of dynamical systems
o 2.3Generalizations
o 2.4Examples
3Topological mixing
4References

Mixing in stochastic processes[edit]

Let be a sequence of random variables. Such a sequence is naturally endowed

with a topology, the product topology. The open sets of this topology are
called cylinder sets. These cylinder sets generate a sigma algebra, the Borel sigma
algebra; it is the smallest (coarsest) sigma algebra that contains the topology.

Define a function , called the strong mixing coefficient, as

In this definition, P is the probability measure on the

sigma algebra. The symbol , with denotes

a subalgebra of the sigma algebra; it is the set
of cylinder sets that are specified between

times a and b. Given specific, fixed values

, etc., of the random variable, at times ,
, etc., then it may be thought of as the sigma-
algebra generated by

The process is strong

mixing if as .
One way to describe this is that strong
mixing implies that for any two possible states
of the system (realizations of the random
variable), when given a sufficient amount of time
between the two states, the occurrence of the
states is independent.
Types of mixing[edit]
Suppose {Xt} is a stationary Markov process,

with stationary distribution Q. Denote the

space of Borel-measurable functions that are
square-integrable with respect to measure Q.
Also let

denote the conditional expectation operator

on Finally, let

denote the space of square-integrable

functions with mean zero.
The -mixing coefficients of the
process {xt} are

The process is called -mixing if

these coefficients converge to zero
as t , and -mixing with
exponential decay rate if t < et for
some > 0. For a stationary Markov
process, the coefficients t may
either decay at an exponential rate,
or be always equal to one.[1]
The -mixing coefficients of the
process {xt} are

The process is called -

mixing if these coefficients
converge to zero as t , it is
-mixing with exponential
decay rate if t < et for
some > 0, and it is -mixing
with sub-exponential decay
rate if t < (t) for some non-
increasing function (t)
satisfying t1ln(t) 0 as t
.[1]
The -mixing coefficients are
always smaller than the -
mixing ones: t t, therefore if
the process is -mixing, it will
necessarily be -mixing too.
However when t = 1, the
process may still be -mixing,
with sub-exponential decay
rate.
The -mixing coefficients are
given by

The process is called -

mixing if these coefficients
converge to zero as t ,
it is -mixing with
exponential decay rate
if t < et for some > 0,
and it is -mixing with sub-
exponential decay rate
if t(t) 0 as t for
some non-increasing
function (t)
satisfying t1ln(t)
0 as t .[1]
A strictly stationary Markov
process is -mixing if and
only if it is an aperiodic
recurrent Harris chain.
The -mixing coefficients
are always bigger than
the -mixing ones, so if a
process is -mixing it will
also be -mixing. There is
no direct relationship
between -mixing and -
mixing: neither of them
implies the other.

Mixing in
dynamical
systems[edit]
A similar definition can be
given using the vocabulary
of measure-preserving
dynamical systems.

Let be a dynamical
system, with T being the
time-evolution or shift
operator. The system is
said to be strong mixing if,

for any , one has

For shifts parametrized

by a continuous
variable instead of a
discrete integer n, the
same definition applies,

with replaced

by with g being
the continuous-time
parameter.
To understand the
above definition
physically, consider a

shaker full of an
incompressible liquid,
which consists of 20%
wine and 80% water.

If is the region
originally occupied by
the wine, then, for any

part of the
shaker, the percentage
of wine

in after repe
titions of the act of
stirring is

In such a situation,
one would expect
that after the liquid
is sufficiently stirred

( ), every

region of the
shaker will contain
approximately 20%
wine. This leads to

where ,
because
measure-
preserving
dynamical
systems are
defined on
probability
spaces, and
hence the final
expression
implies the
above
definition of
strong mixing.
A dynamical
system is said
to be weak
mixing if one
has

In other
words,

is
strong
mixing

if in
the usual
sense,
weak
mixing if

in
the Ce
sro se
nse,
and
ergodic

if
in the
Cesro
sense.
Hence,
strong
mixing
implies
weak
mixing,
which
implies
ergodic
ity.
Howev
er, the
conver
se is
not
true:
there
exist
ergodic
dynami
cal
system
s
which
are not
weakly
mixing,
and
weakly
mixing
dynami
cal
system
s
which
are not
strongl
y
mixing.
For a
system
that is
weak
mixing,
the shif
t
operat
or T wil
l have
no
(non-
consta
nt) squ
are-
integra
ble eig
enfunct
ions wi
th
associ
ated
eigenv
alue of
one.[citati
on

In
needed]

genera
l, a
shift
operat
or will
have
a conti
nuous
spectru
m, and
thus
will
always
have
eigenfu
nctions
that
are ge
neraliz
ed
functio
ns.
Howev
er, for
the
system
to be
(at
least)
weak
mixing,
none
of the
eigenfu
nctions
with
associ
ated
eigenv
alue of
one
can be
square
integra
ble.

f
ormu
lation
[edit]
The
propert
ies of
ergodic
ity,
weak
mixing
and
strong
mixing
of a
measu
re-
preser
ving
dynami
cal
system
can
also be
charact
erized
by the
averag
e of
observ
ables.
By von
Neuma
nn's
ergodic
theore
m,
ergodic
ity of a
dynami
cal
system

i
s
equival
ent to
the
propert
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for any
functio

n
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sequen
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c
onverg
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strongl
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in the
sense
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Cesro
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,
i.e.,
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Proposition. A dynamical system is

weakly mixing if and only if, for any ergodic

dynamical system , the system is also

ergodic.

Proposition. A dynamical system is

weakly mixing if and only if is also ergodic.

If this is the case, then is also weakly

mixing.
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