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Cocycles

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You are on page 1of 73

Jesse Peterson

2

Contents

1 Representations of groups 5

1.1 Definitions and constructions . . . . . . . . . . . . . . . . . . . . 5

1.2 Functions of positive type . . . . . . . . . . . . . . . . . . . . . . 8

1.3 Cocycles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.4 Induced representations . . . . . . . . . . . . . . . . . . . . . . . 12

1.5 Invariant vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

1.6 Amenability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

1.6.1 Von Neumanns Mean Ergodic Theorem . . . . . . . . . . 21

1.7 Mixing properties . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

1.7.1 Compact representations . . . . . . . . . . . . . . . . . . . 24

1.7.2 Weak mixing for amenable groups . . . . . . . . . . . . . 26

1.8 Weak containment . . . . . . . . . . . . . . . . . . . . . . . . . . 28

2.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

2.2 The Koopman representation . . . . . . . . . . . . . . . . . . . . 35

2.2.1 Ergodicity . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

2.2.2 Weak mixing . . . . . . . . . . . . . . . . . . . . . . . . . 37

2.2.3 Compact actions . . . . . . . . . . . . . . . . . . . . . . . 39

2.3 A remark about measure spaces . . . . . . . . . . . . . . . . . . . 41

2.4 Gaussian actions . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

2.5 Ergodic theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

2.6 Recurrence theorems . . . . . . . . . . . . . . . . . . . . . . . . . 50

3.1 Multiple recurrence for compact actions . . . . . . . . . . . . . . 54

3.2 Multiple recurrence for weak mixing actions . . . . . . . . . . . . 55

3.3 Joinings and the basic construction . . . . . . . . . . . . . . . . . 58

3.3.1 Joinings . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58

3.3.2 The basic construction . . . . . . . . . . . . . . . . . . . . 59

3.4 Ergodic, weak mixing, and compact extensions . . . . . . . . . . 64

3

4 CONTENTS

Chapter 1

Representations of groups

Definition 1.1.1. Let be a group, a unitary representation (resp. an

orthogonal representation) of is a homomorphism : U(H) (resp.

: O(H)) from into the unitary (resp. orthogonal) group of a complex

(resp. real) Hilbert space H.

Example 1.1.2. Let H be a Hilbert space and suppose is a group. The

trivial representation of on H is given by the homomorphism which takes

any group element to the identity operator on H.

Example 1.1.3. Let be a group, the left-regular representation (resp.

right-regular representation) is given by : U(2 ), (resp. :

U(2 )) which is defined by the formula ()(x x x ) = x x x (resp.

()(x x x ) = x x x 1 ).

Example 1.1.4. More generally, if a group acts on a set I then there is an as-

sociated unitary representation on 2 I defined by ()(xI x x ) = xI x x .

When < is a subgroup, then acts by left multiplication on the quotient

space / and the associated unitary representation is the quasi-regular rep-

resentation.

Suppose is a group and < is a subgroup. If : U(H) is a

unitary representation, then we obtain the reduced representation | of

by restricting to .

Given a complex Hilbert space H the adjoint Hilbert space H is the

Hilbert space which agrees with H as a set, has scalar multiplication given by

= and whose inner-product is given by h, iH = h, iH .

Given a unitary representation : U(H) we define the adjoint rep-

resentation : U(H) by setting () = (). Note that we have the

natural identification = .

If : O(H) is an orthogonal representation where H is a real Hilbert

space then we will use the convention H = H and = .

5

6 CHAPTER 1. REPRESENTATIONS OF GROUPS

is contained in if there is an isometry U : H K such that for all

we have that U () = ()U . If U can be chosen to be a unitary from H to K

then the representations are isomorphic and we will write

= .

Given a family of unitary representations : U(H ), with I, the

direct-sum representation is given by the map I : U(I H )

defined by

(I )() = I ( ()).

A unitary representation : U(H) is reducible if it contains a non-

trivial sub-representations, or equivalently, there exists a closed -invariant sub-

space K H such that K = 6 {0}, H. In this case it is easy to see that K is also

-invariant and the natural isomorphism from K K induces an equivalence

between the representations |K |K and . If a unitary representation has

no non-trivial invariant subspace we say that it is irreducible.

A vector H is a cyclic vector if the smallest -invariant subspace of H

which contains is H itself. Note that if is irreducible then every non-zero

vector is cyclic.

Lemma 1.1.5 (Schurs Lemma). Let : U(H), and : U(K)

be two irreducible unitary representations of a group , if T B(H, K) is -

invariant then either T = 0, or else T is a scalar multiple of a unitary. In

particular, B(H, K) has a non-zero -invariant operator if and only if and

are isomorphic.

Proof. Let and be as above and suppose T B(H, K) is -invariant. Thus,

T T B(H) is -invariant and hence any spectral projection of T T gives

a -invariant subspace. Since is irreducible it then follows that T T C.

If T T 6= 0 then my multiplying T by a scalar we may assume that T is an

isometry. Hence, T T B(K) is a non-zero -invariant projection, and since

is irreducible it follows that T T = T T = 1.

If I is finite, then the tensor product representation is given by the map

I : U(I H ) defined by

(I )() = I ( ()).

Lemma 1.1.6 (Fells Absorption Principle). Let : U(H) be a unitary

representation of a group , let 1H denote the trivial representation of on

H, and let : U(2 ) denote the left-regular representation. Then the

representations and 1H are isomorphic.

Proof. Consider the unitary U U(2 H) determined by U (x ) = x

(x), for all x , H. Then for all , x , and H we have that

U ( )()U (x ) = U ( )()(x (x))

= U (x ()(x))

= x ((x)1 )()(x) = ( 1H )()(x ).

1.1. DEFINITIONS AND CONSTRUCTIONS 7

K with respective orthonormal bases {i } H and {j } K we define the

space of Hilbert-Schmidt operators from H to K by

hence we see that this sum is independent of the orthonormal bases chosen.

Moreover, this shows that if A B(H0 , H), B B(K, K0 ), and S HS(H, K)

then BSA HS(H0 , K0 ) and

product given by

hS, T iHS = i,j hSi , j ihj , T i i,

which is well defined by the Cauchy-Schwarz inequality, and does not depend

on the bases by applying Persevals identity.

The inner-product defined above turns HS(H, K) into a Hilbert space. To

see this suppose Sn HS(H, K) is a sequence of Hilbert-Schmidt operators,

which is Cauchy in the Hilbert-Schmidt norm, then Sn is also Cauchy in the

operator norm and hence converges in the operator norm to an operator S :

H K.

For any finite dimensional subspace K0 K it is easy to see that

K0 K, dim(K0 )<

n

Suppose > 0 is given. Since S Sn is Cauchy in the Hilbert-Schmidt norm,

there exists some N > 0 such that for all n N we have that kSN Sn kHS <

/2. Take K0 K a finite dimensional subspace such that kPK 0

(S SN )kHS <

/2. Then for all n N we have

kS Sn kHS

0

S PK

0

SN kHS + kPK

0

SN PK

0

Sn kHS .

The first term above tends to zero while the others are each at most /2, hence

n

8 CHAPTER 1. REPRESENTATIONS OF GROUPS

Note that because this does not depend on the choice of bases, we have that

unitaries U U(H) and V U(K) define a unitary on HS(H, K) by the map

S 7 U SV .

Suppose now that is a group and : U(H), : U(K) are

two unitary representations. We then have a unitary representation of on

HS(H, K) given by T 7 ()T ( 1 ), for each .

Consider the linear map between KH and HS(H, K) which takes a vector

KH to the operator () determined by the formula

h(), i = h, i,

for all H and K.

Then is a unitary since if , HS(H, K) we have that

h(), ( )iHS = i,j h()i , j ihj , ( )i i

= i,j h, j i ihj i , i = h, i.

It is easy to see that this isomorphism in turn gives an isomorphism between

and the representation of on HS(H, K) described above.

Definition 1.2.1. Given a group , a function of positive type on is a

map : C such that for all u C we have

, (1 ) 0.

One way in which function of positive types appear is when we have a unitary

representation : U(K), together with a vector K. Then function

defined by:

() = h(), i, for all ,

describes a function of positive type on . Indeed, if u C then

, (1 ) = , h(1 ), i

= k ()k2 0.

Every function of positive type arrises in this way. Specifically, if : C

is a function of positive type then we may place a pseudo-inner product on C

by the formula:

h u , u i = , (1 ).

The positivity of this inner product is given by the fact that is of positive

type. After quotienting by the kernel and completion we obtain a Hilbert space

K. Moreover, there is a natural unitary representation of on K given by

(0 ) u = u0 .

1.3. COCYCLES 9

The fact that this is well defined and describes a unitary follows from the

fact that for all 0 , and u C we have

k u0 k2 = , ((0 )1 (0 ))

= , (1 ) = k u k2 .

One has to check that this action is well defined and preserves the inner

product structure, and then the cyclic vector = ue gives the formula above.

If we start with a unitary representation : U(H), with a non-zero

vector H, consider the function of positive type , and then consider

the representation . Then the map u 7 () defines an

isometry from K to H which is equivariant. If is a cyclic vector for then

this gives a natural isomorphism between and .

One can easily check that the correspondence described above satisfies the

following relationships:

=1 the trivial representation

= e the left regular representation on 2 , = e

= , < the quasi-regular representation on 2 (/), =

a character the one dimensional representation given by the character

addition direct sum

product tensor product

1.3 Cocycles

Definition 1.3.1. Suppose yX is an action of a group on a set X, and

is a group. A cocycle for the action into is a map : X such that

(1 2 , x) = (1 , 2 x)(2 , x),

if there is a map : X such that

(, x) = (x)(, x)(x)1 ,

cocycle which takes constant value e . A cocycle untwists if there is a

homomorphism : such that is cohomologous to the cocycle given by

(, x) 7 (), for all , and x X.

The set of all cocycles for the action yX with values in is denoted by

Z 1 (yX; ), the set of trivial cocycles is denoted by B 1 (yX; ), and the

set of equivalence classes of cohomologous cocycles is denoted by H 1 (yX; ).

Note that if is abelian then Z 1 (yX; ) is an abelian group under pointwise

multiplication, B 1 (yX; ) is a subgroup and H 1 (yX; ) is the quotient

group.

10 CHAPTER 1. REPRESENTATIONS OF GROUPS

, and if S is a generating set, then the cocycle relation implies that the

cocycle is completely determined by its values on the set S X X. In

particular, for the group Z, a cocycle : Z X for an action ZyX is

completely determined by the function x 7 (1, x). Moreover, any function

: X determines a cocycle such that (1, x) = (x).

For instance if T : X X is a bijection and ZyX by n x = T n (x), and if

: X R is a function, then the corresponding cocycle

n1

(n, x) = k=0 T k (x),

for n > 0. Hence, if we denote by Sn : X R the function given by

Sn (x) = (n, T n (x)),

1

then n Sn is the average of the functions T k for 1 k n.

Example 1.3.3. Suppose and are two groups and consider the space

[, ] = {f : | f (e) = e} .

We have an action of on this set by

( f )(x) = f (x)f ()1 .

Note that the fixed points of this action are precisely the set of homomor-

phisms from to .

We then have a cocycle for this action : [, ] given by

(, f ) = f ().

Note that this action preserves the subsets of injective, surjective, and bijec-

tive maps.

Exercise 1.3.4. Think about the previous example and verify all the claims.

Example 1.3.5. One natural way in which cocycles arise is if we have a set X

together with a pair of actions yX, and yX of groups , and .

If the action of is free (if 6= e then x 6= x for all x X), and if the

orbits of are contained in the orbits of (x x for each x X), then we

can define a cocycle : X by setting (, x) to be the unique element

in such that

x = (, x)x.

We can verify that is a cocycle since for each 1 , 2 and x X we have

(1 2 , x)x = 1 2 x

= (1 , 2 x)(1 x) = (1 , 2 x)(2 , x)x.

Since the action yX is free this then implies that

(1 2 , x) = (1 , 2 x)(2 , x).

1.3. COCYCLES 11

damental domain for the action is a subset D Y such that each orbit of

contains exactly one element in D, i.e., for all x Y we have |x D| = 1.

Note that if D Y is a fundamental domain for the action yY then we

have that the map from D to Y given by (, x) 7 x is sujective. Moreover,

if the action yY is free then the map is also injective and hence the space Y

decomposes as a disjoint union of orbits

Y = xD x.

We thus obtain a bijection between the fundamental domain D and the orbit

space \X given by x 7 x.

Example 1.3.7. Another way in which cocycles arise is if Y is a set and we have

a left action of on Y and a right action of such that the actions commute,

i.e., for each , , and x Y we have

(x) = (x).

Since the actions of and commute, the action of on Y passes to the

space of orbits Y /. If D Y is a fundamental domain for the action Y x

then as mentioned above the map from D to Y / given by x 7 x is a bijection.

We will denote by : Y / D the inverse map.

We then obtain a cocycle : (Y /) by assigning to each and

x Y / the value of (, x) to be the unique element in such that

(1 2 x)(1 2 , x) = 1 2 (x)

= 1 (2 x)(2 , x)

= (1 2 x)(1 , 2 x)(2 , x).

Since the action Y x is free this shows that is indeed a cocycle.

Suppose D Y is also a fundamental domain for the action Y x and

: (Y /) is the corresponding cocycle. If we let : Y / D be the

corresponding selection map for D , and we define : Y / so that for all

x Y / we have

(x) = (x)(x)1 ,

then its easy to see that for each and x Y / we have

12 CHAPTER 1. REPRESENTATIONS OF GROUPS

Example 1.3.8. A special case of the above example to keep in mind is when

is a group and < is a subgroup. Then y x is a pair of commuting

actions given by group multiplication. Thus, we obtain a cocycle (unique up to

cohomology) : (/) .

Exercise 1.3.9. Show that in Example 1.3.8 if the action x has a fun-

damental domain 0 which is a subgroup of , then we have that

is a normal subgroup and splits as a semidirect product = 0 . Also,

compute the corresponding cocycle for this fundamental domain.

Given an action yX of a group on a set X, a cocycle : X into

a group , and a unitary representation : U(K), we obtain an induced

representation Ind 2

: U( XK) by linearly extending the formula

Ind

()(x ) = x (((, x))).

and K we have

Ind

(1 2 )(x ) = 1 2 x (((1 2 , x)))

= Ind

(1 )(2 x (((2 , x)))

= Ind

(1 ) Ind (2 )(x ).

that (, x) = (x)(, x)(x)1 , for all , and x X, then we obtain a

unitary U U(2 XK), by linearly extending the formula

U (x ) = x ((x)1 ).

= U (x ((, x))((x)1 ))

= x ((x))((, x))((x)1 )

= Ind

()(x ).

are isomorphic.

and suppose : X is a cocycle. If : U(H) and : U(K)

are unitary representations such that

= then Ind

= Ind .

1.4. INDUCED REPRESENTATIONS 13

Then id W : 2 X H 2 X K, and it follows easily that

(id W ) Ind

() = Ind ()(id W ).

and let : U(H) be a unitary representation. Then we obtain cocycles

, : given by (, x) = , and (, x) = e.

By considering the function (x) = x we see that these cocycles are coho-

mologous, for every , x we have

between the representations = Ind and 1H = Ind .

: (/) associated to some fundamental domain for as is described

in Example 1.3.8. Hence if : U(H) is a unitary representation of then

we obtain the induced representation Ind : U(2 (/)H) as the

induced representation associated to the cocycle . Since the cohomology class

of does not depend on the fundamental domain, we have that the induced

representation is well defined up to unitary equivalence.

Observe that if 0 H, then we may consider the vector = 0

2

(/)H. We then have that the positive definite function : C is

given by

() if ;

() =

0 otherwise.

Also observe that if = 1H : U(H) is the trivial representation then

Ind = / 1H is a multiple of the quasi-regular representation correspond-

ing to .

Remark 1.4.3. Suppose Y is a set and we have commuting left and right

actions yY x of groups and such that the action of is free. If :

U(H) is a unitary representation, and : (Y /) is the cocycle coming

from a fundamental domain D for Y x as explained in Example 1.3.7, then

we obtain the induced representation Ind . Here we will explain an alternate

way to obtain this representation which makes no reference to a fundamental

domain.

Consider a function : X H which is -equivariant, i.e., (x1 ) =

()(x), for all x X, and . Because, is -equivariant we have that

the function x 7 k(x)k is constant on the -orbits. We may therefore consider

the well defined space

14 CHAPTER 1. REPRESENTATIONS OF GROUPS

Since this space consists of -equivariant functions, this becomes a Hilbert space

when it is endowed with the well defined inner-product

h, i = xY / h(x), (x)i.

that for all and x Y we have

tion 2 DH = 2 (D; H) extends uniquely to a -equivariant function

(Y ; H) by setting (x1 ) = ()(x) for each and x D.

2

2 (Y /)H 2 (Y ; H). If : (Y /) is the cocycle from Exam-

ple 1.3.7, then unwinding the definitions gives

W Ind

() = Ind ()W,

for all .

Lemma 1.4.4. Let be a group and < < subgroups. If : U(H)

is a unitary representation then

Ind

= Ind Ind

.

Proof. Using the equivalence in the previous remark, we may consider the map

W : L2 (; L2 (; H) ) L2 (; H) given by

(W f )() = (f ())(e).

(W f )( 1 ) = (f ( 1 ))(e) = (Ind

()f ())(e)

= (f ())( 1 )

= ()((f ())(e)) = ()((W f )()).

Also, if D is a set of coset representatives for , and E is a set of coset

representatives for then ED is a set of coset representatives for , hence

just as above we see that for all f L2 (; L2 (; H) ) we have

= E D k((W f )())()k2 = kf k2 .

Thus, W is a well defined isometry, which is easy to see is a unitary. An easy

calculation then shows that for all we have

().

1.4. INDUCED REPRESENTATIONS 15

: U(K) is a unitary representation of , then

Ind

= Ind (| ).

Proof. Consider the map W : HL2 (; K) L2 (; HK) such that for each

, H, and f L2 (; K) we have

(W ( f ))() = (( 1 )) f ().

Then, if we have

(W ( f ))( 1 ) = (()) f ( 1 )

= ( )()(W ( f )).

Hence, it follows easily that W is a well defined unitary operator. A routine

check then shows that

for all .

If , , and are groups, yX, and yY are actions, and : X ,

and : Y are cocycles then just as we induced representations above

we may induce the action yX to an action yX Y by the formula

the formula

(, (x, y)) = ((, x), y).

We can verify that this is indeed a cocycle since for all 1 , 2 , and (x, y)

X Y we have

= (1 , (2 x, (2 , x)y))(2 , (x, y))

= (1 , 2 (x, y))(2 , (x, y)).

Exercise 1.4.6. If we have an inclusion of groups < < and we consider

the cocycles < , < , and < as described in Example 1.3.8, then show

that by identifying the sets (/) (/) and / we obtain an identification

of < < and < .

In light of the previous exercise we then have that the following lemma is an

extension of Lemma 1.4.4.

16 CHAPTER 1. REPRESENTATIONS OF GROUPS

: X , and : Y be cocycles. If : U(H) is a unitary

representation, then

Ind

= Ind Ind .

then it is easy to see that V idH implements an equivalence between the

representations Ind Ind

and Ind .

and let : X be a cocycle, if i : U(Hi ), i I is a family of

unitary representations, then

Ind

(i i ) = iI Ind (i ).

Hi ) to 2 X (iI Hi ).

Definition 1.5.1. Let be a group, a unitary representation : U(H)

contains invariant vectors if there exists a non-zero vector H such that

() = for all . The representation contains almost invariant vectors

if for each F , and > 0, there exists H, such that

not contain invariant vectors. In general, if we denote by H0 H the subspace

of -invariant vectors, then we say the representation has spectral gap if

H0 6= H and the sub-representation |H 0

does not contain almost invariant

vectors.

tation. If there exists H and c > 0 such that (h(), i) > ckk2 for all

, then contains an invariant vector.

Proof. Let K be the closed convex hull of the orbit (). We therefore have

that K is -invariant and (h, i) ckk2 for every K. Let 0 K be the

unique element of minimal norm, then since acts isometrically we have that

for each , ()0 is the unique element of minimal norm for ()K = K,

and hence ()0 = 0 for each . Since 0 K we have that (h0 , i) 6= 0,

and hence 0 6= 0.

Corollary 1.5.3. Let be a group,

If there exists H and c < 2 such that k() k < ckk for all ,

then contains an invariant vector.

1.5. INVARIANT VECTORS 17

2(h(), i) = 2kk2 k() k2 (2 c2 )kk2 .

Hence, we may apply Proposition 1.5.2.

Lemma 1.5.4. Let be a group, and : U(H) a unitary representation.

Then contains almost invariant vectors if and only if n contains almost

invariant vector, where n 1 is any cardinal number.

Proof. If does not contain almost invariant vectors then there exists c > 0,

and S finite, such that for all H we have

ckk2 S k() k2 .

If I is a set |I| = n, and i H for i I, such that iI ki k2 < , then

ck iI i k2 = iI cki k2

iI S k()i i k2 = S k n ()(iI i ) iI i k2 .

Hence, n does not contain almost invariant vectors. The converse is trivial

since is contained in .

Proposition 1.5.5. Let be a group, and : U(H) a unitary represen-

tation. Then contains almost invariant vectors if and only if for any finite

1

symmetric set S the operator TS = |S| S () satisfies kTS k = 1.

Proof. If contains almost invariant vectors then the triangle inequality easily

implies that 1 is in the spectrum of TS , for each finite symmetric set S .

Conversely, if S is a finite symmetric set with e S and kTS k = 1, then

since TS is self-adjoint either 1 or 1 is contained in its spectrum, however since

e S it is easy to see that 1 6 (TS ), hence for any > 0 there exists H,

kk = 1 such that

|1 hTS , i| < 2 /2|S|.

We then have that for each S

k ()k2 = 2|1 h(), i|

2|S||1 hTS , i| < 2 .

Since, and S were arbitrary this shows that contains almost invariant vectors.

tion. The following are equivalent:

(1). The representation contains invariant vectors.

(2). The representation contains invariant vectors for some unitary

representation : U(K).

(3). The representation contains a finite dimensional sub-representation.

18 CHAPTER 1. REPRESENTATIONS OF GROUPS

To show (2) = (3) suppose : U(K) is a unitary representation such

that contains invariant vectors. Identifying HK with the space of Hilbert-

Schmidt operators HS(K, H) we then have that there exists T HS(K, H),

non-zero, such that ()T ( 1 ) = T , for all . Then T T B(H, H)

is positive, non-zero, compact, and ()T T ( 1 ) = T T , for all . By

taking the range of a non-trivial spectral projection of T T we then obtain a

finite dimensional invariant subspace of .

(3) = (1) follows because if L H is a finite dimensional invariant

subspace then ProjL is a finite rank projection such that () ProjL ( 1 ) =

ProjL , for all . By identifying HS(H, H) with HH, we then obtain a

non-zero invariant vector for .

1.6 Amenability

Much of the material of this section has been taken from Section 2.6 in the book

of Brown and Ozawa [BO08].

subsets Fi such that |Fi Fi |/|Fi | 0, for all .

increasing, however, if || = then it is easy to see that any Flner net {Fi }i

must satisfy |Fi | .

Exercise 1.6.2. Let be a group, show that if has a Flner net, then for

each finite set E , and > 0, there exists a finite set F such that

E F , F = F 1 , and |F F |/|F |, |F F |/|F | < .

probability measure on 2X , i.e., m : 2X [0, 1] such that m(X) = 1, and if

A1 , . . . , An X are disjoint then m(nj=1 An ) = nj=1 m(An ).

the case if m wereRa measure. We therefore obtain a state m ( X) by the

formula m (f ) = X f dm. Conversely, if ( X) is a state, then restricting

to characteristic functions defines a corresponding mean.

If yX is an action, then an invariant mean m on X is a mean such that

m(A) = m(A) for all A X. An approximately invariant mean is a net of

probability measures i Prob(X), such that k i i k1 0, for all .

is invariant under the action of left multiplication, or equivalently, if there is a

state on which is invariant under the action of left multiplication.

Amenable groups were first introduced by von Neumann [vN29]. The term

amenable was coined by M. M. Day.

1.6. AMENABILITY 19

(1). is amenable.

(2). has an approximate invariant mean under the action of left multipli-

cation.

(3). has a Flner net.

(4). The left regular representation : U(2 ) contains almost invariant

vectors.

1

(5). For any finite symmetric set S the operator TS = |S| S ()

satisfies kTS k = 1.

(6). There exists a state (B(2 )) such that (()T ) = (T ()) for

all , T B(2 ).

(7). The continuous action of on its Stone-Cech compactification which

is induced by left-multiplication admits an invariant Radon probability measure.

(8). Any continuous action yK on a compact Hausdorff space K admits

an invariant Radon probability measure.

Proof. We show (1) = (2) using the method of Day [Day57]. Since =

(1 ) , the unit ball in 1 is wk -dense in the unit ball of ( ) = (1 ) .

It follows that Prob() 1 is wk -dense in the state space of .

Let S , be finite and let K S 1 be the wk-closure of the set

{S ( ) | Prob()}. From the remarks above, since has a left

invariant state on , we have that 0 K. However, K is convex and so by

the Hahn-Banach Separation Theorem the wk-closure coincides with the norm

closure. Thus, for any > 0 there exists Prob() such that

S k k1 < .

a finite set, and denote by Er the characteristic function on the set (r, ). If

Prob() then we have

S k k1 = S x | (x) (x)|

Z

= S x |Er ( (x)) Er ((x))| dr

R0

Z

= S x |Er ( (x)) Er ((x))| dr

R0

Z

= S kEr ( ) Er ()k1 dr.

R0

20 CHAPTER 1. REPRESENTATIONS OF GROUPS

k1 < , and hence for this we have

Z Z

S kEr ( ) Er ()k1 dr < = kEr ()k1 dr.

R0 R0

particular r > 0 we must have

For (3) = (4) just notice that if Fi is a Flner net, then |Fi1|1/2 xFi x

2 is a net of almost invariant vectors.

(4) (5) follows from Proposition 1.5.5.

For (4) = (6) let i 2 be a net of almost invariant vectors for .

We define states i on B(2 ) by i (T ) = hT i , i i. By wk-compactness of the

state space, we may take a subnet and assume that this converges in the weak

topology to B(2 ) . We then have that for all T B(2 ) and ,

i

i

i

diagonal matrices, i.e., for a function f we have Mf (x x x ) =

x x f (x)x . Moreover, for f and we have ()Mf ( 1 ) =

Mf . Thus, if B(2 ) is a state which is invariant under the conjugation

by (), then restricting this state to gives a state on which is -

invariant.

For (1) = (7), the map : C() which takes a bounded function

on to its unique continuous extension on , is a C -algebra isomorphism,

which is -equivariant. Hence amenability of implies the existence of a -

invariant state on C(). The Riesz Representation Theorem then gives an

invariant probability measure on .

For (7) (8), suppose acts continuously on a compact Hausdorff space

K, and fix a point x0 K. Then the map f () = x0 on extends uniquely

to a continuous map f : K, moreover since f is -equivariant, so is f .

If is an invariant Radon probability measure for the action on then we

obtain the invariant Radon probability measure f on K. Since itself is

compact, the converse is trivial.

For (7) = (1), if there is a -invariant Radon probability measure on

, then we obtain an invariant mean m on my setting m(A) = (A).

Example 1.6.6. Any finite group is amenable, and any group which is locally

amenable (each finitely generated subgroup is amenable) is also amenable. The

1.6. AMENABILITY 21

for example). From this it follows easily that all finitely generated abelian groups

are amenable, and hence all abelian groups are.

It is also easy to see from the definition that subgroups of amenable groups

are amenable. A bit more difficult is to show that if 1 1 is

an exact sequence of groups then is amenable if and only if both and are

amenable. Thus all solvable groups, and even all nilpotent groups are amenable.

There are also finitely generated amenable groups which cannot be con-

structed from finite, and abelian groups using only the operations above [Gri84].

Example 1.6.7. Let F2 be the free group on two generators a, and b. Let A+

be the set of all elements in F2 whose leftmost entry in reduced form is a, let

A be the set of all elements in F2 whose leftmost entry in reduced form is a1 ,

let B + , and B be defined analogously, and consider C = {e, b, b2, . . .}. Then

we have that

F2 = A+ A (B + \ C) (B C)

= A+ aA

= b1 (B + \ C) (B C).

If m were a left-invariant mean on F2 then we would have

= m(A+ aA ) + m(b1 (B + \ C) (B C)) = 2m(F2 ).

Hence, F2 and also any group containing F2 is not-amenable. There are also

finitely generated nonamenable groups which do not contain F2 [Ols80], and even

finitely presented nonamenable groups which do not contain F2 [OS02].

Amenable groups allow for nice averaging properties, we give such an example

here.

Theorem 1.6.8. Let be an amenable group with Flner net Fi , and let

: U(H) be a unitary representation. Let P0 B(H) be the projection

onto the subspace of invariant vectors. Then for each H we have that

1

k 1 () P0 ()k 0.

|Fi | Fi

0.

Note that if , and H then () is orthogonal to the space of

invariant vectors. Indeed, if H is an invariant vector, then h (), i =

h, ( 1 )i = 0.

22 CHAPTER 1. REPRESENTATIONS OF GROUPS

() for H, . Then if L we have that 0 = h, ()i =

h ( 1 ), i for all , and H, thus () = 0, for all .

Therefore we have shown that L is precisely the space of invariant vectors.

Fix 0 , and H, then if = (0 ) we have that

1 1

k F 1 ()k = k 1 (() (0 ))k

|Fi | i |Fi | Fi

i

closure of the span to conclude that for all L we have

1

k 1 ()k 0.

|Fi | Fi

the Flner sequence Fn = {0, 1, . . . , n + 1}, the above theorem then gives

the following corollary.

then for each H we have that

1 n1

lim k k=0 (k)k = 0.

n n

generalization of Corollary 1.6.9 could be given in terms of cocycles. This per-

spective would then lead to Corollary 3.3 in [dCTV07] the proof of which is

quite similar to the proof of von Neumanns Ergodic Theorem given above.

Definition 1.7.1. Let be a group, a unitary representation : U(H) is

weak mixing if for each finite set F H, and > 0 there exists such

that

|h(), i| < ,

for all F .

The representation is (strong) mixing if || = , and for each finite set

F H, we have

lim |h(), i| = 0.

1.7. MIXING PROPERTIES 23

found in Proposition 1.5.2. Hence we see that mixing implies weak mixing, which

in turn implies ergodic. It is also easy to see that if : U(H) is mixing

(resp. weak mixing) then so is , and if is mixing then so is for any

representation . Well see below in Corollary 1.7.6 that weak mixing is also

stable under tensoring.

Exercise 1.7.2. Let be a group and < a subgroup. Show that the

quasi-regular representation of on 2 (/) is weak mixing if and only if it is

ergodic, if and only if [ : ] = . Show that it is mixing if and only if || =

and || < .

Exercise 1.7.3. Let yX be an action of a group on a set X, let be

a group and let : X be a cocycle. Suppose : U(H) is a

unitary representation. Find necessary and sufficient conditions for the induced

representation of Section 1.4 to be mixing.

weak mixing if and only if for each finite set F H, and > 0 there exists

such that

|h(), i| < ,

for all , F .

The representation is mixing if || = and for each finite set F H, we

have

lim |h(), i| = 0,

for all , F .

Proof. This follows from the polarization identity. For each , H, and

we have

1

h(), i = 3k=0 ik h()( + ik ), ( + ik )i.

4

sentation. Then is weak mixing if and only if contains no finite dimensional

sup-representations.

p with orthonormal basis F H, there exists such that |h(), i| <

space

1/ dim(L), for all , F . Hence, if F then k ProjL (())k < 1 = kk.

Thus, L is not an invariant subspace.

Conversely, If has no finite dimensional invariant subspaces, L H is a

finite dimensional subspace, and > 0, then there exists such that for all

L we have that

k ProjL (())k < .

24 CHAPTER 1. REPRESENTATIONS OF GROUPS

Indeed, if this is not the case then we would have that there exists c > 0 such

that

L,kk=1

operator T such that ()T ( 1 ) = T , for all . Proposition 1.5.6 would

then give a contradiction.

Thus, if F H is finite such that kk 1 for each F , then by considering

the finite dimensional subspace L spanned by F we have shown that there exists

such that for all , F we have

From the above proposition together with the equivalence between conditions

2) and 3) in Proposition 1.5.6 we obtain the following.

sentation. Then is weak mixing if and only if is weak mixing, if and

only if is weak mixing for all unitary representations .

unitary representation. If < is a finite index subgroup then | is also weak

mixing.

then by Proposition 1.7.5 there is a finite dimensional subspace L H which

is -invariant. We then have that D ()(L) H is finite dimensional and

-invariant. Hence, again by Proposition 1.7.5, is not weak mixing.

If H is a Hilbert space the strong operator topology on B(H) is such that

limi Ti = T if and only if limi k(Ti T )k = 0, for all H. The weak operator

topology on B(H) is such that limi Ti = T if and only if limi h(Ti T ), i = 0, for

all , H. The unitary group U(H) then becomes a topological group when

endowed with the strong operator topology. We also note that if Ui U(H)

is a net of unitaries such that Ui U U(H) in the weak operator topology,

then we also have that Ui U in the strong operator topology. Indeed, for any

H we have

compact if () U(H) is pre-compact in the strong operator topology.

1.7. MIXING PROPERTIES 25

Lemma 1.7.9. Let (X, d) be a compact metric space, then Isom(X, d) with the

topology of point-wise convergence is compact.

Proof. By Tychonoffs Theorem X X is compact, thus we need only to show

that Isom(X, d) X X is closed. Suppose g Isom(X, d), for all x, y X we

have that {f X X | d(f (x), f (y)) = d(x, y)} is closed and contains Isom(X, d),

hence g is isometric.

For each x X denote by dx the distance from x to g(X). Then we have

that for all m N, d(x, g m (x)) dx , hence for all n, m N, n < m we have

d(g n (x), g m (x)) = d(x, g mn (x)) dx . Since X is compact, it must be totally

bounded and hence we must have that dx = 0. Hence g is surjective and thus

Isom(X, d) is compact.

Lemma 1.7.10. Let : U(H) be a unitary representation of a group .

Then is compact if and only if for each H, the orbit () is pre-compact

in H.

Proof. If () is pre-compact in the strong operator topology and G = (),

then for each H we have that () = G is compact, being the continuous

image of the compact set G.

Conversely, suppose that each orbit () H is pre-compact. By Zorns

Lemma we can find a collection of vectors J H such that H = J sp().

We therefore have a strong operator topology continuous embedding of ()

into the compact space J Isom((), dH ) U(J sp()), hence ()

is pre-compact.

The following is part of the Peter-Weyl Theorem.

Theorem 1.7.11. Let G be a compact group, and let : G U(H) be a strong

operator topology continuous unitary representation. Then decomposes as a

direct sum of finite dimensional representations.

Proof. Let denote the Haar measure on G. Since every representation decom-

poses into a direct sum of cyclic representations we may assume that the rep-

resentation has a cyclic vector H. We then define an operator K B(H)

such that for all , H we have

Z

hK, i = h(g), ih, (g)i d(g).

G

First, note that from left invariance of the Haar measure we have that

(g)K(g 1 ) = K, for all g G. Also, if H, then we have

Z

hK, i = |h(g), i|2 d(g) 0.

G

Thus, K is positive.

Moreover, if hK, i = 0 then we have that h(g), i = h, (g 1 )i = 0,

for all g G. This then implies that = 0 since is a cyclic vector. Thus K is

strictly positive.

26 CHAPTER 1. REPRESENTATIONS OF GROUPS

Z

lim kKn k2 = lim h(g)n , ih, (g)Kn i d(g)

n n G

Z Z

= lim h(g)n , ih, (h)n ih(h)(g 1 ), i d(g) d(h) = 0.

n G G

We therefore have shown that K is a compact operator. Hence, H decom-

poses as a direct sum of the (finite dimensional) eigenspaces of K, each of which

is G-invariant.

Lemma 1.7.10 and Theorem 1.7.11 then give us a structural result for com-

pact representations.

Corollary 1.7.12. Let : U(H) be a representation of a group . Then

is compact if and only if decomposes as a direct sum of finite dimensional

representations.

Proposition 1.7.13. Let be a group and let : U(H) be a unitary

representation. Then there is a unique -invariant closed subspace K H such

that |K is compact and |K is weak mixing.

Proof. Let Z be the set of all orthonormal sets J H such that sp(()) is

finite dimensional for all J and sp(()) sp(()) for all , J ,

6= . If we order Z by inclusion then it is easy to see that the union of any

increasing chain in Z is again in Z.

If is not weakly mixing then by Proposition 1.7.5 we have that Z =

6 , hence

by Zorns Lemma there is a maximal element J Z. Let K = J sp(())

H, then |K = J |sp(()) is compact, and by maximality of J we have that

|K contains no finite dimensional sub-representation, and hence is weakly

mixing.

If K0 H is a finite dimensional -invariant subspace, then ProjK (K0 )

K is also a finite dimensional -invariant subspace. Since |K is weak mixing

it then follows that ProjK (K0 ) = {0} and hence K0 K. This then implies

uniqueness of the decomposition.

Proposition 1.7.14. Let be an amenable group with a Flner net Fi ,

and let : U(H) be a unitary representation. Then is weak mixing if

and only if for each , H we have

1 2

1 |h(), i| 0.

|Fi | Fi

Proof. If is not weak mixing, then there exists a finite set F H, and > 0

such that ,F |h(), i|2 > , for all . It then follows that

1 2

lim inf 1 ,F |h(), i| .

i |Fi | Fi

1.7. MIXING PROPERTIES 27

1 2 2

lim sup 1 |h(), i| /|F | > 0.

i |Fi | Fi

Conversely, if is weak mixing then by Propositions 1.5.6 and 1.7.5 we have

that is ergodic. Hence by von Neumanns Ergodic Theorem the operators

1

|Fi | Fi ( )() converge in the strong operator topology (and hence also

1

1 1

F 1 |h(), i|2 = 1 h( )()( ), i 0.

|Fi | i |Fi | Fi

Lemma 1.7.15 (Koopman, von Neumann 1932). Let X be a set, and let Fi

X, i I be a net of non-empty finite subsets of X. Suppose a X, then

1

xFi |a(x)| 0

|Fi |

if and only if

1

xFi |a(x)|2 0.

|Fi |

Proof. By the Cauchy-Schwarz inequality we have

1 1 1

xFi |a(x)| ( xFi |a(x)|2 )1/2 kak1/2

( xFi |a(x)|)1/2 .

|Fi | |Fi | |Fi |

let : U(H) be a unitary representation. Then is weak mixing if and

only if for each , H we have

1

1 |h(), i| 0.

|Fi | Fi

Specializing to representations of the integers we also have the following

spectral characterization of weak mixing.

Proposition 1.7.17. Let : Z U(H) be a unitary representation. Then

is weak mixing if and only if (1) has no eigenvalues.

Proof. If is weak mixing then by Proposition 1.7.5 there is no finite dimen-

sional subspace of H which is Z invariant. In particular, this shows that (1)

has no eigenvalues.

Conversely, suppose (1) has no eigenvalues. Then has no 1-dimensional

invariant subspaces. However, since any unitary matrix in Mn (C) has an eigen-

value, it then follows that has no finite dimensional invariant subspaces.

Hence, is weak mixing by Proposition 1.7.5.

28 CHAPTER 1. REPRESENTATIONS OF GROUPS

Definition 1.8.1. Let be a group, and : U(H), : U(K) two

unitary representations. The representation is weakly contained in the

representation (written ) if for each H, F finite, and > 0,

there exists 1 , . . . , n K such that

if and .

It follows easily from the definition that for any representation .

Also, it is easy to see that containment implies weak containment, and weak

containment is a partial order. We also have that if i , and i , i I are families

of representations such that i i for each i I, then iI i iI i .

Exercise 1.8.2. Show that if 1 , 2 , 1 , and 2 are unitary representations of

a group such that i i , for i {1, 2}, then 1 2 1 2 .

Example 1.8.3. If a representation : U(H) weakly contains the trivial

representation then for any finite symmetric set S and > 0 there exists

1 , . . . , n H such that

have |1 kk2 | < , and hence for each S we have

Conversely, if contains almost invariant vectors, then it is easy to see that

weakly contains the trivial representation.

The following lemma from [Fel63] is a useful tool for checking if one repre-

sentation is weakly contained in another.

Lemma 1.8.4. Let : U(H) and : U(K) be two unitary representa-

tions of a group . Let L H be a set such that sp()L = H. Then if

and only if for each L, F finite, and > 0, there exists 1 , . . . , n K

such that

|h(), i nj=1 h()j , j i| < ,

for all F .

Proof. Suppose L H is as above, and consider X H the set of vectors H

such that the positive definite function 7 h(), i can be approximated

arbitrarily well on finite sets by sums of positive definite functions associated to

. By hypothesis L X , and we need to show that X = H.

1.8. WEAK CONTAINMENT 29

we see that x x (x) X . In particular, X is -invariant.

It is also easy to see that X is a closed set. Moreover, if , X are such

that sp(()) sp(() ), then it is easy to see that + X .

In general, we then have that if , X then

+ = ( + Projsp(()) ( )) + ( Projsp(()) ( )) X .

L and hence X = H.

corresponding representation described in Section 1.2, then is generated by

a single vector. We therefore obtain the following corollary.

C is a function of positive type, and : U(H ) is the corresponding

representation. Then if and only if F finite, and > 0, there exists

1 , . . . , n K such that

for all F .

: X is a cocycle into a group . If : U(H), and : U(K)

are two representations such that , then show that Ind

Ind .

Conclude that if < is an amenable subgroup of a group then /

.

F in [BdlHV08].

a group , then is amenable if there exists a tate (B(H)) such that

(()T ) = (T ()) for all , T B(H).

amenable. We also have an analogue of Theorem 1.6.5 for amenable represen-

tations. The proof is similar, however we will not present it here.

group , then the following conditions are equivalent.

(1). is amenable.

30 CHAPTER 1. REPRESENTATIONS OF GROUPS

(2). There exists a net of trace class operators Ti B(H) such that kTi kTr =

1, and kTi () ()Ti kTr 0, for all .

(3). There exists a net of finite rank projections Pi B(H) such that

1

kPi kHS kPi ()

()Pi kHS 0, for all .

1

(5). For any finite symmetric set S the operator TS = |S| S ()

satisfies kTS k = 1.

Chapter 2

spaces

2.1 Examples

Definition 2.1.1. Let (X, B, ) be a -finite measure space, and let be a

countable group, an action yX such that 1 (B) = B, for all is mea-

sure preserving if for each measurable set A B we have ( 1 A) = (A).

Alternately, we will say that is an invariant measure for the action y(X, B).

Well say that preserves the measure class of , or alternately, is a quasi-

invariant measure, if for each , and A B we have that (A) = 0 if and

only if ( 1 A) = 0, i.e., for each , the push-forward measure defined

by (A) = ( 1 A) for all A B is absolutely continuous with respect to .

Aut(M(X, B)) of on the B-measurable functions by the formula (f ) =

f 1 .

If y(X, B, ) preserves the measure class of , then for each there

exists the Radon-Nikodym derivative dd : X [0, ), such that for each

measurable set A B we have

Z

d

( 1 A) = 1A d.

d

If 1 , 2 , and A B then we have

Z

d2

((1 2 )1 A) = 1 1 A d

1 d

Z Z

d2 d2 d1

= 1A 1 ( ) d1 = 1A 1 ( ) d.

d d d

31

32 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

d(1 2 ) d2 d1

= 1 ( ) .

d d d

d

Or, in other words, the map (, x) 7 d (x) R is a cocycle almost every-

where.

ing actions of a countable group on -finite measure spaces y(X, B, ), and

y(Y, A, ). The actions are isomorphic (or conjugate) if there exists an

isomorphism of measure spaces1 such that for all and almost every x X

we have

(x) = (x).

can be viewed as a measure preserving action on X with the counting measure.

Example 2.1.4. Consider the torus T with the Borel -algebra, and Lebesgue

measure, if a [0, 1) then we obtain a measure preserving transformation T :

T T by T (ei ) = ei(+2a) . This then induces a measure preserving action of

Z.

Example 2.1.5 (The odometer action). Consider the space {0, 1}, with the

uniform probability measure, and consider X = {0, 1}N with the product mea-

sure. We obtain a measure preserving transformation T : X X given by

adding one. That is to say that T applied to a sequence a1 a2 a3 will be

the sequence 000 01an+1 an+2 where an is the first position in which a 0

occurs in a1 a2 a3 . Then T induces a probability preserving action of Z on

{0, 1}N.

be a countable group, and consider X = X0 with the product measure. Then

we have a measure preserving action of on X by x = x 1 for each x X0 .

space, let yI be an action of a countable group on a non-empty countable

set I, and consider X = X0I with the product measure. Then just as in the case

of the Bernoulli shift we have a measure preserving action of on X given by

x = x 1 for each x X0 .

Exercise 2.1.8 (The bakers map). Let X = [0, 1] [0, 1] with Lebesgue

measure, consider the map T : X X defined by

(2x, y2 ), 0 x 12 ;

T (x, y) =

(2x 1, y+1

2 ),

1

2 < x 1.

1 A map : X Y is an isomorphism of measure spaces if is almost everywhere a

2.1. EXAMPLES 33

Then T and T 1 are both measure preserving and hence give a measure pre-

serving action of Z on X.

Show that the map : {0, 1}Z [0, 1] [0, 1] given by

the Bernoulli shift Zy{0, 1}Z and the bakers action Zy[0, 1] [0, 1].

countable group. Then any homomorphism from to G induces a Haar measure

preserving action of on G by left multiplication.

If G is compact, then we obtain a measure preserving action of on a

probability space.

a closed subgroup, and let < G be a countable subgroup. There always exists

a G-quasi-invariant measure on the homogeneous space G/H, (see for example

Section 2.6 in [Fol95]). Thus we always obtain a measure class preserving action

of on G/H.

A lattice in G is a discrete subgroup such that G/ has an invariant

probability measure. In this case we obtain a probability measure preserving

action of on G/.

phisms of A, then not only does preserve the Haar measure of A, but also

has a Haar measure preserving action of the dual group A given by x = x 1 .

As an example, we can consider the action of SLn Z on Zn given by matrix mul-

tiplication, this then induces a probability measure preserving action of SLn Z

on the dual group Tn .

group, and consider O() the set of all total orders of . By interpreting total

orders <t on with functions from to {0, 1} which take the value 1 at

(1 , 2 ) if and only if 1 <t 2 , we may consider O() as a subset of {0, 1},

and we consider the corresponding -algebra.

We have an action of on O() by requiring that x <t y if and only if

x <t y. We may place a probability measure on O() by requiring that for

each pairwise distinct x1 , x2 , . . . , xn we have

1

({<t O() | x1 <t x2 <t <t xn }) = .

n!

By Caratheodorys Extension Theorem, this extends to an invariant measure

for the action of . If yX is an action of on a countable set X, then we can

of course also consider the corresponding probability measure preserving action

of on O(X).

34 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

a countable amenable group and let Fn be a Flner sequence. Then each

set Fn gives rise to a probability measure n Prob() Prob(), given as

the uniform probability measure on Fn . Since the Stone-Cech compactification

is compact, the Arzela-Ascoli Theorem implies that the sequence n has a

cluster point Prob().

Since Fn is a Flner sequence we have that is an invariant probability

measure for the action of on . Moreover, if A then we have that

|A Fn | |A Fn |

lim inf (A) lim sup .

n |Fn | n |Fn |

kj=1 Aj= kj=1 Aj .

Since is not second countable L2 (, ) will not be separable in general.

However, since is countable, if A then we can consider the -invariant

sub--algebra generated by A , this then gives a separable Hilbert space.

Example 2.1.14. Similar to Furstenbergs Correspondence Principle, suppose

G is a locally compact group. The Baire -algebra Baire on G is the -algebra

generated by the G sets which are compact. Alexanderoff showed that there

is a Banach space isomorphism between Cb (G) and the space ba(G, Baire ) of

regular, bounded, finitely additive means m on Baire with norm given by total

valuation (see for example Theorem IV.6.2 in [DS88]).

Hence if m is a regular, finitely additive mean on the Baire -algebra of G

which is invariant under the action of G. Then m gives a state on Cb (G) =

C(G) which by the Riesz Representation Theorem gives a Radon probability

measure on G, hence, if is a countable group and we have a homomorphism

from to G then left multiplication induces a -probability measure preserving

action of on G.

Example 2.1.15 (Randomorphisms [Mon06]). Let and be two countable

groups and consider the action of on the space [, ] = {f | f (e) = e}

as described in Example 1.3.3. We consider with the Polish space structure

given by the product topology where is discrete, we then endow with the

Borel -algebra. A randomorphism from to is a -invariant probability

measure on on this -algebra. Note that homomorphism from to is

just a fixed point in , hence the Dirac measure at such a point gives a

random homomorphism.

If a random homomorphism is supported on the space of maps which are

injective then we say that is a randembedding. There is also of course the

corresponding notion of a random surjection, and a random bijection.

Notice that we can identify the space of bijections in [, ] with the space of

bijections in [, ] by the inverse map. Under this identification we then obtain

an action of on the space of bijections in [, ] given by

2.2. THE KOOPMAN REPRESENTATION 35

ing actions of a countable group on -finite measure spaces (X, B, ), and

(Y, A, ). Then we obtain a diagonal action y(X Y, B A, ) given by

(x, y) = (x, y).

If actions y(X, B, ), and y(Y, A, ) are measure preserving, then so is the

diagonal action.

Definition 2.2.1 ([Koo31]). Let y(X, B, ) be an action on a measure space

which preserves the measure class . The Koopman representation of

associated to this action is the unitary representation : U(L2 (X, ))

given by

d 1/2

(()f )(x) = f ( 1 x)( ) (x).

d

Note that for all 1 , 2 , and f L2 (X, ) we have

d(1 2 ) 1/2

(1 2 )f = 1 2 (f )( )

d

d2 1/2 d1 1/2

= 1 (2 (f )( ) )( ) = (1 )((2 )f ).

d d

Also, for all , and f L2 (X, ) we have

Z

d

k()f k22 = | (f )|2 d

d

Z

= | (f )|2 d = kf k22 .

If (X, B, ) is a finite measure space, and y(X, B, ) is measure preserving,

then 1 L2 (X, ) and ()(1) = 1 is an invariant vector. For this reason, in

this setting the Koopman representation usually denotes the restriction of the

above representation to the orthogonal complement

Z

L20 (X, ) = {f L2 (X, ) | f d = 0}.

serves the measure class . Show that the Koopman representation is isomor-

phic to its conjugate representation .

Exercise 2.2.3. Let y(X, B, ), and y(Y, A, ) be measure preserving ac-

tions of a countable group on probability spaces (X, B, ), and (Y, A, ). Show

that the Koopman representation XY for the product action decomposes as

XY = X Y (X Y ) where X and Y are the Koopman representa-

tions for y(X, B, ), and y(Y, A, ).

36 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

2.2.1 Ergodicity

Definition 2.2.4. Let y(X, B, ) be a measure class preserving action of a

countable group on a -finite measure space (X, B, ). The action y(X, B, )

is ergodic, if for any E B which is -invariant, we have that either (E) = 0

or (X \ E) = 0.

group on a probability space (X, B, ). The action y(X, B, ) is ergodic if

and only if the Koopman representation is ergodic.

which is non-zero if (E) 6= 0, 1. On the other hand, if L20 (X, ) is a non-

zero -invariant function then Et = {x X | |(x)| < t} is -invariant for all

t > 0, and we must have (Et ) 6= 0, 1 for some t > 0.

as follows.

able group on an infinite, -finite measure space (X, B, ). The following

conditions are equivalent.

(1). There exists a state (L (X, B, )) such that for all , and

f L (X, B, ) we have (()(f )) = (f ).

(2). For every > 0, and F finite, there exists Prob(X, B), such

that is absolutely continuous with respect to and

d d

k k1 < .

d d

(3). For every > 0, and F finite, there exists a measurable set A X

such that (A) < , and

variant vectors.

(5). The Koopman representation : U(L2 (X, B, )) is amenable.

Exercise 2.2.7. Adapt the proof of Theorem 1.6.5 to prove Theorem 2.2.6.

the conditions above are trivially satisfied, however, we still have the following,

non-trivial, adaptation.

2.2. THE KOOPMAN REPRESENTATION 37

group on a probability space (X, B, ). The following conditions are equivalent.

R

(1). There exists a state (L (X, B, )) , different than f 7 f d,

such that for all , and f L (X, B, ) we have (()(f )) = (f ).

(2). There exits A X measurable such that (A) < 1, and for every

> 0, and F finite, there exists Prob(X, B), such that is absolutely

continuous with respect to and

d d

(A) > 1 , and k k1 < .

d d

(3). For every > 0, and F finite, there exists a measurable set A X

such that (A) 1/2, and

variant vectors.

(5). The Koopman representation : U(L20 (X, B, )) is amenable.

on a probability space (X, B, ) such that none of the conditions of the previous

theorem hold, then we say that the action y(X, B, ) has spectral gap.

Definition 2.2.9. Let y(X, B, ) be a measure preserving action of a count-

able group on a probability space (X, B, ). A sequence En B of measurable

subsets is an asymptotically invariant sequence if (En En ) 0, for

all . Such a sequence is said to be non-trivial if lim inf n (En )(1

(En )) > 0. The action y(X, B, ) is strongly ergodic if there does not

exist a non-trivial asymptotically invariant sequence.

Note that if y(X, B, ) has a non-trivial invariant set E B, then the con-

stant sequence En = E is a non-trivial asymptotically invariant sequence, hence

strongly ergodic implies ergodic. Also, a non-trivial asymptotically invariant

sequence will show that condition (3) in Theorem 2.2.8 is satisfied, hence an

ergodic action with spectral gap must be strongly ergodic.

able group on a probability space (X, B, ). The action y(X, B, ) is weak

mixing, if || = , and for all E B finite, we have

38 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

countable group on a probability space (X, B, ). The following conditions

are equivalent:

(1). The action y(X, B, ) is weak mixing.

(2). The Koopman representation : U(L20 (X, B, )) is weak mixing.

(3). The diagonal action y(X X, B B, ) is ergodic.

(4). For any ergodic, measure preserving action y(Y, A, ) on a probability

space, the diagonal action y(X Y, B A, ) is ergodic.

(5). The diagonal action y(X X, B B, ) is weak mixing.

(6). For any weak mixing, measure preserving action y(Y, A, ) on a prob-

ability space, the diagonal action y(X Y, B A, ) is weak mixing.

Proof. For (1) (2), if E B is a finite set then we can consider the finite

set F = {E (E) | E E} L20 (X, B, ). For each we therefore have

If the Koopman representation is weak mixing then from this we see imme-

diately that the action is weak mixing. A similar calculation shows that if the

action is weak mixing and F L20 (X, B, ) is a finite set of simple functions,

then

lim inf ,F |h(), i| = 0.

Since simple functions are dense in L20 (X, B, ) this shows that the Koopman

representation is weak mixing.

The remaining equivalences then easily follow from Exercise 2.2.3, together

with the corresponding properties of weak mixing for unitary representations in

Sections 1.5 and 1.7.

Corollary 1.7.7 then shows that weak mixing is preserved under taking finite

index.

tion of a countable group on a probability space (X, B, ). If < is a finite

index subgroup, then the restriction of the action of to is also weak mixing.

Corollary 1.7.16 gives the following result for weak mixing actions of amenable

groups.

2.2. THE KOOPMAN REPRESENTATION 39

able amenable group on a probability space (X, B, ). Let Fn , be a Flner

sequence for . The action y(X, B, ) is weak mixing if and only if for all

A, B B, we have

1

Fn |(A B) (A)(B)| 0.

|Fn |

able group on a probability space (X, B, ). The action y(X, B, ) is

(strong) mixing, if || = , and for any A, B X measurable we have

The same proof as in Proposition 2.2.11 yields the following proposition for

mixing actions.

countable group on a probability space (X, B, ). The action y(X, B, )

is mixing if and only if the Koopman representation is mixing.

Definition 2.2.16. Let (X, B, ) be a probability space. We denote by Aut(X, B, )

the group of automorphisms of (X, B, ), where we identify two automorphisms

if they agree almost everywhere. The weak topology on Aut(X, B, ) is the

smallest topology such that the maps T 7 (T (A)B) are continuous for all

A, B B.

Exercise 2.2.17. Show that the weak topology endows Aut(X, B, ) with a

topological group structure.

before, i.e., : Aut(X, B, ) U(L20 (X, B, )) is defined by (T )(f ) = f

T 1 . Show that the image of is closed and that is homeomorphism from

Aut(X, B, ) with the the weak topology onto (Aut(X, B, )) U(L20 (X, B, ))

with the strong operator topology.

able group on a probability space (X, B, ). The action y(X, B, ) is com-

pact if the image of in Aut(X, B, ) is precompact in the weak topology.

countable group on a probability space (X, B, ). Then y(X, B, ) is compact

if and only if the Koopman representation : U(L20 (X, B, )) is compact.

40 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

able group on a probability space (X, B, ). A function f L2 (X, B, ) is

almost periodic if the orbit { (f ) | } is pre-compact in the k k2 -

topology.

crete group on a standard probability space (X, B, ). Let A B be the

-algebra generated by all almost periodic functions in L2 (X, B, ). Then A

is -invariant, and f L2 (X, B, ) is almost periodic if and only if f is A

measurable.

the set AP (L2 (X, B, )) of all almost periodic functions. Note that it is obvious

that AP (L2 (X, B, )) is -invariant, contains the scalars, and is closed under

scalar multiplication.

Since addition is continuous with respect to k k2 , if f, g AP (L2 (X, B, ))

we have that Sf + Sg is compact being the continuous image of the compact

set Sf Sg . We therefore have that Sf +g Sf + Sg is precompact, hence

AP (L2 (X, B, )) is closed under addition. Similarly, if f, g AP (L2 (X, B, ))

then we have that

If fn AP (L2 (X, B, )) and f L2 (X, B, ) such that kfn f k2 0, then

fix > 0, and take n N such that kfn f k2 < /2. Since fn is almost periodic

we have that Sfn is totally bounded, hence there exists a finite set L2 (X, B, )

such that inf hF k (fn ) hk2 < /2 for all . By the triangle inequality

we then have inf hF k (f ) hk2 < . This shows that Sf is totally bounded

and hence f AP (L2 (X, B, )).

The operations above then generate all A-measurable functions and so we

obtain the result.

crete group on a standard probability space (X, B, ). Suppose A B is a

-invariant -algebra, then we say that the action y(X, A, ) is a factor of

the action y(X, B, ).

representation of the Koopman representation of y(X, B, ). Hence, Proposi-

tion 2.2.11 together with Proposition 2.2.22 gives the following.

crete group on a standard probability space (X, B, ). Then there exists a

unique maximal factor y(X, A, ) which is compact. Moreover, y(X, B, )

is weak mixing if and only if A is trivial, i.e., when A consists only of null or

co-null sets.

2.3. A REMARK ABOUT MEASURE SPACES 41

So far we have been considering actions of a countable group on a general

probability space (X, B, ). For most aspects of ergodic theory this is the proper

setting. However, occasionally this level of generality can be problematic. For

example, consider the action of Z by rotation on the circle T. We can consider

T equipped with either the Borel -algebra, or the Lebesgue -algebra. If we

are not concerned with sets of measure 0, then both of these systems contain

the same information, however the identity map from the Borel -algebra to the

Lebesgue -algebra is not measurable, and these two systems are not isomorphic

under our notion of isomorphism.

For another example, consider the case when y(X, B, ) and y(Y, A, )

are measure preserving actions. Then the diagonal action y(XY, BA, )

has the factor y(X Y, B {Y, }, ), which we would like to identify with

the action y(X, B, ). However, a problem arises because the projection map

from X Y to X is not almost everywhere 1-1 and hence is not an isomorphism

of actions.

One way to overcome this problem is to restrict ourselves to only consider

actions on nice measure spaces. Specifically, one considers the class of stan-

dard probability spaces. A standard probability space (X, B, ) is a proba-

bility space such that the underlying -algebra space (X, B) is isomorphic (as

-algebra spaces) to a Polish2 topological space with its Borel -algebra. In

this setting we do not allow actions on T with the Lebesgue measure, or actions

on the space (X Y, B {Y, }, ) since these are not standard probability

spaces, and so the problems above do not arise.

An alternate approach, which we will take here, is to continue to allow gen-

eral probability spaces, but instead generalize our notion of equivalence so that

the spaces above are equivalent under this more general notion. Thus, from now

on we will say that two probability spaces (X, B, ) and (Y, A, ) are isomor-

phic if there is an integral preserving unital -isomorphism from L (Y, A, ) to

L (X, B, ). We will also say that two measure preserving actions y(X, B, )

and y(Y, A, ) are isomorphic (or conjugate) if there exists a -isomorphism

from L (Y, A, ) to L (X, B, ) such that = for all . Note

that if : X Y is a bijection such that and 1 is measure preserving such

that = for all , then : L (Y, A, ) L (X, B, ) given by

(f ) = f 1 implements an isomorphism between the two actions.

We also have a process (essentially the GNS-construction) which takes us

from a general action on a separable measure space to an isomorphic action on

a standard Borel space.

Proposition 2.3.1. Let A be a unital -algebra with a state3 such that for

all a A there exists K > 0 such that (a abb ) K(bb ) for all b A. Let

2 A topological space is Polish if it is separable and has a complete metric which induces

the topology

3 A state on a unital -algebra is a linear map : A C such that (1) = 1, and (a a) 0

for all a A.

42 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

unital -homomorphisms such that ( (a)) = (a) for all a A, and .

Then there exists a compact Hausdorff space X, a continuous action yX,

a -invariant Radon probability measure on X, and a unital R-homomorphism

: A L (X, ) such that = for all , and (a) d = (a),

for all a A.

Moreover, if A is countable generated as an algebra, then X is separable (and

hence a Polish space).

Proof. We endow A with the inner-product ha, bi = (b a), by quotienting out

by the kernel of this inner-product and then taking the completion, we obtain

a Hilbert space L2 (A, ). Given a A we denote by a the equivalence class of

a in L2 (A, ). If a, b A, then we may consider a acting on L2 (A, ) by left

multiplication. The formula

b 2 = (a abb ) Kkbk2

kabk

shows that left multiplication is well defined and bounded, we therefore obtain

a -homomorphism 0 : A B(L2 (A, )).

We denote by C (A) the abelian C -algebra generated by 0 (A) in B(L2 (A, )),

and we denote by X the Gelfand spectrum of C (A). By Gelfands Theorem

we have that X is a compact Hausdorff space and we obtain a -isomorphism

from C (A) to C(X). We therefore obtain a -homomorphism : A C(X)

by applying the Gelfand transform to the image 0 (A).

On C(X) = C (A) we may consider the state given by (x) = hx1, 1i . By

the Riesz Representation Theorem

R the state corresponds to a Radon measure

on X such that (x) = x d for all x C(X). We therefore have that for

all a A Z

(a) d = ((a))

Since : Aut(A) preserves the state , we have that for all , and

a, b A

k\ 2 \ 2

(a)bk = ( (a a)bb ) = (a a 1 (bb )) = ka 1 (b)k .

defined and preserves the operator norm, hence extends to a map (which we

still denote by ) from to Aut(C (A)). The Gelfand transform then gives a

continuous action of on X, such that (x) = x 1 for all x C(X).

An easy calculation then shows that = for all , and we

have that for all , and x C(X)

Z Z Z

x d = x 1 d = ( (x)) = (x) = x d.

Hence is -invariant.

Finally, if A is countably generated as an algebra then C (A) is a separable

C -algebra and hence the Gelfand spectrum X is separable.

2.4. GAUSSIAN ACTIONS 43

countable group on a probability space (X, B, ) such that L2 (X, B, ) is sep-

arable. Then the action y(X, B, ) is isomorphic to a measure preserving

action of on a standard probability space (Y, A, ).

Proof. Since L2 (X, B, ) is separable there exists a countably generated -subalgebra

A L (X, B, ) L2 (X, B, ) which is dense in L2 (X, B, ). Since is count-

able we may also assume that A is -invariant. By Proposition 2.3.1 there exists

a measure preserving action of on a standard probability space (Y, A, ) and

homomorphism : A L (Y, A, ) which is -equivariant and preserves the

integrals.

Since preserves the integrals we may extend it to a unitary U : L2 (X, B, )

2

L (Y, A, ) which also preserves the integrals, and is again -equivariant. The

map f 7 U f U then gives a -isomorphism between L (Y, A, ) and L (X, B, )

which preserves the integrals and is again -equivariant.

Let : O(H) be an orthogonal representation of a countable group . The

aim of this section, which is taken from [PS], is to describe the construction of

a measure-preserving action of on a non-atomic standard probability space

(X, ) such that H is realized as a subspace of L2R (X, ) and is contained in

the Koopman representation yL20 (X, ). The action y(X, ) is referred to

as the Gaussian action associated to .

Given a Hilbert space H, the n-symmetric tensor Hn is the subspace of

n

H fixed by the action of the symmetric group Sn by permuting the indices.

. , n H, we define their symmetric tensor product 1 n Hn

For 1 , . .P

1

to be n! Sn (1) (n) . Denote

M

S(H) = (R Hn ) R C,

n=1

For H let x be the symmetric creation operator,

x () = , x (1 k ) = 1 k ,

k

X

x () = 0, x (1 k ) = hi , i1 bi k .

i=1

Let

1

(x + x ),

s() =

2

and note that it is an unbounded, self-adjoint operator on S(H).

44 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

The moment generating function M (t) for the Gaussian distribution is de-

fined to be

Z

1

M (t) = exp(tx) exp(x2 /2)dx = exp(t2 /2).

2

(2k)!

hs()n , i = M (n) (0) = ,

2k k!

if n = 2k and 0 if n is odd. Hence, s() may be regarded as a Gaussian random

variable. Note that if , H then s() and s() commute, moreover, if ,

then

hs()m s()n , i = hs()m , ihs()n , i,

for all m, n N; thus, s() and s() are independent random variables.

From now on we will use the convention 1 2 k to denote the symmetric

tensor 1 2 k . Let be a basis for H and

sp(S()). Also, since s() = , H sp(S()). Now as s(1 ) s(k ) =

P (1 , . . . , k ) is a polynomial in 1 , . . . , k of degree k with top term 1 k ,

the result follows by induction on k.

Denote by A the von Neumann algebra generated by all such u(1 , . . . , k ), which

is the same as the von Neumann algebra generated by the spectral projections

of the unbounded operators s(1 ) s(k ).

-subalgebra of B(S(H)) with faithful state = h , i.

Theorem

u(1 , . . . , k )t 1

lim = s(1 ) s(k );

t0 it

hence, A is dense in S(H). This implies that A is maximal abelian in B(S(H)).

U(S(H)) given by

M

S

T 7 T = 1 T n .

n=1

2.5. ERGODIC THEOREMS 45

be identified on the unitaries u(1 , . . . , k ) by

tion : Aut(A, ) given by (u(1 , . . . , k )) = u( (1 ), . . . , (k )) =

Ad(S )(u(1 , . . . , k )). Applying Proposition 2.3.1 we then obtain a measure

preserving probability space (X, B, ) and an action of on this space so that

we can identify A with L (X, ) in a state preserving -equivariant manor.

The action of on (X, B, ) is the Gaussian action associated to .

We have an explicit description of the Koopman representation of y(X, B, )

given by S () = (())S 1. Hence, we have that ergodic properties which

remain stable with respect to tensor products transfer from to .

Proposition 2.4.3. Let : O(H) be an orthogonal representation of a

countable group . Then the Gaussian action y(X, B, ) is ergodic, if and

only if it is weak mixing, if and only if is weak mixing.

Proof. If is not weak mixing, then there exists H2 such that for all

, 2 ()() = . Viewing as a Hilbert-Schmidt operator on H, let

|| = ( )1/2 . Since the map 7 is the same as taking the adjoint

of the corresponding Hilbert-Schmidt operator, we have that || H2 and

2 ()(||) = ||. Since 2 embeds into the Koopman representation of the

Gaussian action, it follows from Lemma 2.2.5 that y(X, B, ) is not ergodic.

Conversely, if y(X, B, ) is not ergodic then neitherLis thenKoopman rep-

S S

resentation

L . But is a sub-representation of n=1 = (1

n

n=1 ). Hence if S has non-trivial invariant vectors then is not weak

mixing by Proposition 1.5.6.

Using the Koopman representation, von Neumanns Ergodic Theorem for Hilbert

spaces can be rephrased for actions.

Theorem 2.5.1 (Von Neumanns Ergodic Theorem [vN32]). Let y(X, ) be

a measure preserving action of a countable amenable group on a probability

space (X, B, ). Let EI B(L2 (X, B, )) be the projection onto the subspace

of -invariant functions. Let Fn be a Flner sequence, then for each f

L2 (X, B, ) we have that

1

k 1 (f ) EI (f )k2 0.

|Fn | Fn

To state Birkoffs Ergodic Theorem we first need to discuss conditional ex-

pectations. Note that if (X, B, ) is a probability space, then we may consider

a function f L (X, B, ) as a bounded operator on L2 (X, B, ) by multipli-

cation, i.e., g 7 f g. To avoid confusion in the next lemmas, when we consider

46 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

use the notation f , however, when we consider f as a bounded operator we will

denote this operator by Mf .

Lemma 2.5.2. Let (X, B, ) be a probability space, then L (X, B, ) B(L2 (X, B, ))

is a maximal abelian self-adjoint subalgebra.

show that there exists some f L2 (X, B, ) such that T (g) = f g for all g

L2 (X, B, ).

Let f = T (1) L2 (X, B, ), if g L (X, B, ) L2 (X, B, ) then we have

have

kft k = sup kft gk2

gL2 (X,B,),kgk2 =1

gL2 (X,B,),kgk2 =1

gL2 (X,B,),kgk2 =1

since L (X, B, ) L2 (X, B, ) is dense, we have that T (g) = f g for all g

L2 (X, B, ).

onal projection onto L2 (X, A, ). Note that if g L (X, A, ) then we can

think of Mg as a bounded operator on L2 (X, A, ) or on L2 (X, B, ), and since

the product of two A-measurable functions is again A-measurable it follows that

Mg EA = EA Mg .

=

Mf0 . It also follows from the proof of Lemma 2.5.2 that actually f0 = EA (f )

and so we see that EA (L (X, B, )) L (X, A, ), and kEA (f )k kf k

for all f L (X, B, ).

The map EA : L (X, B, ) L (X, A, ) is called the conditional ex-

pectation with respect to A.

subalgebra, then the conditional expectation EA : L (X, B, ) L (X, A, )

satisfies the following properties:

2.5. ERGODIC THEOREMS 47

R R

(1). EA preserves the integral, i.e., EA (f ) d = f d, for all f

L (X, B, ).

(2). EA preserves positivity and for each f L (X, B, ) we have |EA (f )|

EA (|f |).

(3). EA is L (X, A, )-bimodular, i.e., if f L (X, B, ) and g L (X, A, )

then EA (f g) = EA (f )g.

(4). EA extends continuously to a contraction on Lp (X, B, ) for all 1

p .

Z Z

EA (f ) d = hEA (f ), 1iL2 (X,B,) = hf, EA (1)iL2 (X,B,) = f d.

and

Hence EA (|f |) 0, and |EA (f )|2 EA (|f |)2 .

(3) follows because as noted above the product of two A-measurable func-

tions is again A-measurable.

Finally, we have (4) because if 1 p < , then for every f Lp (X, B, )

and g L (X, A, ) we have

Z Z Z

EA (f )g d = EA (f g) d = f g d,

1 1

hence if 1 < q such that p + q = 1 then

Z

kEA (f )kp = sup | EA (f )g d|

gL (X,A,),kgkq 1

Z

sup | f g d| = kf kp .

gL (X,B,),kgkq 1

for any 1 p we will use the same notation EA for any of these extensions.

48 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

invariant, then show that

(EA (f )) = EA ( (f )),

measure preserving action of Z on a probability space (X, B, ). Let I B

denote the -subalgebra of -invariant sets. Then for each f L1 (X, B, ) we

have k k1 , and almost everywhere convergence

1 N 1

n (f ) EI (f ).

N n=0

We will model the proof of this theorem by the proof of von Neumanns

Ergodic Theorem (this is the approach taken in [PY98], that is to say we will

prove the theorem for functions of the form g n (g) which are easier to handle,

and we will also show that we can approximate an arbitrary function f with

EI (f ) = 0 by some linear combination of functions of the above type.

probability space (X, B, ). Let I B denote the -subalgebra of -invariant

sets. Then for each > 0, and f L1 (X, B, ) with EI (f ) = 0, there exists

g L (X, B, ) such that kf (1 (g) g)k1 < .

R of the subspace {1 (g) g | g L (X, B, )}.

If h L (X, B, ) such that (1 (g) g)h d = 0 for all g L (X, B, ) then

we have Z Z

1 (g)(h 1 (h)) d = (1 (g) g)h d = 0.

Thus 1 (h) = h and hence n (h) = h for all n Z. We therefore have that

h L (X, I, ) and hence

Z Z Z

f h d = EI (f h) d = EI (f )h d = 0.

that f B.

1 N 1

E (f ) = {x X | lim sup | n (f )(x)| }.

N N n=0

Lemma 2.5.7.R Using the notation above, for each f L1 (X, B, ) we have

(E2 (f )) 1 |f | d.

2.5. ERGODIC THEOREMS 49

1 N 1

EM (f ) = {x X | sup n (f )(x) }.

1N M N n=0

We will first show that if P > M then we have the inequality

P 1 P M1

n=0 n (f )(x) n=0 n (1EM (f ) )(x).

Indeed, if x X, then we may consider the first 0 n0 P M such that

x T n0 (EM (f )), we then have that there exists some n0 +1 N0 n0 +M 1,

such that N n=n0 n (f )(x) (N0 n0 ). Hence, we have that

0

P 1 P 1

n=0 n (f )(x) n0 (f ) + n=N (f )(x)

0 n

= (nn=0

0 1 P 1

n (1EM (f ) )(x)) + n0 (f )(x) + n=N (f )(x)

0 n

(N 0 1 P 1

n=0 n (1EM (f ) )(x)) + n=N0 n (f )(x).

and the corresponding n1 + 1 N1 n1 + M 1, the same argument then gives

P 1

n=0 n (f )(x) (N 1 1 P 1

n=0 n (1EM (f ) )(x)) + n=N1 n (f ).

P 1 P M1

n=0 n (f )(x) n=0 n (1EM (f ) )(x),

for all x X, and P > M .

Integrating this inequality we obtain

Z Z

P 1

P f d = n=0 n (f )(x) d

Z

P M1

n=0 n (1EM (f ) )(x) d = (P M )(EM (f )).

Z

f d (EM (f )).

for all M 1.

Since EM (f ) are increasing as M increases, and since E (f ) M

M=1 E (f ),

we have that Z

f d (E (f )).

and f+ f = 0. We then have

Z

|f | d ((E (f+ )) + (E (f ))) (E2 (f )).

50 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

that by subtracting EI (f ) we may assume that EI (f ) = 0.

Let , > 0, and consider E (f ) as defined above. By Lemma 2.5.6 there

exists g L (X, B, ) such that kf (1 (g) g)k1 < /4 < . For each x X

we have that

1 N 1 1

lim sup |n=0 n (1 (g) g)(x)| lim sup |(N (g) g)(x)|

N N N N

2kgk

lim sup = 0.

N N

Hence E/2 (1 (g) g) = .

By Lemma 2.5.7 we therefore have that

4

kf (1 (g) g)k1 < ,

and also

1 N 1

lim sup k n (f )k1

N N n=1

1 N 1

lim sup k (1 (g) g)k1 + kf (1 (g) g)k1 < .

N N n=1

1 N 1

Since and are arbitrary this shows that N n=1 n (f ) 0 almost every-

where and in k k1 .

Theorem 2.6.1 (Poincares Recurrence Theorem [Poi90]). Let ZyT (X, B, )

be a measure preserving action on a probability space (X, B, ). If A X is

measurable, such that (A) > 0 then for almost every point x A, the orbit Zx

returns to A infinitely often.

Proof. Let F A be the set of points x such that T n (x) 6 A, for all n >

0. Then F = A \ (nN T n (A)) is measurable and if m > n then we have

T m (F ) T n (F ) = . Indeed, if T m (x) F A then by the definition of F

we have that T n (x) = T mn (T m (x)) 6 A. We therefore have that for any

N N

1 1 1

(F ) = N m

n=1 (T (F )) = (N m

n=1 T (F )) .

N N N

Hence (F ) = 0 and the theorem follows easily.

and A X is measurable, such that (A) > 0, then for each x A we let

nA (x) N {} be the smallest natural number such that T nA (x) (x) A. It

2.6. RECURRENCE THEOREMS 51

is almost everywhere finite.

For n N we let An A be the set of points x A such that T n (x) A

but T k (x) 6 A for all 0 < k < n, so that nA = nN n1An . If 0 k1 < n1 < ,

and 0 k2 < n2 < , then we have that T k1 (An1 ) T k2 (An2 ) = unless

n1 = n2 and k1 = k2 . Indeed, if k1 < k2 and x T k1 (An1 ) T k2 (An2 ),

then T k2 (x) An2 and T k2 k1 (T k2 (x)) = T k1 (x) An1 A, hence k2

k2 k1 n2 > k2 which cannot happen. On the other hand, if k1 = k2 , and

n1 6= n2 then T k1 (An1 ) T k2 (An2 ) = T k1 (An1 An2 ) = T k1 () = .

There is a nice picture to go along with this disjoint decomposition known as

the Kakutani tower, however I am not TEX savvy enough to draw it, so instead

I will refer to page 45 in [Pet83].

Theorem 2.6.2 ([Kac47]). Let ZyT (X, B, ) be a measure preserving action

on a probability space (X, B, ). If A X is measurable, such that (A) > 0,

then Z

nA d 1,

A

with equality when the action is ergodic.

Proof. Using the notation above, we have that

Z

nA d = nN n(An )

A

n1 k

T (An )) 1.

n1 k

The set nN k=0 T (An ) is a Z-invariant set which contains A, hence if

the action is ergodic then we have

Z

n1 k

nA d = (nN k=0 T (An )) = 1.

A

action on a probability space (X, B, ). Then for any N N, and > 0, there

exists A X measurable, such that A, T (A), . . . , T N 1 (A) are pairwise disjoint,

and (N 1 j N

j=0 T (A)) > 1 , and (AT (A)) < .

hence we will assume that it is diffuse. Given B X with (B) > 0 then we can

consider the Kakutani tower {T k (Bn )}nN,0k<n associated to B. If we then

consider A = nN 0k<n/N T kN (Bn ) then we have that A, T (A), . . . , T N 1(A)

are pairwise disjoint. Since the action is ergodic, we also have that

(N 1 j k

j=0 T (A)) 1 (nN max{nN,0}k<n T (Bn ))

1 N nN (Bn ) = 1 N (B),

52 CHAPTER 2. GROUP ACTIONS ON MEASURE SPACES

and

(AT N (A)) 2nN (Bn ) 2(B).

Hence, if we choose B X measurable, such that 0 < (B) < /N (which is

possible since (X, B, ) is diffuse), then we obtain a set A which satisfies the

desired properties.

Theorem 2.6.4 ([Khi35]). Let y(X, ) be a measure preserving action of

a countable amenable group on a probability space (X, B, ). Suppose f

L2 (X, ), f > 0. Then for each > 0, there exists F finite such that for

all 0 we have that

Z

0 F { | (f )f d kf k21 } 6= .

Theorem there exists n N, such that

1

k 1 (f ) EI (f )k2 < /(1 + kf k2 ).

|Fn | Fn

1 1

|h 1 (f ) EI (f ), f i| = |h 1 (f ) EI (f ), 1 (f )i|

|Fn | 0 Fn |Fn | Fn 0

1

k 1 (f ) EI (f )k2 kf k2 < .

|Fn | Fn

Hence,

1

h 1 (f ), f i hEI (f ), f i

|Fn | 0 Fn

= kEI (f )k2 |hEI (f ), 1i|2 = kf k21 .

ability space (X, B, ), then for each A X measurable, (A) > 0, and > 0,

there exists K N such that for all j N we have

6 .

{1, 2, . . . , n} for Z, and the function f = E .

Chapter 3

Uniform multiple

recurrence

sure preserving action on a probability space (X, B, ) and A X is a measur-

able subset such that (A) > 0, then for each k 1 there exists n 1 such

that

(A T n (A) T kn (A)) > 0.

This was then generalized by Furstenberg and Katznelson [FK78] where it is

shown that if k N, and ZyT (X, B, ) is a measure preserving action on a

probability space (X, B, ), then for each measurable set A X, such that

(A) > 0, we actually have uniform multiple recurrence

1 N 1

lim inf (T n (A) T 2n (A) T kn (A)) > 0.

N N n=0

A further generalization of these theorems which is conjectured by Bergelson

is the following.

j

Flner sequence Fn . Suppose k N and y (X, B, ) are measure

preserving actions of on a probability space (X, B, ), for 0 j < k. Assume

moreover that the actions pairwise commute, i.e., i j = j i , for all

i 6= j, and , . Then for each measurable subset A X with (A) > 0 we

have

1 0 0 1 0 k1

lim inf 1 ( (A) (A) (A)) > 0.

n |Fn | Fn

The purpose of the next two sections is to establish this conjecture in the

extreme cases when either all the actions involved are compact or they are all

weak mixing.

53

54 CHAPTER 3. UNIFORM MULTIPLE RECURRENCE

We will first introduce a bit of notation. If (X, B, ) is a probability space,

k1 k1 k1

we will denote by X k = j=0 X, B k = j=0 B, and k = j=0 . Given

f0 , f1 , . . . , fk1 L (X, B, ) we denote by f0 f1 fk1 the function

on X k given by

by all functions of the form f0 fk1 . Note that this extends to a unitary

between L2 (X, B, )k and L2 (X k , B k , k ), hence we will identify these two

spaces.

j

Fn . Suppose k N and y (X, B, ) are compact, measure preserving

actions of on a probability space (X, B, ), for 0 j < k. Suppose f

L (X, B, ), f 6= 0. Then we have

1 0 1 k1

lim inf 1 k (f ) (f )

(f )k22 > 0.

n |Fn | Fn

and kf k2 = 1. Let f = f f f L (X k , B k , k ), and fix > 0

to be chosen later. Since each action j is compact, we have that j ()

Aut(X, B, ) is precompact in the weak topology. Thus the diagonal action

y (X k , B k , k ) is also compact since () Aut(X k , B k , k ) is contained

in a product of compact groups. Hence by Lemma 1.7.10 there exists a finite

set E such that inf 0 E k (f) 0 (f)k2 < , for all .

Therefore by the pigeon hole principle, for each finite set F there exists

0 E such that (F, 0 ) = { F | k (f) g0 (f)k2 < } satisfies

|(F, 0 )| |F |/|E |.

k1 j

2hi (f ), f i 2j=0 h (f ), f i

= 2 k (f) fk22 2 2 ,

and hence

kf i (f )k22 = 2 2h (f ), f i 2 .

We therefore have

k0 (f )1 (f ) k1 (f )k2

k1

kf k k2 j=0 k1

kf k kj (f ) f k2

kf k k2 kkf k

k1

.

3.2. MULTIPLE RECURRENCE FOR WEAK MIXING ACTIONS 55

k1

then we have

1 0 k1

lim inf 1 k (f )

(f )k22

n |Fn | Fn

|01 (F, 0 ) Fn | k 2

lim inf sup kf k2 /4

n 0 E |Fn |

|01 (F, 0 ) 01 Fn | k 2

= lim inf sup kf k2 /4

n 0 E |Fn |

Note that if i is compact for all 0 i < k and the actions pairwise commute,

then an easy exercise shows that the actions 0 1 i are also compact, hence

by considering f = 1A , the above theorem verifies Conjecture 3.0.6 in this case.

Definition 3.2.1. Suppose y(X, B, ) is a measure preserving action of a

countable amenable group on a probability space (X, B, ). Let Fn be

a Flner sequence, and suppose A L (X, B, ) is a -invariant unital, self-

adjoint subalgebra. A state on A is said to be generic with respect to Fn ,

and if Z

1

lim 1 ( (f )) = f d,

n |Fn | Fn

for all f A.

The example to keep in mind is when Zy(T, Borel , ) is the rotation action

of Z on the circle by an irrational (modulo 2) angle. Where A is the algebra

of continuous functions on T, and A is given by evaluation at some point

z0 T. Then it follows from Birkoffs Ergodic Theorem that for almost all

choices of z0 , this state is generic. This justifies the terminology.

of a countable amenable group on a probability space (X, B, ). Let Fn

be a Flner sequence, and suppose A L (X, B, ) is a -invariant unital,

self-adjoint subalgebra. If is a state on A which is generic with respect to Fn ,

and then Z

1

lim Fn1 (f ) = f d,

n |Fn |

56 CHAPTER 3. UNIFORM MULTIPLE RECURRENCE

R

Proof. Note, that when is given by (f ) = f d then this is just a restate-

ment of von Neumanns Ergodic Theorem.

Let > 0 be given, and suppose

R that f A. Note that by subtracting the

integral we may assume that f d = 0. Since the action is ergodic it follows

from von Neumanns Ergodic Theorem that there exists n0 N such that

1 2

k 1 (f )k 2

L (X,B,) < .

|Fn0 | 0 Fn0 0

Using the triangle, followed by the Cauchy-Schwartz inequality ((| N1 N 1 2

n=0 an |)

( N1 N 1

n=0 |an |)

2 1 N 1 2

N n=0 |an | ), and then using the fact that is generic we

then have

1 1 2

lim sup (| Fn1 1 0 (f )| )

n |Fn | |Fn0 | 0 Fn0

1 1

lim sup Fn1 ( (| 0 Fn1 0 (f )|2 ))

n |F n | |Fn0 | 0

1 2

=k L (X,B,) < .

1 (f )k 2

|Fn0 | 0 Fn0 0

Also, for each 0 Fn0 we have that

1 |Fn 01 Fn |

lim sup k Fn1 ( (f ) 0 (g))k lim sup = 0.

n |Fn | n |Fn |

Hence, combining this with the above inequality we have

1 2

lim sup (| 1 (f )| ) < .

n |Fn | Fn

Since > 0 was arbitrary this shows that

1 2

lim sup k 1 (f )k 2

L (A,) = 0.

n |Fn | Fn

actions. That is to say, suppose y(X, B, ) is a measure preserving action of

a countable amenable group on a probability space (X, B, ). Let Fn

be a Flner sequence, and suppose A L (X, B, ) is a -invariant unital,

self-adjoint subalgebra such that if L (X, I, ) is the algebra of bounded -

invariant functions then L (X, I, ) A is dense in L2 (X, I, ). Suppose is

a state on A such that for all f A we have

Z

1

lim 1 ( (f )) = f d.

n |Fn | Fn

1

lim 1 (f ) = EI (f ),

n |Fn | Fn

where the convergence is in L2 (A, ).

3.2. MULTIPLE RECURRENCE FOR WEAK MIXING ACTIONS 57

j

Fn . Suppose k N and y (X, B, ) are weak mixing, measure preserving

actions of on a probability space (X, B, ), for 0 j < k. Assume moreover

that the actions pairwise commute, i.e., i j = j i , for all i 6= j,

and , , and that the actions 7 i i+1 j are weak mixing for all

0 i j < k. Suppose f0 , . . . , fk1 L (X, B, ). Then we have

Z

1 0 0 1 0 k1 k1

lim 1 (f0 )( (f1 )) ( (fk1 )) = j=0 ( fj d),

n |Fn | Fn

Proof. Consider the action y(X k , B k , k ) given by (x0 , x1 , . . . , xk1 ) =

(0 x0 , 0 1 x1 , . . . , 0 k1 xk1 ).

Denote by the diagonal measure on X k given by (A) = ({x X | (x, x, . . . , x)

A}). Then we obtain a well defined state on A = L (X, B, )alg k by

Z

(f ) = f d,

for all f A.

By Lemma 3.2.2, in order to prove the theorem it is enough to show that

is generic with respect to Fn , and k . We will do by induction on k.

Note that k = 1 is trivial. If this holds for k 1, and f0 , f1 , . . . , fk

L (X, B, ), then by Lemma 3.2.2 we have that

Z

1

lim Fn1 1 (f1 ) (1 k (fk )) = kj=1 ( fj d),

n |Fn |

in L2 (X, B, ).

Multiplying this by f0 and integrating we obtain

Z Z

1 1 1 k k

lim 1 f0 (f1 ) ( (fk )) d = j=0 ( fj d).

n |Fn | Fn

Corollary 3.2.5. Let ZyT (X, B, ) be a weak mixing, measure preserving ac-

tion on a probability space (X, B, ). Then for each k N, and f0 , f1 , . . . , fk1

L (X, B, ) we have

Z

1 N 1 k1

lim n=0 n (f0 )2n (f1 ) kn (fk1 ) = j=0 ( fj d),

N N

Proof. If we consider the action i : Z Aut(X, B, ) which takes the generator

of Z to T i , then it follows from Corollary 1.7.7 that these actions satisfy the

hypotheses of the above theorem.

58 CHAPTER 3. UNIFORM MULTIPLE RECURRENCE

sic construction

Having established Furstenbergs multiple recurrence for the cases of compact

and weak mixing actions of Z, it follows from Proposition ?? that every probabil-

ity measure preserving action Zy(X, B, ) has a non-trivial factor Zy(X, A, )

for which Furstenbergs multiple recurrence holds. To establish this principle

in the general case we must show how to extend this result to larger factors.

The strategy for doing this is to replace C with L (X, A, ) and to mimic the

previous constructions and proofs.

3.3.1 Joinings

Let y(X, B, ), and y(Y, A, ) be two measure preserving action of a count-

able group on probability spaces (X, B, ), and (Y, A, ). For the moment let

us denote by B = L (X, B, ) and A = L (Y, A, ). Suppose : B A is

a map which is positive R ((f ) 0, R whenever f 0), unital ((1) = 1), pre-

serves the integrals ( (f ) d = f d, for all f B), and is -equivariant

(( (f )) = ((f )), for all , and f B).

Then on the algebra B alg A we obtain a state such that for nj=1 bj aj

B alg A we have

Z

(nj=1 bj aj ) = nj=1 (bj )aj d.

probability space (Z, C, ) with a measure preserving action of , and there

exists a -homomorphism

R : B alg A L (Z, C, ) such that = ,

for all , and (x) d = (x) for all a B alg A.

Because is unital, and preserves the integral, it follows that |B1 and

|1A injective and integral preserving. Thus, L (Z, C, ) contains isomorphic

copies of L (X, B, ) and L (Y, A, ). Specifically, if we denote by CX C

(resp. CY C) the -subalgebra generated by the image of |B1 (resp. |1A )

then CX , and CY are -invariant, and we have that |B1 , and |1A give -

eqivariant isomrophism of L (X, B, ) onto L (Z, CX , ), and L (Y, A, ) onto

L (Z, CY , ).

Moreover, after this identification, we recover the map by the formula

(f ) = ECY (f ) L (Z, CY , ), for all f L (Z, CX , ). Indeed, this follows

since if b B, and a A, then we have

Z

(b)a d = (b a)

Z Z

= (b)(a) d = ECY ((b))(a) d.

the function (b a) L (Z, C, ). One should be careful however with this

abuse of notation because need not be faithful in general.

3.3. JOININGS AND THE BASIC CONSTRUCTION 59

ing action of a countable group on probability spaces (X, B, ), and (Y, A, ).

A joining of these two actions is a measure preserving action y(Z, C, ) to-

gether with -equivariant, integral preserving embeddings of L (X, B, ) and

L (Y, A, ) in to L (Z, C, ), such that C is the -algebra generated by these

embeddings.

If y(Y, A, ) is the same action as y(X, B, ) then we say that a joining

is a self joining of the action y(X, B, ).

From the discussion above, joinings are in 1-1 correspondence with -equivariant,

unital, integral preserving, positive maps : L (X, B, ) L (Y, A, ).

If y(Z0 , C, ) is a probability measure preserving action, and we have two

probability measure preserving actions y(X, B, ) and y(Y, A, ), and -

equivariant embeddings : L (Z0 , C, ) L (X, B, ) and : L (Z0 , C, )

L (Y, A, ), then we obtain a -equivariant, positive, unital, integral preserv-

ing map from L (X, B, ) to L (Y, A, ) by first taking the conditional expec-

tion from L (X, B, ) to (L (Z0 , C, )) and then applying the isomorphism

1 . The joining corresponding to this map is called the relatively inde-

pendent joining over (Z0 , C, ). We denote the new space on which acts by

X (C)=(C) Y , or simply by X C Y if the embeddings and are clear from

the context. We also denote by L (X, B, ) alg

(C)=(C) L (X, B, ) the vector

space generated by functions of the type b a where b B, and a A.

A special case to consider is when y(X, B, ) contains a -invariant -

subalgebra A, and we have (Z0 , C, ) = (X, A, ), then we may consider the

relatively independent self joining over (X, A, ). Note, however that a rel-

atively independent joinings consists not only of invariant -subalgebras, but

also the ways in which we are including these subalgebras into the larger alge-

bras. For instance, if Aut(L (X, A, )) is a -equivariant automorphism,

then we obtain a new relatively independent joining by considering the alter-

nate embedding : L (X, A, ) L (X, A, ) L (X, B, ). In general,

the actions yX A X and yX A=(A) X need not be isomorphic.

Relatively independent joinings over the trivial -subalgebra corresponds to

taking a diagonal action on a product space. We have seen previously that a

useful tool in analyzing the structure of product actions yX X was the

identification between L2 (X X) and the Hilbert-Schmidt operators on L2 (X).

This allowed us to use tools such as functional calculus. There is an analog of

the Hilbert-Schmidt operators in the setting of relatively independent joinings

which we will now describe.

Suppose (X, B, ) is a probability space and A B is a -subalgebra. The

basic construction associated to the inclusion L (X, A, ) L (X, B, )

is the algebra L (X, A, ) B(L2 (X, B, )), of operators in B(L2 (X, B, ))

which commute with L (X, A, ). We will denote the basic construction by

60 CHAPTER 3. UNIFORM MULTIPLE RECURRENCE

L2 (X, A, ).

Note that we have

eA f eA = EA (f )eA .

L2 (X, A, ), from the conditional expectation EA , which is an operator on

L (X, A, ).

Exercise 3.3.2. Suppose S hL (X, B, ), eA i, has polar decomposition S =

V |S|. Show that V hL (X, B, ), eA i.

Lemma 3.3.3. Suppose (X, B, ) is a probability space and A B is a -

subalgebra. For each S hL (X, B, ), eA i there exists a unique (S)

L (X, A, ) such that

eA SeA = (S)eA .

Moreover, the map S 7 (S) is a unital, positivity preserving extension of

EA , which is L (X, A, )-bimodular, and continuous with respect to the weak

operator topology.

Proof. By Lemma 2.5.2 L (X, A, ) is a maximal abelian subalgebra of B(L2 (X, A, )).

Thus, since eA SeA restricted to L2 (X, A, ) commutes L (X, A, ), there exists

a unique element (S) L (X, A, ) such that eA SeA f = (S)f = (S)eA f ,

for all f L2 (X, A, ). If f L2 (X, A, ) L2 (X, B, ) then we have

eA SeA f = 0 = (S)eA .

That x 7 (x) is unital, positivity preserving, and weak operator topology

continuous, follows from the fact that it is the composition of the map x 7

eA xeA and the -homomorphism aeA 7 a.

Exercise 3.3.4 (Generalized Cauchy-Schwartz inequality). Prove that for all

x, y hL (X, B, ), eA i we have

In the case where the -algebra A is trivial we have that eA is the rank 1

projection on to the subspace C1 L2 (X, B, ), and thus operators of the form

f eA g were rank 1 projections. Rather than working with a Hilbert space basis

{i } L2 (X, B, ) as before, we could have just as easily worked with the family

of partial isometries from C1 to Ci . This motivates the following lemma.

Lemma 3.3.5. Suppose (X, B, ) is a probability space and A B is a -

subalgebra. There exists a family of partial isometries {vi }iI hL (X, B, ), eA i

such that

(a). vi vi eA , for all i I;

3.3. JOININGS AND THE BASIC CONSTRUCTION 61

(c). iI vi eA vi = 1.

Proof. A simple argument with Zorns Lemma shows that there is a maximal

(with respect to inclusion) family of partial isometries {vi }iI satisfying condi-

tions (a) and (b) above.

Let P = iI vi eA vi , and consider S (1 P ) hL (X, B, ), eA i eA . By

considering the polar decomposition S = V |S|, we have that V V = ProjRange(S)

eA , V V = ProjRange(S ) (1 P ), and V hL (X, B, ), eA i. Thus by max-

imality of the family {vi }iI we must have that V = 0, and hence S = 0.

Thus {0} = (1P )hL (X, B, ), eA ieA L2 (X, B, ) (1P )L (X, B, )

1. Since L (X, B, ) 1 is dense in L2 (X, B, ) this shows that P = 1.

A family of partial isometries which satisfy the conditions above will be

called an operator basis for hL (X, B, ), eA i. Note that since vi vi eA we

have that vi vi = A (vi vi ) L (X, A, ) for each i I.

Definition 3.3.6. Suppose (X, B, ) is a probability space and A B is a -

subalgebra. Let {vi }iI be an operator basis for hL (X, B, ), eA i. An operator

S hL (X, B, ), eA i is Hilbert-Schmidt class with Hilbert-Schmidt norm

if Z

kSk2HS = iI A (vi S Svi ) d < .

This definition does not depend on the operator basis {vi }iI , this can be

seen from the following analogue of Persevals identity. If {wj }jJ is another

operator basis, then we have

Z Z

iI A (vi S Svi ) d = iI jJ A (vi S (wj eA wj )Svi ) d

Z

= iI jJ A (vi S wj )A (wj Svi ) d

Z

= jJ iI A (vj Svi )A (vi S wj ) d

Z

= jJ A (wj S Swj ).

to L2 (X, A, ).

Note that it follows from above that we may approximate S in the Hilbert-

Schmidt norm with finite sums of the form i,j wj (wj Svi )vi . Also, if > 0, and

we consider gj , hi L (X, B, ) such that kgj wj (1)k2 , kvi vi hi vi (1)k2 < ,

then we have

62 CHAPTER 3. UNIFORM MULTIPLE RECURRENCE

kA (wj Svi )k (kwj wj A (wj gj )k2 + kvi vi A (hi vi )k2 )

2kSk.

It also follows that

and hence

kwj (wj Svi )vi gj A (wj Svi )eA hi k2HS 2(kSk + 1)2 + 4 .

Since > 0 was arbitrary we may then use the triangle inequality to conclude

that the -algebra L (X, B, )eA L (X, B, ) is dense in the Hilbert-Schmidt

norm.

If T hL (X, B, ), eA i then T T kT k2, and since A is positivity pre-

serving it follows that

Z

kT Sk2HS = iI A (vi S T T Svi ) d kT k2 kSk2HS.

Also, it follows from the argument above that the adjoint operator S 7 S is

an anti-linear isometry, and hence we also have

two sided ideal.

show that kSkHS = 0 if and only if S = 0.

Z

hS, T iHS = iI A (vi T Svi ) d,

not depend on the operator basis from the arguments above.

Thus, the class of Hilbert-Schmidt operators is an inner-product space. This

space is not complete in general1, we denote the Hilbert space completion by

L2 hL (X, B, ), eA i.

Even though the class of Hilbert-Schmidt operators is not a complete space

in general we do have that it is complete when we restrict to the Hilbert-Schmidt

operators whose uniform norm is bounded by some fixed constant.

1 Consider the case when A = B, then it is easy to see that the class of Hilbert-Schmidt

operators coincides with L (X, B, ), and the inner-product structure is the usual inner-

product on L2 (X, B, ).

3.3. JOININGS AND THE BASIC CONSTRUCTION 63

-subalgebra. Suppose K > 0 and consider the convex set

Proof. Fix an operator basis {vi }iI for hL (X, B, ), eA i. Since A is a con-

traction from the Hilbert-Schmidt norm to L2 (X, A, ), if Sn BK is Cauchy

in the Hilbert-Schmidt norm, then for all i, j I, (vj Sn vi ) L (X, A, ) is

Cauchy in L2 (X, A, ) and we also have that k(vj Sn vi )k K. Hence, there

exists gi,j L (X, A, ) such that kgi,j k K, and

lim kvj (vj Sn vi )vi vj gi,j vi kHS = lim kvj (vj Sn vi )eA vi vj gi,j vi kHS

n n

n

the sum

S = i,jI vj gi,j vi B(L2 (X, B, )).

Then kSk K and it is easy to see that S hL (X, B, ), eA i. More over for

any finite set I0 I it follows from the triangle inequality that

n

Schmidt class and kSn SkHS 0.

If y(X, B, ) is a measure preserving action of a countable group , such

that A is -invariant, then we may consider the relatively independent self join-

ing yX A X defined above. We may then define a map : L (X, B, ) A

L (X, B, ) L (X, B, )eA L (X, B, ) by linearly extending the formula

(b a) = beA a,

If {vi }iI is an operator basis for hL (X, B, ), eA i, we then have that for

all nk=1 bk ak L (X, B, ) A L (X, B, )

Z

knk=1 bk ak k2L2 (XA X) = nk,l=1 EA (bk bl )al ak d

Z

= nk,l=1 A (bk bl )A (al ak ) d

Z

= i,jI nk,l=1 A (bk vi eA vi bl )A (al vj eA vj ak ) d

Z

= i,jI nk,l=1 A (bk vi )A (vi bl )A (al vj )A (vj ak ) d

64 CHAPTER 3. UNIFORM MULTIPLE RECURRENCE

Z

= i,jI nk,l=1 A (vi bl eA al vj )A (vj ak eA bk vi ) d

= k(nk=1 bk ak )k2HS .

Hence is well defined and extends to a unitary operator (which we will also

denote by ) from L2 (X A X) to L2 hL (X, B, ), eA i.

Moreover, this unitary implements an equivalence between the Koopman

representation of yXA X and the representation of on L2 hL (X, B, ), eA i,

given by S 7 S 1 .

Suppose y(X, B, ), and y(Y, A, ) are two probability measure pre-

serving actions and we have -equivariant embeddings : L (Z0 , C, )

L (X, B, ) and : L (Z0 , C, ) L (Y, A, ). We may consider the class of

operators S B(L2 (X, B, ), L2(Y, A, )) such that S(g) = (g)S and |S S|1/2

is in the Hilbert-Schmidt class of hL (X, B, ), e(C) i. In this case we can con-

sider the norm given by kSkHS = k|S S|1/2 kHS , and consider the completion

under this norm.

It then follows that this is a Hilbert space, and we may consider the map

which linearly extends the formula (b a) = be(C)=(C) a (here we view

e(C)=(C) as an operator from L2 (X, B, ) to L2 (Y, A, )). Then just as above

extends to a unitary operator which implements an isomorphism between the

Koopman representation yY (C)=(C) X and the representation given by

S 7 A SB1 .

sions

Definition 3.4.1. Let be a countable group. An extension y(X, B, ) of a

probability measure preserving action y(X, A, ) is an ergodic extension if

the -algebra I of -invariant sets is contained in A.

of a probability measure preserving action y(X, A, ) is a weak mixing

extension if for any > 0 and any finite set F L2 (X, B, ) such that EA (f ) =

0 for all f F , there exists such that for all f, g F we have

tension of a probability measure preserving action y(X, A, ). A function

f L2 (X, B, ) is almost periodic relative to L (X, A, ) if for all > 0

there exist g1 , . . . , gn L (X, B, ) such that for all we have

3.4. ERGODIC, WEAK MIXING, AND COMPACT EXTENSIONS 65

k (f ) nj=1 kj gj k2 < .

the proof of Proposition 2.2.22 and we leave the details to the reader.

extension of a probability measure preserving action y(X, A, ). Let C B

be the -algebra generated by all functions which are almost periodic relative to

L (X, A, ). Then A C, C is -invariant, and f L2 (X, B, ) is almost

periodic relative to L (X, A, ) if and only if f is C measurable.

probability measure preserving action y(X, A, ) is a compact extension if

every f L2 (X, B, ) is almost periodic relative to L (X, A, ).

Note that Proposition 3.4.4 shows that there is a unique maximal compact

extension of y(X, A, ) which is a factor of y(X, B, ).

We can now generalize the relationship between ergodic, weak mixing, and

compact actions that we have seen before.

tension of a probability measure preserving action y(X, A, ). The following

conditions are equivalent:

(1). The extension is weak mixing.

(2). There are no non-trivial functions f L2 (X, B, ) which are almost

periodic relative to L (X, A, ).

(3). The relatively independent self joining yX A X is an ergodic exten-

sion of y(X, A, ).

(4). For any ergodic extension y(Y, C, ) of y(X, A, ), the relatively

independent self joining yX A Y is an ergodic extension of y(X, A, ).

(5). The relatively independent self joining yX A X is a weak mixing

extension of y(X, A, ).

(6). For any weak mixing extension y(Y, C, ) of y(X, A, ), the rel-

atively independent self joining yX A Y is a weak mixing extension of

y(X, A, ).

Proof. For (1) = (2) suppose that y(X, B, ) is a weak mixing extension

and f L (X, B, ) is almost periodic relative to L (X, A, ), such that

EA (f ) = 0. Consider > 0, then there exists g1 , . . . , gn L (X, B, ) such

that for every , there are k1 , . . . , kn L2 (X, A, ) such that

66 CHAPTER 3. UNIFORM MULTIPLE RECURRENCE

1jn,

1 j n.

Since y(X, B, ) is a weak mixing extension there exists such that

for all 1 j n we have

Since > 0 was arbitrary this shows that f = 0.

For (2) = (3) suppose that the relatively independent self joining yXA

X is not an ergodic extension. Hence, there exists a non-trivial -invariant

function f L2 (X A X) such that EA (f ) = 0. Using the identification from

Section ?? we then produce a non-trivial element S L2 hL (X, B, ), eA i such

that A (S) = 0, and Ad( )(S) = S for all . Note that we may assume

kSkHS = 1, and hence by considering an operator S0 hL (X, B, ), eA i such

that kS0 kHS = 1, and kS0 SkHS < 1/4, we have that kAd( )(S0 ) S0 kHS <

1/2, for all .

If we consider then the closed (in the Hilbert-Schmidt norm) convex hull

of {Ad( )(S0 ) | }, then the element T of minimal norm is Ad( )-

invariant, satisfies T 6 L (X, A, ), and is bounded in the uniform norm by

Proposition 3.3.9. Consider the unit ball B1 = {f L2 (X, B, ) | kf k2 1},

then T (B1 ) L2 (X, B, ) is -invariant.

If > 0 is given and we consider an operator basis {vi }iI for hL (X, B, ), eA i

then we may find a finite set I0 I such that

It is then not hard to see that if we consider fj L (X, B, ) such that kfj

vj (1)k2 < /2|I0 |, then for all f T (B1 ) we have

This shows that every function in T (B1 ) is almost periodic relative to L (X, A, ).

The same argument also shows the same for every function in T (B1 ). Since

3.4. ERGODIC, WEAK MIXING, AND COMPACT EXTENSIONS 67

which is almost periodic relative to L (X, A, ).

For (3) = (1) if the action is not a weak mixing extension, then there

exists c > 0 and a finite set F L2 (X, B, ) such that EA (f ) = 0 for all f F ,

and for all we have

that T has finite Hilbert-Schmidt norm, and for each we have

= f,gF kEA ( (f )g)k22 c

Therefore, by Proposition 1.5.2 there exists a non-trivial Ad( )-invariant vector

in L2 hL (X, B, ), eA i. From Section ?? it then follows that yX A X is not

an ergodic extension.

The proof that (3) (4) then follows from the remarks at the end of Sec-

tion ??. If yX A Y is not an ergodic extension then just as above we

construct an operator T B(L2 (Y, C, ), L2 (X, B, )) which commutes with the

embeddings of A measurable functions, intertwines the Koopman representa-

tions of , and such that T 6= eA T eA . by considering the operators (T T )1/2

and (T T )1/2 , the result follows easily.

The equivalence of (1)-(4) shows that if yX A X is an ergodic extension

then y(X A X) A (X A X) is also an ergodic extension. This then shows

that (1)-(5) are equivalent, and a similar argument works for (6) as well.

sequence Fn , and let y(X, B, ) be an extension of a probability measure

preserving action y(X, A, ). Then y(X, B, ) is a weak mixing extension

if and only if for all f, g L2 (X, B, ) such that EA (f ) = EA (g) = 0 we have

that Z

1

lim Fn1 |EA ( (f )g)|2 d = 0.

n |Fn |

Proof. It is clear that this condition implies that y(X, B, ) is a weak mixing

extension and so we need only prove the converse.

Assume that y(X, B, ) is a weak mixing extension then by Theorem 3.4.6

the relatively independent self joining yX A X is an ergodic extension, and

hence if f, g L (X, B, ) are such that EA (f ) = EA (g) = 0, then we have

that kEI (f g)k2 kEA (f g)k2 = 0, where I is the -algebra of -invariant

sets for X A X.

By von Neumanns Ergodic Theorem we then have

Z

1

lim Fn1 |EA ( (f )g)|2 d

n |Fn |

68 CHAPTER 3. UNIFORM MULTIPLE RECURRENCE

1

= lim 1 h( A )(f f ), g gi

n |Fn | Fn

= hEI (f f ), g gi = 0.

We then obtain the general case when f, g L2 (X, B, ) by continuity.

Index

compact, 39

ergodic, 16, 36 joining, 59

mixing, 39

strongly ergodic, 37 Kacs Theorem, 51

weak mixing, 37 Kakutani tower, 51

adjoint Hilbert space, 5 Khintchines Theorem, 52

almost invariant vectors, 16 Koopman representation, 35

almost periodic function, 40

amenable group, 18 lattice, 33

asymptotically invariant sequence, 37

mean, 18

basic construction, 59

odometer action, 32

Bernoulli shift, 32

Birkoffs Ergodic Theorem, 48

Poincares Recurrence Theorem, 50

cocycle, 9

quasi-invariant measure, 31

composition of cocycles, 15

conditional expectation, 46 randomorphism, 34

conjugacy, 32 relatively independent joining, 59

cyclic vector, 6 representation, 5

adjoint, 5

ergodic extension, 64

amenable, 29

Flner net, 18 compact, 24

factor, 40 induced, 12, 13

functions of positive type, 8 irreducible, 6

fundamental domain, 11 left-regular, 5

Furstenbergs Correspondence Princi- mixing, 22, 23

ple, 34 quasi-regular, 5

tensor product, 6

Gaussian action, 43 trivial, 5

generalized Bernoulli shift, 32 weak mixing, 22, 26, 27

generic measure, 55 Rohlins Theorem, 51

standard probability space, 41

invariant measure, 31 symmetric creation operator, 43

69

70 INDEX

uniform ordering, 33

45

weak containment, 28

weak mixing, 64

weak topology, 39

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