.

'
(80615) " "
2015 16 ' ,
:

, :

1
4
4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ( ) 3

10
12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.1
14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.2

18

23
24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

33

34
34 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
38 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
40 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.1
43 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2

48
48 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
52 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
62 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
65 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
67 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.1
70 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
76 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1
78 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1.1
80 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1.2
84 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1.3
86 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.1.4
89 . . . . . . . . . . . . . . . . . ( ) 13.1.5

2
91
91 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . - :1 14
92 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . :2 15

3
 1
. T :X!X , X :

.x, T x, T 2 x, ... ,x 2 X , . T
x Tx , 0 x x . T , X
. ,
. T X : •

. T X : –
. T X : –

. T :X!X , (X, , µ)

,(X, B, µ) :

X .1
. B .2
, X ,X ,
. .
. µ : B ! R+ .3
, B1 , B2 , ... 2 B ,
!
[ X
µ Bn = µ (Bn )
n n

. ,µ (X) = 1
.T : X ! X (X, B, µ) :
1
.T (E) 2 B E2B , T •
1
.µ T (E) = µ (E) T •

T :X!X , (X, B, µ) ,(X, B, µ, T ) ( " ) :

. T ,µ
.( " ) (X, B, µ, T ) , (X, B, µ)
 .(T f ) = f T :X!X!C , f :X!C . " (X, B, µ, T ) :

⇢ ˆ
L1 (µ) = f :X!C: |f | dµ < 1

,f 2 L1 (µ) , T
ˆ ˆ
T f dµ = f dµ

( ) :
,f = 1E ,E 2 B . "
ˆ ˆ ˆ
1
µ (E) = 1E dµ = 1E T dµ = 1T 1E dµ = µ T E

,
( (
1
0 Tx 2
/E 0 x2
/T E
1E T x = 1E (T x) = = 1
= 1T 1E
1 Tx 2 E 1 x2T E

( )
, , T
⌅ .( ) L1 (µ)
. f :X!R . (X, B, µ) :
T n := T Tn 1
,xn := f Tn n .T : X ! X (X, B, µ, T ) :
. (xn )n .
0 1
k
\
P (xn1 2 En1 , ..., xnk 2 Enk ) := µ @ x 2 X : f (T nj x) 2 Enj A
j=1

, m , , (X, B, µ, T )

P (xn1 +m 2 En1 +m , ..., xnk +m 2 Enk +m ) = P (xn1 2 En1 , ..., xnk 2 Enk )

: (X, B, µ) :

. , T : X ! X .1
. T :X!X , B = {;, X} .2
|E|
T :X !X .µ (E) = |X| , µ ,( ) B = P (X) , X .3
. ( ) "

5
 T .x 7! x + 1 ( mod m) T : X ! X 1, µ = mX ,X = R/mZ .4
.
R↵ : X ! X , µ = m ,( ) B ,X = [0, 1) .5
2
.↵ R↵ .x 7! x + ↵ ( mod 1)
Tg .Tg x = gx T :G!G g2G . µ = mG , X = G .6
3
.g 2 G
.( ) T2 .x 7! 2x ( mod 1) T2 : X ! X ,X = R/Z .7
N
,A X=A .( ) A .8
.X
.(x0 , x1 , x3 , ...) 7! (x1 , x2 , ...) , : X ! X
, , . µ

[a0 , ..., an 1] := {x 2 X | xi = ai , i = 0, ..., n 1}

2
. " X = (X, B, µ, T ) , Y = (Y, D, ⌫, S) :
0 0
X ⇢ X, Y ⇢ Y ,Y X X Y
,
.1
⇣ 0
⌘ ⇣ 0
⌘
µ X =⌫ Y =1

.2
⇣ 0
⌘ 0
⇣ 0
⌘ 0
T X ⇢X , S Y ⇢Y

0 0
1
,E 2 D µ ' (E) = ⌫ (E) , ':X !Y .3

' T =S '
. , G : 1

:
E g2G µ (gE) = µ (E)
E µ (E) = 0
µ (G) < 1

.↵ R↵ : S 1 ! S 1 ,x 7! exp 2⇡ix S1 X 2

. G , . 3

6
 , ,
0 T / X0
X
' '
✏ ✏
0
Y / Y0
S

0 0
. X ,Y , ':X !Y , :
:

Y , X ,Y . " Y ( ) X = {x} " .1

.
. " "
" .2

X = X1 ⇥ X1 = (X1 ⇥ X2 , B1 ⌦ B1 , µ1 ⇥ µ2 , T1 ⇥ T2 )

.X X1 , X2
1 4
, T .X Y = S , R↵ .T (x, y) = (x + ↵, x + y) ´ ,X ´= S 1 ⇥ S 1 , T .3
1
,f (x, y) = f1 (x) f2 (y) .f 2 L (µ) f dµ = f T dµ
´ ´´
f T dµ = f1 (x + ↵) f2 (x + y) dxdy =
´ ´
= f1 (x + ↵) f2 (x + y) dy dx =
´ ´ ´
= f1 (x + ↵) f2 (y) dy dx = f1 (x) f2 (y) dxdy =
´
= f (x, y) dµ

,x f2 ,
.↵ f1
,T n

T (x, y) = (x + ↵, x + y)

T 2 (x, y) = (x + 2↵, 2x + y + ↵)

n
T n (x, y) = x + n↵, nx + y + 2 ↵

.x , T4

7
 5
.P = µ1/2,1/2 A = {0, 1} .4
.(xn )n 0 7! (xn+1 )n 0 , ,µ = P N X = AN
1
) S , mHaar , T2 " ( B ) X = (X, B, µ, ) " :
.( 2 T2
P (n+1) n
.(xn )n 0 7! n 0 2 x ' : X ! S1 :
. 2 ,T2 ' = ' •
(N +1)
.2 N , ' •
6
⌅ . , " ' •

( ) 3
.x, T x, T 2 x, ... ,T x2X . " (X, B, µ, T ) :
E E .E 2 B " (X, B, µ, T ) :
.
x2E ,
n
# {n 0 | T x 2 E} = 1

. , T E x2E
:

B = {x 2 E | T n x 2
/ E 8n 1}

n
.n 0 µ (T B) = µ (B) T ,
m (n m) m n m n
,T x 2 B \ T B x2T B\T B ,T B\T B=; 0m<n ,
.B

0 1
X X [
µ (B) = µ T n
B = µ@ T n
B A  µ (X) = 1
n 0 n 0 n 0

n
,n µ (T B) = 0 ,µ (B) = 0
0 1
[
µ@ T n
BA = 0
n 0
S n n
n 0 T B . n E E T B
⌅ . , ,
.µ1/2,1/2 (0) = µ1/2,1/2 (1) = 1/2 5
0
.X := {x 2 X | 6 9n xm = 1 8m n} " ' 6

8
 . " , " :
.T E = [0, 1] . " ,T x = x + 1 (R, B, , T )
.( ) f :X!R , " (X, B, µ, T ) :
. f ,( )x f (T x) f (x)

, > 0 µ (E ) = 0 . > 0 E = {x 2 X : f (T x) > f⇣ (x) + } ⌘ :

S
.x f ,f (T x) = f (x) ,µ n 1 E 1/n = 0
k 0 . >0 µ (E ) = 0
⇢
Ek = E \ x 2 X | k ·  f (x) < (k + 1) ·
2 2

[
E = Ek
k 0

.µ E k = 0 ,k
⇣ ⌘
.x 2 E k0 ,k0 µ E k0 = 0

(k0 + 1) = k0 +  f (x) + < f (T x)

2 2

.x 2 E ,x 2 E k0
, ,n T nx 2
/ Ek E f T / E k0
.T x 2
⌅ .µ E k = 0

9
 1
,(T A = A) T A2B , X = (X, B, µ, T ) " :
µ (A) 2 {0, 1}

: , " X = (X, B, µ, T ) :

. X .1
1
.µ (B) 2 {0, 1} µ B4T B = 0 ,B 2 B .2
⇣S ⌘
n
.µ n 0T B =1 µ (B) > 0 ,B 2 B .3
N
.N µ A\T B >0 µ (A) µ (B) > 0 ,A, B 2 B .4
. " µ ,( " µ f T = f ) " µ T f :X!C .5

.5 (= 2 (= 5 ,1 (= 4 (= 3 (= 2 (= 1 :

(2 (= 1) •
1
,µ (B4C) = 0 T C .µ B4T B =0
.µ (B) 2 {0, 1} ,µ (B4C) = 0 .µ (C) 2 {0, 1}

\ [
n n
C := lim sup T B := T B := {x 2 X : T n x 2 B }
N 0n N

. T C µ (B4C) = 0 ,
.µ (B4C) = 0 –
[
n
CN := T B
n N

, " .CN # C
µ (B4C) = lim µ (B4CN )
N !1

.N µ (B4CN ) = 0
0 1
[ [
B4CN = B4 @ T n
BA ⇢ B4T n
B
n N n N

N
X
n n n+1
µ B4T B  µ T B4T B =0
n=1
 . T C –
0 1
\ [
T 1
C = T 1 @ T n
BA
N 0n N
\ [
(n+1)
= T B
N 0n N
\ [
n
= T B
N 0n N
= C

,
.
(3 (= 2) •
1
S n
, .T C ⇢ C ,C = n 1T B .µ (B) > 0
,µ T 1 C = µ (C)
1
µ C4T C =0

µ (C) 2 {0, 1}
n n
,µ (T B) = µ (B) > 0 n T B⇢C
0 1
[
µ@ T n
B A = µ (C) = 1
n 0

(4 (= 3) •
⇣S ⌘
n
,µ n 1 T A =1 3 .µ (A) µ (B) > 0
0 1
[
0 < µ (B) = µ @B \ T n
AA
n 1
0 1
[
= µ@ B\T n
A A
n 1
X
n
 µ B\T A
n 1

N
.µ B \ T A >0 N
(1 (= 4) •
n
,T A=a n 1 . T A
n
0 = µ (A \ (X\A)) = µ T A \ (X\A)
 N
,µ T A \ X\A > 0 N (B = X\A )4 .A, X\A
,µ (X\A) = 0 µ (A) = 0

µ (A) 2 {0, 1}

(2 (= 5) •
, " µ f =0 " µ f =1 , f , T f := 1B µ B4T 1 B = 0
.µ (B) 2 {0, 1}
(5 (= 2) •
T ) f :X !R . " µ T f
,t 2 R .(
1
{x : f (x) > t} 4T {x : f (x) > t} ⇢ {x : f (T x) 6= f (x)}

,µ ({x : f (T x) 6= x}) = 0 f T
1
µ {x : f (x) > t} 4T {x : f (x) > t} = 0

. " µf >t " µf t ,µ ({x : f (x) > t}) 2 {0, 1} 2

, . s " µf s, .s := supt2R {f > t µ a.e.}
. , " µ f >r>s , " µ f >s , " µ f s
. , " µf =s

3.1
. , :
P ,([0, 1] [ P, B, µ)P , :
µ = + p2P dp , B ,
.p 2 P dp [0, 1]
p
Lp (µ) := f :X!C|
´
) ,p 1 |f | dµ < 1 , :
. (
L2 (µ) ,
´
,hf, gi = f · gdµ ( )
.
T .T : X ! X (X, B, µ) :
,UT : Lp (µ) ! Lp (µ)

UT f := f T
 , :

UT (f + g) = (f + g) T = f T + g T = UT f + UT g

,Lp (µ)
ˆ ˆ
p p
|UT f | dµ = |f T | dµ
ˆ
p
= |f | dµ
< 1

7
, UT :
ˆ
hUT f, UT gi = UT f · UT gdµ
ˆ
= (f T) · g T
ˆ
= f ·g

= hf, gi

kUT f UT gk = hUT f UT g, UT f UT gi
= hUT (f g) , UT (f g)i
= hf g, f gi
= kf gk

,UT⇤ : Lp (µ) ! Lp (µ) , , " UT : Lp (µ) ! Lp (µ) :

hUT f, gi = hf, UT⇤ gi

UT⇤ UT = I

.x, y 2 X d (x, y) = ⇢ (f (x) , f (y)) , (X, d) , (Y, ⇢) f :X!Y 7

 ,f, g ,UT⇤ UT = I :

hUT⇤ UT f, gi = hf, gi

,
3
X ⌦ ↵
4 hUT⇤ UT f, gi = i k
UT⇤ UT f + ik g , f + ik g
k=0
3
X
k
⌦ ↵
= i U T f + i k g , UT f + ik g
k=0
3
X
k 2
= i U T f + ik g
k=0
3
X
k 2
= i f + ik g
k=0
3
X
k
⌦ ↵
= i f + ik g, f + ik g
k=0
= 4 hf, gi

hUT⇤ UT f, gi = hf, gi

⌅
1
. UT , .UT⇤ = UT , " UT :

.UT =1 X . " X = (X, B, µ, T ) :

. UT f = f T =f :
,UT , UT " =1
,1 UT .1
⌅ . 5

3.2

T↵ .↵ 2 R x 7! x + ↵ T↵ : T ! T ,( ) T = R/Z
/Q
.↵ 2
, f , L2 (R/Z, ) . T↵ f
X
f (x) = an e2⇡inx
n
 , T↵ f ,

f (x) = UT↵ f (x)

= f (T↵ x)
X
= an e2⇡in(T x)
n
X
= an e2⇡in(x+↵)
n
X
= an e2⇡inx · e2⇡in↵
n

,n , , .

an e2⇡inx = an e2⇡inx · e2⇡in↵

, f ,f (x) = a0 ,an = 0 n 6= 0 ,n = 0 e2⇡in↵ = 1 /Q

,↵ 2 ,
.5
, T↵ g (x) = e2⇡ilx , ↵= k
l 2Q

e2⇡il(x+ l )
k
g (T↵ x) =
k
= e2⇡il l · e2⇡ilx
= e2⇡ik · e2⇡ilx
= e2⇡ilx
= g (x)

⌅ .5 ,

-
:
. .1
. .2

/Q
.↵ 2 (x, y) 7! (x + ↵, y + ↵) ,T = R/Z T↵,↵ : T2 ! T2
T↵,↵ , (f (x, y) = e2⇡i(y x) , ) f (x, y) = y x ,
,
1
f T↵,↵ E = f (x, y) 2 T2 : (x, y) = T↵,↵ (e1 , e2 ) , e1 , e2 2 E
= f (x, y) 2 T2 : (e1 + ↵, e2 + ↵) = (x, y) , e1 , e2 2 E
= f ({(e1 + ↵, e2 + ↵) : e1 , e2 2 E})
= {e1 + ↵ (e2 + ↵) : e1 , e2 2 E}
= {e1 e2 : e1 , e2 2 E}
= f (E)
 .
1
,µ A ⇥ B4T↵,↵ (A ⇥ B) = 0 , A⇥B T2 ,

1
0 = µ A ⇥ B4T↵,↵ (A ⇥ B)
= µ (A ⇥ B4 {(x, y) : (x, y) = T↵,↵ (a, b) , a 2 A, b 2 B})
= µ (A ⇥ B4 {(x, y) : (x + ↵, y + ↵) = (a, b) 2 A ⇥ B})
= µ (A ⇥ B4 (A ↵) ⇥ (B ↵))

.µ (A ⇥ B) 2 {0, 1} /Q
,↵ 2

T↵ .(x, y) 7! (x + ↵, y + x) ,T = R/Z T↵ : T 2 ! T 2
.↵ 2/Q
, f . f , T↵ f 2 L 2
X X
f (x, y) = an,m e2⇡inx · e2⇡imy = an,m e2⇡inx+2⇡imy
n,m n,m

X 2
|an,m | < 1
n,n

, T↵ f

f (x) = f (T↵ x)
= f (x + ↵, y + x)
X
= an,n e2⇡in(x+↵) · e2⇡im(y+x)
n,m
X
= an,m e2⇡i(n+m)x · e2⇡imy · e2⇡in↵
n,m
X
= an,m e2⇡i(n+m)x · e2⇡imy · e2⇡in↵
n,m

an,m e2⇡inx · e2⇡imy = an,m e2⇡i(n+m)x · e2⇡imy · e2⇡in↵

+
an,m = an,m e2⇡imx · e2⇡in↵
+
an+m,m = an,m · e2⇡in↵

|an+m,m | = |an,m |
 ,an,m = 0 m 6= 0

an,m , an+m,m , an+2m,m , an+3m,m , ...

,
X 2
|an,m | < 1
n,m

m 6= 0

an,m = 0

X
f (x, y) = an,0 e2⇡inx
n,m

an,0 = an,0 e2⇡in↵

/Q
.↵ 2 ,

N
,( ) X µ 12 , 12 µN1 , 1 X = {0, 1}
2 2
. .(xn )n 7! (xn+1 )n :X!X
,A, B
n
µ A\ B ! µ (A) · µ (B)
n!1

. 4
.( - ) , ,

17
 . " X = (X, B, µ, T ) :

I := f 2 L2 (µ) | UT f = f ⇢ L2 (µ)

. UT , I
2 2
,f 2 L (µ) ,I PT : L (µ) ! I
N
1 X n L2
AN (f ) := U f ! PT f
N n=1 T

, I 5 , X .1
ˆ
PT f = hf, 1i = f dµ

,
ˆ
L2
AN (f ) ! f dµ

,g 2 L2 (µ) , X .2
N ⌧ˆ
1 X n L2
hU f, gi ! hPT f, gi = f dµ, g
N n=1 T
ˆ ✓ˆ ◆
= f dµ · gdµ
ˆ ˆ
= f dµ · gdµ

,g = 1B f = 1A
ˆ
hUTn 1A , 1B i = 1A (T n x) · 1B (x) dµ = µ A \ T n
B

N
1 X n
µ A\T B ! µ (A) · µ (B)
N n=1 N !1
 , . .3
, A = Bc ,(T 1
B=B ) T B ,
N
1 X n
µ A\T B ! µ (A) · µ (B)
N n=1 N !1

n
µ A\T B = µ (A \ B) = µ (B c \ B) = 0

µ (A) µ (B) = µ (B c ) µ (B) = 0

.( 2 )

,A, B 2 B " X = (X, B, µ, T ) :

N
1 X n
µ A\T B ! µ (A) · µ (B)
N n=1 N !1

h f = PT f + h ,f 2 L2 (µ) :
N
1 X n L2
U h !0
N n=1 T

.1

B := UT g g | g 2 L2 (µ)

B? = I

,g 2 L2 (µ) ,UT f = f ,f 2 I ,

hf, UT g gi = hf, UT gi hf, gi

= hUT f, UT gi hf, gi
= 0

.f 2 B ? . UT
,g 2 L2 (µ) f 2 B? ,

0 = hf, UT g gi = hf, UT gi hf, gi

 hf, UT gi = hf, gi

hUT⇤ f, gi = hf, gi

kUT f fk = hUT f f, UT f fi
2 2
= kUT f k hf, UT f i hUT f, f i + kf k
2
= 2 kf k hUT⇤ f, f i hf, UT⇤ f i
2
= 2 kf k hf, f i hf, f i
= 0

f = UT f

.f 2 I
?
I=B .2
2
L (µ) = I B

f 2 L2 (µ) ,

f = PT f + h

.h 2 B
2
L
kAN (h)k ! 0

.
,g 2 L2 (µ) h = UT g g h2B .3
N
1 X n
kAN (h)k = U h
N n=1 T
N
1 X n
U (UT g g)
N n=1 T
1 ⇥ ⇤
= (UT g g) + UT2 g UT g + ... + UTN +1 g UTN g
N
1
= UTN g g ! 0
N N !1

L2
AN (h) ! 0
,{gj }j ⇢ L2 (µ) hj = U T g j gj {hj }j ⇢ B ,h 2 B

L2
hj ! h

,j 1

kAT (h)k  kAN (h hj )k + kAN (hj )k

, j, N ✏>0

kh hj k < ✏

kAN (hj )k < ✏

kAN (h)k  2✏

L2
AN (h) ! 0

⌅ .

,f 2 L1 , " X :

AN (f ) ! f˜ 2 L1
N !1

. T f˜
. f˜ = PT f f 2 L2 :
, g 2 L1 ✏>0 f 2 L1 . AN (f ) :

kf gk1 < ✏

, g
N
1 X n
kAN (f ) AN (g)k  kU f UTn gk
N n=1 T
N
1 X
= kf gk1
N n=1
= kf gk1
< ✏
 ,

L2
AN (g) ! PT g

,N > N0 N0

kAN (g) PT gk1 < ✏

,k, l > N0

kAk (f ) Al (f )k1 = kAk (f ) Ak (g) + Ak (g) PT g + PT g Al (g) + Al (g) Al (f )k

 kAk (f ) Ak (g)k + kAk (g) PT gk + kPT g Al (g)k + kAl (g) Al (f )k
< 4✏

, AN (f )

f˜ := lim AN (f )
N

, N . T f˜

UT f˜ f˜ = UT f˜ AN (UT f ) + AN (UT f ) AN (f ) + AN (f ) f˜

 UT f˜ AN (UT f ) + kAN (UT f ) AN (f )k + AN (f ) f˜

< ✏ + kAN (UT f ) AN (f )k + ✏

,
N N
1 X 1 X
kAN (UT f ) AN (f )k = UT f f
N n=1 N n=1
N
1 X
= kUT f fk
N n=1
N
1 X
 (kUT f k + kf k)
N n=1
2 kf k
=
N
< ✏

UT f˜ f˜ < 3✏

⌅ . T f˜

22
 . X = (X, B, µ, T ) :

,A, B 2 B , X .1
n
µ A\T B ! µ (A) µ (B)
n!1

,A, B 2 B , X .2
N
1 X n
µ A\T B µ (A) µ (B) ! 0
N n=1 n!1

,A0 , ..., Ak 2 B ,k :
k
Y
n1 nk
µ A0 \ T A1 \ ... \ T Ak ! µ (Aj )
j=0

n1 , n 2 n1 , n 3 n2 , ..., nk nk 1 !1

,A0 , ..., Ak 2 B ,k ,

N k
1 X n1 nk
Y
µ A0 \ T A1 \ ... \ T Ak µ (Aj ) !0
N n=1 j=0

n1 , n 2 n1 , n 3 n2 , ..., nk nk 1 !1

. (= (= :
.k (=
.k (=
 4
, . " X = (X, B, µ, T ) :

X .1
(µ ⌦ µ ) X ⇥ X .2
(µ ⌦ µ ) X ⇥ X .3
(µ ⌦ ⌫ ) X ⇥Y , " Y = (Y, C, ⌫, S) .4
8
, J ⇢N A, B 2 B .5
n
µ A\T B ! µ (A) µ (B)
n!1
n2
/J

.6
N
1 X n 2
µ A\T B µ (A) µ (B) ! 0
N n=1 n!1

.2 (= 3 (= 5 1 (= 6 (= 2 (= 4 (= 1 ,5 () 1 :

; ) - 1,5 :5 () 1 •
.(1
.{A ⇥ B | A 2 B, B 2 C} 4 , X :4 (= 1 •
,A ⇥ B, C ⇥ D 2 B ⇥ C

1 X
N ⇣ ⌘
n
µ ⇥ ⌫ A ⇥ B \ (T ⇥ S) (C ⇥ D)
N n=1
! µ ⇥ ⌫ (A ⇥ B) · µ ⇥ ⌫ (C ⇥ D)
n!1
= µ (A) µ (C) ⌫ (B) µ (D)
, J ⇢N : 8

1
|J \ {1, ..., N }| ! 0
N N !1
 1 X
N ⇣ ⌘
n
µ ⇥ ⌫ A ⇥ B \ (T ⇥ S) (C ⇥ D)
N n=1
N
1 X n n
= µ A\T C ·⌫ B\S D
N n=1
N
1 X⇥ n
⇤ n
= µ A\T C µ (A) µ (C) · ⌫ B \ S D
N n=1 | {z }
:=c0
N
1 X n
+ µ (A) µ (C) ⌫ B \ S D
N n=1

( ) X c0 ,
, ,

1 X
N ⇣ ⌘
n
µ ⇥ ⌫ A ⇥ B \ (T ⇥ S) (C ⇥ D)
N n=1
N
1 X n
! µ (A) µ (C) ⌫ B \ S D
n!1 N n=1
N
1 X n
= µ (A) µ (C) ⌫ B\S D
N n=1

,
N
1 X n
µ (A) µ (C) ⌫ B\S D
N n=1
N
1 X⇥ n
⇤
= µ (A) µ (C) ⌫ B\S D ⌫ (B) ⌫ (D)
N n=1 | {z }
:=c1
+ µ (A) µ (C) ⌫ (B) ⌫ (D)

( ) Y c1 ,
.
,

1 X
N ⇣ ⌘
n
µ ⇥ ⌫ A ⇥ B \ (T ⇥ S) (C ⇥ D) ! µ (A) µ (C) ⌫ (B) ⌫ (D)
N n=1 n!1

. ,
X ⇥Y ⇡ ,( ) Y , X :2 (= 4 •
. X ⇥X Y =X , X .X
 , X ⇥X :6 (= 2 •
N
1 X n n
µ⇥µ A\T B⇥A\T B
N n=1

1 X
N ⇣ ⌘
n
= µ ⇥ µ A ⇥ A \ (T ⇥ T ) (B ⇥ B)
N n=1
! µ ⇥ µ (A ⇥ A) · µ ⇥ µ (B ⇥ B)
N !1
2 2
= µ (A) · µ (B)
9
, X X ⇥X
N
1 X n
µ A\T B ! µ (A) · µ (B)
N n=1 N !1

10
,
N
1 X n 2
µ A\T B µ (A) µ (B) ! 0
N n=1 n!1

, :1 (= 6 •
N
1 X n
µ A\T B µ (A) µ (B)
N n=1
N
!1/2
1 X n 2
 µ A\T B µ (A) µ (B)
N n=1

. -
J1 , A ⇥ B, C ⇥ D 2 B ⇥ C :3 (= 5 •
n
µ A\T C ! µ (A) µ (C)
n!1
n2J
/ 1

. , B=X 9
1 PN 2 1 PN 10
,N n=1 an ! L2 N n=1 an ! L
N !1 N !1
PN 1 PN
1
N n=1 (an L)2 = N n=1 an
2 2Lan + L2
1 PN 2 1 PN 1 PN 2
= N n=1 an 2L N n=1 an + N n=1 L
1 PN 2 1 P N 2
= N n=1 an 2L N n=1 an + L
! L 2 2L · L + L2
N !1
= 0
 J2
n
µ B\T D ! µ (B) µ (D)
n!1
n2J
/ 2

, ,( ) J := J1 [ J2

1 X
N ⇣ ⌘
n
µ ⇥ µ A ⇥ B \ (T ⇥ T ) (C ⇥ D) ! µ ⇥ µ (A ⇥ B) µ ⇥ µ (C ⇥ D)
N n=1 n!1
n2J
/

. X ⇥X
, :2 (= 3 •
.

⌅
, , " X = (X, , µ, T ) :

. X .1
,f, g 2 L2 .2
N
1 X
|hUTn f, gi hf, 1i h1, gi| ! 0
N n=1 N !1

,f 2 L2 .3
N
1 X
|hUTn f, f i hf, 1i h1, f i| ! 0
N n=1 N !1

,f 2 L2 .4
N
1 X 2
|hUTn f, f i| ! 0
N n=1 N !1

,2 (= 1 . 1 (= 2 :(2 () 1) •
, ,( )
.
, . :(3 () 2) •
4 hUTn f, gi = hUTn (f + g) , f + gi + i hUTn (f + ig) , f + igi
hUTn (f g) , f gi i hUTn (f ig) , f igi

27
 ´
) f dµ = 0 . :(4 () 3) •
.(f˜ := f
´
f dµ
⌅

5
UT : L1 (µ) ! X . " X = (X, B, µ, T ) :
. L1 (µ)
, 2C , T

UT = T = ·

, UT
2
h , i = hUT , UT i = h , i=| | h , i

. 2 S1 ,UT
, T ,UT | | = | | | | = | | | | ,
.S 1 ˜= . | |
| |
˜ : X ! S1 , X , 7 ,

UT ˜ = ˜

T /X
X
˜ ˜
✏ ✏
S1 / S1
˜ T= ˜

. f , X ⇥X , X , :

F :X ⇥X !X ⇥X

x, y 7! f (x) · f (y)
. , X ⇥X , T ⇥T
.( ) UT ,
" " ) S1 µf,g f, g 2 L2
, ,(
ˆ
hUTn f, gi = z n dµf,g
S1

28
 11
. µf,g ,f, g 2 L2 UT
. UT µf,f ,
N
1 X 2
|hUTn f, f i| ! 0
N n=1 N !1

,(f˜ := f
´ ´
, f f dµ ) f dµ = 0
.UT
,
2
N N ˆ
1 X 2 1 X
|hUTn f, f i| = z n dµf,f
N n=1 N n=1
S1
N
1 X
ˆ ˆ
= T z n dµf,f (z) · ! n dµf,f (!)
N n=1
S1 S1
N
X
1
ˆ ˆ
= z n ! n d (µf,f (z) ⇥ µf,f (!))
N n=1
S1 S1
N
X
1
ˆ ˆ
n
= (z/!) d (µf,f (z) ⇥ µf,f (!))
N n=1
S1 S1
ˆ ˆ " N
#
1 X z n
= ( /!) d (µf,f (z) ⇥ µf,f (!))
N n=1
S1 S1

N
1 X z n
FN (z, !) := ( /!)
N n=1

,
N +1
1 1 (z!)
FN (z, !) : = ·
N 1 z!
(
0 ! 6= z
!
N !1 1 !=z
= 14 (z, !)

.4 := (z, z) : z 2 S 1 ,! m = ! m
! 2 S1
. , . 11
, ,14 {FN (z, !)}N
ˆ ˆ
FN (z, !) (dµf,f (z) ⇥ dµf,f (!)) ! 14 (dµf,f ⇥ dµf,f )
N !1
S 1 ⇥S 1 S 1 ⇥S 1
= dµf,f ⇥ dµf,f (4)
= 0

⌅ .( ) , µf,g
. U :H!H H :

Hd := Span { 2 H | U}

.( d)

H = Hd Hd?

,v 2 Hd? , ." " U | H?

d

N
1 X 2
|hU n v, ui| ! 0
N n=1 N !1

.u 2 H
, u2H . u 2 Hd :
X
u= ai i
i

,i .U i = i i , { i }i ⇢ Hd
N
1 X 2
|hU n v, i i| ! 0
N n=1 N !1

,(U U ⇤ = I)

hU n v, ii = hv, U ⇤n i i
⌦ ↵
= v, U n i
D n
E
= v, i
n
= hv, ii
= 0

⌅ .

30
 . H1 , H2 :

H1 ⌦ H2 := LSpan {h1 ⌦ h2 | hi 2 Hi }

, LSpan
D E D E
h1 ⌦ h2 , h̃1 ⌦ h̃2 := hh1 , h2 i · h̃1 , h̃2

,U1 ⇥ U2 h1 ⌦ h2 , U2 : H2 ! H2 ,U1 : H1 ! H1 :
.H1,d ⇥ ⌦H2,d
,S ⇥ T F : X ⇥Y ! C , " (X, BX , µ, T ) , (Y, BY , ⌫, S) :

X
F (x, y) = ai i (x) 'i (y)
i

.US 'i UT i ai 2 C
.u1 , u2 2 H2 v 1 , v 2 2 H1 :
N N
1 X n 2 1 X 2
|h(U1 ⌦ U2 ) (u1 ⌦ v1 ) , u2 ⌦ v2 i| = |hU1n u1 , u2 i hU2n v1 , v2 i|
N n=1 N n=1
N
1 X 2
 |hU1n u1 , u2 i · kv1 k · kv2 k|
N n=1
N
1 X
= kv1 k · kv2 k · |hU n u1 , u2 i|
N n=1

?
u 1 , u2 ,u1 , u2 2 H1,d N !1
⌅ .v1 , v2 .U1
F 2 L2 (X ⇥ Y ) F : X⇥Y ! C , " X = (X, µ, T ) , Y = (Y, ⌫, S) :
.µ ⇥ ⌫ T ⇥S
X
F (x, y) = aij i (x) 'j (y)
i,j

, .US 'i UT i aij 2 C

L2 (X ⇥ Y ) = L2 (X ) ⌦ L2 (Y )
 ,f ⌦ g, f˜ ⌦ g̃ 2 L2 (X ⇥ Y ) :
D E ˆ ⇣ ⌘
f ⌦ g, f˜ ⌦ g̃ = (f ⌦ g) f˜ ⌦ g̃ d (µ ⇥ ⌫)
ˆ ⇣ ⌘
= f · f˜ g · g̃ d (µ ⇥ ⌫)
✓ˆ ◆ ✓ˆ ◆
= ˜
f · f dµ g · g̃d⌫
D E
= f, f˜ hg, g̃i
2 L2 (X ) ⌦ L2 (Y )

⌅ .

32
,x " µ ,f 2 L1 (X ) . " X := (X, B, µ, T ) :
N
1 X
ˆ
f (T n x) ! f dµ
N n=1 N !1

33
 . :
,(X, d)
.X B •
.X ! C C (X) •
.C (X) ! C C ⇤ (X) •
.X M (X) •
´ ´
f dµn ! f dµ µn ! µ , M (X) –
.f 2 C (X)
, T :X!X •
,T⇤ : M (X) ! M (X) T –
1
µ 7! T⇤ µ, T⇤ µ (A) = µ T A

1
.(µ (A) = µ T A ) T MT (X) –
. T E T (X) –
:

,0  ↵  1 ,µ, ⌫ 2 M (X) , . M (X) .1

↵µ + (1 ↵) ⌫ 2 M (X)

. M (X) .2
, {fi }i ⇢ M (X) , M (X) .3
X ✓ˆ ˆ ◆
d (µ, ⌫) := fi dµ fi d⌫
i

.( T⇤ . ) M (X) MT (X) .4

6
, . B , (X, d) :

,C ⇤ (X) X " .1
ˆ
µ 7! Fµ , Fµ (f ) := f dµ
 12
.F (1) = 1 , M (X) .2

, µ T :X!X :
ˆ ˆ
f T dµ = f dµ

,
ˆ ˆ
f dT⇤ µ = f dµ

. T , T :X!X X , . MT (X) :
13
,N . ⌫ 2 M (X) :
N 1
1 X n
µN := T ⌫
N n=0 ⇤

.µ 2 M (X) µN ! µ ,µN 2 MT (X)

. µ
T
. T µ ,µ 2 M (X) . µ , M (X) ,
,f 2 C (X)
N 1 N 1
1 X 1 X n
ˆ ˆ ˆ ˆ
n+1
f T dµN f dµ = f T d⌫ T f d⌫
N n=0 N n=0
1
ˆ ˆ
( ) = f T N d⌫ f d⌫
N
2
 kf k1
N
! 0
N !1

⌅ .
,C c2C . C :
.C
, u, v 2 C ,

c = ↵u + (1 ↵) v

.u = v ,0  ↵  1
. C\ {c} c2C :
.F (f ) 0 ,f 0 f 2 C (X) ( , F : C (X) ! C 12

1 x2A 13
. M (X) , x (A) = 2 M (X) ,x 2 X
0 x2/A

35
 .( ) T :X!X , X :
T
.M (X)
:

µ (B) 2
/ , T B , µ 2 MT (X) , •
.0 < µ (B) < 1 ,{0, 1}
, A ,

µ (A \ B)
µ |B (A) :=
µ (B)

.µ |B c , T Bc
, T µ |B , µ |B c

µ = µ |B +µ |B c

.MT (X) µ ,MT (X) µ

T
,⌫, ⇠ 2 M (X) µ 2 MT (X) , •

µ = ↵⌫ + (1 ↵) ⇠

, A ,0  f 2 L1 (µ) ,⌫ ⌧ µ ,0  ↵  1
ˆ
⌫ (A) = f dµ
A

B := {x 2 X | f (x) < 1}

, T B . B f
ˆ ˆ ˆ
f dµ + f dµ = f dµ
B\T 1B B\T 1B B

= ⌫ (B)
1
= ⌫ T B
ˆ ˆ
= f dµ + f dµ
T 1 B\B B\T 1B

ˆ ˆ
f dµ = f dµ
B\T 1B T 1 B\B
 1 1
.f (x) 1 x2T B\B .f (x) < 1 x2B x 2 B\T B ,

ˆ ˆ
f dµ = f dµ = 0
B\T 1B T 1 B\B

1
µ B4T B =0

µ
1
µ (B) = 0 µ T B =1

µ (B) = 1 ,

1 = ⌫ (B)
ˆ
= f dµ
ˆ
= f dµ
B
< 1

.f 1 ,µ (B) = 0 .
B

C := {x 2 X | f (x) > 1}

.f  1
⌅ . ,µ = ⌫ ,⌫ ⌧ µ f ,f ⌘ 1

µ1 (A) = µ2 (B) = ,X = A[B , µ 1 , µ2 X :

.µ (X)
. , µ1 , µ2 2 E T (X) , . , T :
f 2 C (X) ,µ1 6= µ2 :
ˆ ˆ
f dµ1 6= f dµ2

( N
)
1 X
ˆ
B := x2X| f (T n x) ! f dµ1
N n=1 N !1

µ (B) = 1
 ( N
)
1 X
ˆ
C := x2X| f (T n x) ! f dµ2
N n=1 N !1

µ (C) = 1

⌅ . µ 1 , µ2 X X =B[C

7
. T :X!X , B X :
.MT (X) BM , .MT (X)
T , MT (X)
T T
.M M (X) ,
, , 2 MT MT (X) µ 2 MT (X)
.1

E T (X) = 1

.2
ˆ ˆ ✓ˆ ◆
f dµ = f d⌫ d (⌫)
E T (X)

. :
, E⇢Z :( )
|E \ [1, k]|
d (E) := lim = >0
k!1 k
.x, x + d, x + 2d , E
(
Z Z 1 z2E Z
T : {0, 1} ! {0, 1} .1E (z) = ,1E 2 {0, 1} E :
0 z2 /E
.(xn )n 7! (xn+1 )n ,
Z
k ,xE := 1E 2 {0, 1}
k
1X j
µk := T xE
k j=1 ⇤
,µk ! µ , ,MT (X)
T
.( M (X) ) T µ
⇣ ⌘
Z M
, , {0, 1} , B , µ, T
n o
Z
A := x 2 {0, 1} | x (0) = 1

Z
.f (x) = x (0) f : {0, 1} ! C
Z
,{0, 1} f
k
1X
ˆ
f dµ = lim f T j xE
k k j=1

f T j x0 = xE (j)

,
k
1X
ˆ
f dµ = lim xE (j)
k k j=1
|E \ [1, k]|
= lim
k k
= >0

N ,
ˆ
f UTN f UT2N f dµ = >0

k
1X
ˆ
f UTN f UT2N f dµ = lim f UTN f UT2N f T j xE > 0
k k j=1

1
f UTN f UT2N f T j xE = 1 () # {j 2 [1, k] : j 2 E ^ j + N 2 E ^ j + 2N 2 E}
k
. ,

ˆ
µ= ⌫d (⌫)
 ˆ
0 < f dµ
ˆ ✓ˆ ◆
= f d⌫ d (⌫)
⇣ ⌘
Z
,⌫ 2 N , N ⇢ MT {0, 1}
ˆ
f d⌫ > 0

, l ⌫2N
ˆ
f UTl f UT2l f d⌫ > 0

Ñ ⇢ N ,N l
,l0 ⌫˜ 2 Ñ
ˆ
f UTl0 f UT2l0 f d⌫ > 0

,
ˆ ✓ˆ ◆
f UTl0 f UT2l0 f d⌫ d (⌫) > 0

⌅ .x, x + l0 , x + 2l0

7.1
, T . T :X !X , X :
. MT (X) = 1 . T

, E T (X) = 1 MT (X) = 1 " " :

. T
,x 2 X , cf 2 C f 2 C (X) T :
N
1 X
AN (f ) (x) := f (T n x) ! cf
N n=1 N !1

( ) :
. T µ , T
,x 2 X
N 1
1 X j
µN := T x
N j=0 ⇤
 ,µN : C (X) ! C
ˆ
µN (f ) = f dµN
N
1 X
( µN ) = f (T n x)
N n=1
= AN (f ) (x)

, T µN , MT (X)
.µN ! µ

AN (f ) := µN (f ) ! µ (f ) := cf

.
( )
T
,⌫ 2 M (X) ,( kf k1 kAN (f )k1 ) .AN (f ) (x) ! cf
ˆ ˆ
AN (f ) d⌫ ! cf d⌫

= cf · ⌫ (X)
= cf

,
N ˆ
1 X
ˆ
AN (f ) d⌫ = f (T n x) d⌫
N n=1
N ˆ
1 X
= f (T n x) d⌫
N n=1
ˆ
(T ) = f d⌫

,⌫ 2 MT (X)
ˆ
cf := f d⌫

⌅ . ⌫ ,
. AN (f ) (x) ! cf , T :
. T µ :
{xN }N ,g 2 C (X) ✏>0 .

|AN (g) (xN ) cg | > ✏

 , {xN }N
N
1 X j
µN := T xN
N n=1 ⇤

, .( µ ) µN ! µ , MT (X)
ˆ
AN (g) (xN ) = gdµN
ˆ
! gdµ
N !1
= cg

⌅ .N |AN (g) (xN ) cg | > ✏

. /Q
↵2 (T, R↵ ) " :
,x 2 T ,f 2 C (X)

AN (f ) (x) ! cf

.C (X)
.e2⇡ikx , e2⇡ikx k2Z
,k = 0

AN e 0 = 1 ! 1

,k 6= 0
N 1
1 X 2⇡ik(x+j↵)
AN e2⇡ikx (x) = e
N j=0
N 1
1 X 2⇡ikx 2⇡ikj↵
= e ·e
N j=0
N 1
1 2⇡ikx X 2⇡ikj↵
= e · e
N j=0

1 2⇡ikx 1 e2⇡iN k↵
(k 6= 0) = e ·
N 1 e2⇡ik↵
,x ,x 2 X
(
1 k=0
AN e2⇡ikx (x) !
N !1 0 k 6= 0
 7.2
14
. mG , G BG G ,G := (G, BG , mG ) :
. X , " X := (X, BX , µ, T )
,T : X ⇥ G ! X ⇥ G , :X!G

T (x, g) = (T x, (x) g)

" ,G X

X ⇥ G := (X ⇥ G, BX ⇥ BG , µ ⇥ mG , T )

. T µ ⇥ mG :
,f : X ⇥ G ! C :
ˆ ˆ
f µ ⇥ mG = f T dµ ⇥ mG

.f1 : X ! C, f2 : G ! C f = f1 · f2 " f ,

ˆ ˆ
f T dµ ⇥ mG = (f1 (x) · f2 (g)) T dµ (x) ⇥ mG (g)
ˆ
= f1 (T x) · f2 ( (x) g) dµ ⇥ mG
ˆ ˆ
( ) = f1 (T x) dµ · f2 ( (x) g) dmG
ˆ ˆ
(T mG ) = f1 (x) dµ · f2 (g) dmG
ˆ
( ) = f1 (x) · f2 (g) dµ ⇥ mG
ˆ
= f dµ ⇥ mG

⌅ .
. X ⇥ G ,µ ⇥ mG T :

. (x) = y + x Tx = x + ↵ , .(x, y) 7! (x + ↵, y + x) T :T !T 2 2
:
. T , /Q
T ,↵ 2
. , 14

43
 . T :X!X ,X µ , X :
,f 2 C (X) ,µ x2X
N
1 X
ˆ
f (T n x) ! f dµ
N n=1 N !1

x2X µ ,X µ . T :X!X X :
.
.( X C (X)) {fk }k ⇢ C (X) :
,µ (Ek ) = 1 Ek k ,
N
1 X n
ˆ
AN (fn ) (x) := fk (T x) ! fk dµ
N n=1 N !1

T
,x 2 E ,µ (E) = 1 ,E := k Ek
ˆ
AN (fk ) (x) ! fk dµ
N !1

L1
,l > L L ✏>0 ,fkl ! f , f 2 L1 ,

kfkl f k1 < ✏

kAN (fkl f )k  kAN (fkl ) AN (f )k

N
1 X
 kfkl fk
N n=1
< ✏

⌅ .
. T µ ⇥ mG :

. µE E⇥G X ⇥G .1
. (x, gh) 2 X ⇥ G ,h 2 G , (x, g) 2 X ⇥ G
.( (g, h) 7! gh ,G ) fh (x, g) := f (x, gh) , f : X ⇥G ! C

T (x, g) = (T x, (x) g)
T 2 = (T x, (T x) (x) g)

T m = T m x, Tm 1
x ... (T x) (x) g
 m (x) = Tm 1
x ... (T x) (x)
(x, g)

N
1 X
ˆ
fh (Txn , n (x) g) ! fh (x, g) dµ ⇥ mG
N n=1 N !1
ˆ
= f (x, gh) dµ ⇥ mG
ˆ
= f (x, g) dµ ⇥ mG

.(f (x, g) = f1 (x) f2 (g))

N N
1 X 1 X
fh (T n x, n (x) g) = f (T n x, n (x) gh)
N n=1 N n=1
N
1 X
= f (T n (x, gh))
N n=1

,
N
X
1
ˆ
f (T n (x, gh)) ! f (x, g) dµ ⇥ mG
N n=1
N !1

. (x, gh)
,E ⇥ G .2
µ ⇥ mG (E ⇥ G) = µ (E) · mG (G)
= µ (E) · 1
= µ (E)
, T µ ⇥ mG
µ ⇥ mG (E ⇥ G) = µ ⇥ mG (T (E ⇥ G))
= µ ⇥ mG ({(T e, (e) G) : e 2 E})
= µ ⇥ mG ({(T e, G) : e 2 E})
(e ) = µ ⇥ mG (X ⇥ G)
= 1

µ (E) = 1
 .X ⇥ G T ⌫ . X ⇥G .3
, ,T T ⇡ .(x, g) 7! x ⇡ : X ⇥G ! X
T
X ⇥G / X ⇥G

⇡ ⇡
✏ ✏
X /X
T

1
,⇡⇤ ⌫ = µ , X .X T (⇡⇤ ⌫ (E) := ⌫ ⇡ (E) ) ⇡⇤ ⌫

1
⌫ (E) = ⌫ ⇡ (E ⇥ G)
= ⇡⇤ ⌫ (E ⇥ G)
= µ (E ⇥ G)
= 1

. 2
µ (A) = A\B = ; X := A [ B , ⌫, µ ⌫ 6= µ
⌅ .⌫ = µ ,⌫ (E) = µ (E) = 1 ,⌫ (B) = 1
1
0a<b1 , .[0, 1) n2 ↵ n=1
/Q
,↵ 2 :
N 1
1 X
1(a,b) n2 ↵ ! b a
N n=0 N !1

,f 2 C ([0, 1)) , :

N 1 ˆ1
1 X
f n2 ↵ ! f dµ
N n=0 N !1
0

.(f = 1(a,b) )
2⇡ikx
, e k2Z
,

N 1 ˆ1
1 X 2⇡ikn2 ↵
e ! e2⇡ikx dx = 0
N n=0 N !1
0

,f : T2 ! T2

f (x, y) = e2⇡iky

,n
n
f (T n (x, y)) = e2⇡ik(y+nx+( 2 ) )
 ,

f (T n (0, 0)) = e2⇡ikn↵

,
N 1
(
1 X 1 k=0
ˆ
f (T n (0, 0)) ! f (x, y) dx ⇥ dy =
N n=0 N !1 0 k 6= 0

⌅
{p (n)}n , , R p :
.[0, 1]

47
 8
. A⇢B , (X, B, µ) :
: " µ ,E [· | A] : L1 (B) ! L1 (B) ,
,f 2 L1 (B) .1
E [f | A] 2 L1 (A)
.(X, A, µ |A ) L1 (A) E [· | A] ,
,A 2 A ,f 2 L1 (B) .2
ˆ ˆ
E [f | A] dµ |A = f dµ
A A

15
. T AT ⇢ B .f 2 L1 (X ) , " X := (X, B, µ, T ) :

N
1 X
f (T n x) ! E [f | AT ]
N n=1 N !1

:
N
X
1
f (T n x) ! f˜ 2 L1 (B)
N n=1
N !1

.1,2 f˜ . T f˜
,A 2 AT ,2 . T ,1 f˜
N
1 X
ˆ ˆ
f˜dµ = lim f (T n x) dµ
N !1 N
A A n=1

N ˆ
1 X
= lim f (T n x) dµ
N !1 N
n=1 A
N ˆ
1 X
(A2AT ) = lim f (x) dµ
N !1 N
n=1 A
ˆ
= f dµ
A

. AT T 15

48
 ⌅ .( f (T n x) )
:

: E [· | A] : L1 (B) ! L1 (B) .1
0  f 2 L1 (B)
´
µf .B 2 B µf (B) = B
f dµ µf
dµ
.g := dµf 2 L1 (A) ,( ) µf | A ⌧ µ | A ,
dµf
.f 7! dµ E [· | A]
1
.f 2 L (A) ,
. f
dµ 1
2 . dµf 2 L (A) 1 , .1,2 .2
,A 2 A ,
dµf
ˆ ˆ
E [f | A] dµ := dµ
dµ
A A
= µf (A)
ˆ
= f dµ
A

. " µ E [· | A] .3
1
.1,2 g 1 , g2 f 2 L (B)

A := {x 2 X | g1 (x) < g2 (x)}

. A A ,g1 , g2 2 L1 (A) ,1 g 1 , g2
2
ˆ ˆ ˆ
g1 dµ = f dµ = g2 dµ
A A A

.µ (A) = 0 ,g1 < g2 A

µ ({x 2 X : g2 (x) < g1 (x)}) = 0

⌅ . " µ g1 = g2

. E [· | A] :

. " µ E [af + bg | A] = aE [f | A] + bE [g | A] ,a, b 2 C f, g 2 L1 (B) :

. " µ ,af + bg 1,2
,2 . L1 (A) E [f | A] , E [g | A] , 1
,A 2 A
ˆ ˆ ˆ
(aE [f | A] + bE [f | A]) dµ = a E [f | A] dµ + b E [g | A] dµ
A A A
ˆ ˆ
= a f dµ + b gdµ
ˆ
= (af + bg) dµ
A

⌅
17 16
.1 , E [· | A] :
:

. .1
.0  f 2 L1 (B)
A := {x 2 X | E [f | A] < 0}
,A 2 A
ˆ
E [f | A] dµ  0
A

2 ,
ˆ ˆ
E [f | A] dµ = f dµ 0
A A

.µ (A) = 0
.1 .2

ˆ ˆ
|E [f | A]| dµ = kE [f | A]k  kf k = |f | dµ

, E [f | A] ,0 < f 2 L1 (B)
´
kE [f | A]k E [f | A] dµ
= ´ =
kf k f dµ
´
f dµ
= ´
f dµ
= 1
.kU ykZ 0 ,kykY 0 y2Y , ,U : Y ! Z 16

U ,U : Y ! Z 17

kU kop := sup kU ykZ

kykY =1
 , f 2 L1 (B)

A+ := {x 2 X : E [f | A] (x) > 0}

A := {x 2 X : E [f | A] (x) < 0}

ˆ ˆ ˆ
|E [f | A]| dµ = |E [f | A]| dµ |E [f | A]| dµ
A+ A
ˆ ˆ
= f dµ f dµ
A+ A
ˆ
 |f | dµ

. A⇢B , (X, B, µ) :
18
,g 2 L1 (A) f 2 L1 (B) .1

E [gf | A] = gE [f | A]

. " µ
, Ã ⇢ A ⇢ B .2
h i h i
E E [f | A] | Ã = E f | Ã

. " µ
,f 2 L1 (A) .3

E [f | A] = f

. " µ
1
,f 2 L (B) .4

E [f | A]  E [|f | | A]

" µ ,1,2 , :
.
.gf 2 L1 g 18
 . ⇡:X!Y . X := (X, B, µ) , Y := (Y, D, ⌫) :( )
1 1
: " µ ,E [· | Y ] : L (X ) ! L (X ) ,
f 2 L1 (X ) .1

E [f | A] 2 L1 (Y )

.L1 (Y ) E [· | Y ] ,
1
,B 2 B ,f 2 L (X ) .2
ˆ ˆ
E [f | Y ] d⌫ = f dµ
B ⇡ 1 (B)

. :
, ⇡:X!Y , D ⇢ B ,X = Y :
.
1
Y , ⇡ (D) ⇢ B :
,⇡ 1 (D)
⇥ 1
⇤
E f |⇡ (D) (x) = E [f | Y ] (⇡ (x))

. " µ

.1,2 :

9
B̃ . (X, B, µ) :

B1 ⇠ B2 () µ (B1 4B2 ) = 0

. B̃ :
,B̃ :

d (B1 , B2 ) := µ (B1 4B2 )

,B 7! 1B ,B̃ B̃
ˆ
d (B1 , B2 ) = |1B1 1B2 | dµ

⌅ . B̃
X ,Y B̃, D̃ , X := (X, B, µ) , Y := (Y, D, ⌫) :
.
↵:X !Y ,Y X
1
↵ : D̃ ! B̃

:
.1
⇣ ⌘ ⇣ ⌘ ⇣ ⌘
1 1 1
↵ D̃1 [ D̃2 = ↵ D̃1 [ ↵ D̃2

.2
⇣ ⌘ ⇣⇣ ⌘⌘C
1
↵ D̃C = ↵ 1 D̃

.3
⇣ ⇣ ⌘⌘ ⇣ ⌘
1
µ ↵ D̃ = ⌫ D̃

1
. . ↵ :
1
. ↵ :
⇣ ⌘ ⇣ ⌘
1 1
,2 ,↵ D̃1 = ↵ D̃2 :
⇣ ⌘ ⌘⇣ ⇣ ⌘
1 1 1
↵ D̃1 [ D̃2 = ↵ D̃1 [ ↵ D̃2
⇣ ⌘
= ↵ 1 D̃1

⇣ ⌘ ✓⇣ ⌘C ◆
1 1
↵ D̃1 \ D̃2 = ↵ D̃1C [ D̃2C
⇣ ⇣ ⌘⌘C
1
( 2) = ↵ D̃1C [ D̃2C
⇣ ⇣ ⌘ ⇣ ⌘⌘C
( 1) = ↵ 1 D̃1C [ ↵ 1 D̃2C
✓⇣ ⇣ ⌘⌘C ⇣ ⇣ ⌘⌘C ◆C
1 1
( 2) = ↵ D̃1 [ ↵ D̃2
✓⇣ ⇣ ⌘⌘C ◆C
1
1
(↵ (D̃1 )=↵ (D̃2 )) 1
= ↵ D̃1
⇣ ⌘
1
= ↵ D̃1
 ,
⇣ ⌘ ⇣ ⌘
1 1
↵ D̃1 [ D̃2 = ↵ D̃1 \ D̃2

⇣ ⇣ ⌘⌘ ⇣ ⇣ ⌘⌘
1 1
µ ↵ D̃1 [ D̃2 =µ ↵ D̃1 \ D̃2

,3
⇣ ⇣ ⌘⌘ ⇣ ⇣ ⌘⌘
1 1
⌫ ↵ D̃1 [ D̃2 =⌫ ↵ D̃1 \ D̃2
⇣⇣ ⌘ ⇣ ⌘⌘ ⇣ ⌘
,⌫ D̃1 [ D̃2 \ D̃1 \ D̃2 =0 ,⌫ D̃1 4D̃2 = 0 ,D̃

D̃1 = D̃2

⌅ .
S 1
,D̃ := n D̃n , . ↵ :
⇣ ⌘ [ ⇣ ⌘
↵ 1 D̃ = ↵ 1 D̃n
n

. :
, ⌫ :
N
!
[
⌫ D̃\ D̃n ! 0
N !1
n=1

,
!
⇣ ⌘ [ N ⇣ ⌘
1 1
µ ↵ D̃ \ ↵ D̃n ! 0
N !1
n=1

⌅ .
1 ↵ p
,↵ : X ! Y ↵ ,f 2 L (X ) f 2 Lp (Y ) :

f ↵ (x) := f ↵ (x)

,{Aq }q2Q ⇢ D ,f 2 Lp (Y ) :

Aq := {y 2 Y : f (y) < q}
 .Aq1 ⇢ Aq2 ,q1 < q2
, {Aq }q2Q ,

f (y) = inf {y 2 Aq }
q

n o
f 7! {At }t2Q 7! B̃t 7! f ↵
t2Q

⇣ ⌘ n o
q ,(⌫ Ãq1 4Ãq2 = 0 ) Ãq ⇢ D̃
q2Q ⇣ ⌘
⌅ .B̃q := ↵ 1
Ãt 2 B̃

,Y X ,X Y . X := (X, B, µ) ,Y := (Y, D, ⌫) :
.↵ : X ! Y
, X ,Y " :
⇣ ⌘
↵ 1 D̃ = B̃

1
. " ↵ : D̃ ! B̃ , "
↵:X !Y , . " X := (X, B, µ, T ) ,Y := (Y, D, ⌫, S) :
1 1 1 1
:D̃ 2 D̃ ↵ S D̃ = T ↵ D̃ , .T, S

T /X
X
↵ ↵
✏ ✏
Y /Y
S

19
,B̃0 ⇢ B̃ , . X := (X, B, µ) ,Y := (Y, D, ⌫) :
20
. (X, B0 , µ) , (Y, D0 , ⌫) , D̃0 ⇢ D̃

. " :
: Y ! . Z := (Z, E, ⌧ ) , " Y := (Y, D, ⌫, S) :
21
.Aut (Z )
. , 19

.B̃,D̃ 20

" " ,↵ : Z ! Z Aut (Z ) 21

.Z
 ,X := (X, B, µ, T ) "
X := Y ⇥ Z

B := D ⇥ E

µ := ⌫ ⇥ ⌧

T (y, z) := (Sy, (y) z)

.(y, z) 7! y X Y
. X := (X, B, µ) ,Y := (Y, D, ⌫) :

µ , B , X , X •
.
1
↵ : D̃ ! B̃ , X , ↵:X !Y •
. ↵:X!Y
22
. B̃ , X •

. .1
23
. " " .2
0 0
, X ,Y X ,Y , " ↵:X !Y .3
0 0 0
,↵ : X ! Y
T /X0
X
0
↵ ↵
✏ ✏
Y /Y0
S

n o
.(D {An }n ⇢ D , ) D̃0 := Ãn ⇢ D̃ :
n
n o n o
0 0 0 0 0 0 N
An ,An $ An := y 2 Y | y (n) = 1 n ,Y = {0, 1}
n n 0o 0
An 2 D 0 , S An .Y
n
1 1
S , .S An = A (n) ,An ,S An 2 D 0
.
0 0
⇣ 0 0 0 0
⌘ 0
⌫ ,Y = Y ,D ,⌫ ,S " , S
24
,
0
⇣ 0 0
⌘
⌫ Ai1 \ ... \ Aik := ⌫ (Ai1 \ ... \ Aik )

. L1 (X ) 22

. " 23

. , 24

56
 0
.Y , Y
0
. ,X ,X
.↵ : X ! Y , X := (X, B, µ) ,Y := (Y, D, ⌫) :
1 1
,B 2 B ,E [· | Y ] : L (X ) ! L (Y )
ˆ ˆ
E [f | Y ] d⌫ = f dµ
B ↵ 1 (B)

, )
ˆ ˆ
E [f | Y ] · hd⌫ = f · h↵ dµ

.(Lp (Y ) ! Lp (X ) h↵
,1  p  1

kE [f | Y ]kp  kf kp

.f 2 L1
.↵ : X ! Y , Y , X :
, M (X) ) Y ! M (X)
, ,y 7! µy ,(
1
,y " ,f 2 L (µy ) ,f 2 L1 (µ) .1
ˆ
E [f | Y ] (y) = f dµy

.y "
1
,f 2 L (µ) .2
ˆ ˆ ✓ˆ ◆
f dµ = f dµy d⌫ (y)

´
.Y µ ,µ = µy d⌫ (y) :
. ,2 1 :

.( ) :
1
.1 2 F .L (X ) F := {fn }n ⇢ C (X)
, L:F !C
a, b 2 Q f, g 2 F L (af + bg) = aLf + bLg .1
f 2F |Lf |  max |f | .2

57
 .L1 = 1 Lf 0 () f 0 .3
.L1 = 1 C (X) L
,X ,
.M (X)
.y " .E [· | Y ] (y) , y2Y
.y " , ,y " 1 4 E [· | Y ] (y)
,( ) , y E [· | Y ] (y)

µy := E [· | Y ] (y)

,f 2 C (X)
ˆ
E [f | Y ] (y) = f dµy

.f 2 L1 (µ) ,
,µ " {gn }n ⇢ C (X) .f 2 L1 (µ)
X
f (x) = gn (x)
n

X
kgn k1 < 1
n

,µ "
X
|gn (x)| < 1
n

,f , "
X
f (x) = gn (x)
n

.L1 (µ)
,kE [f | Y ]kp  kf kp
X X
kE [gn | Y ] (y)k1  kgn k1 < 1
n n

X
E [gn | Y ] (y)
n

. " "
 P
. n E [gn | Y ] (y) y2Y
Xˆ X
|gn (x)| dµy (x) = E [|gn | | Y ] (y)
n n
< 1

X
gn (x) 2 L1 (µy )
n

!
ˆ X Xˆ
gn (x) dµy (x) = gn (x) dµy (x)
n n
X
= E [gn | Y ] (y)
n

y "
!
ˆ X X
gn (x) dµy (x) = E [gn | Y ] (y)
n n

P L1
n gn !f ,
X L 1
E [gn | Y ] ! E [f | Y ]
n

.( ,L1 " , )

!
ˆ X
gn (x) dµy (x) = E [f | Y ] (y)
n
P
.µ (A) = 0 , " A⇢X .µ " n gn (x) = f (x) ,
.y " µy (A) = 0
.µ (An ) ! µ (A) = 0 ,A {An }n
n!1
✏#0
.h✏n ! 1An .0  hn  1 ,An ,hn |ACn = 0 hn 2 C (X) n
,
ˆ ✓ˆ ◆ ˆ
h✏n dµy d⌫ (y) = h✏n dµ
ˆ
 1An dµ

= µ (An )
! µ (A)
n!1
= 0
 ,
ˆ ˆ
h✏n dµy ! µy (An ) d⌫ (y) ! 0
✏#0 n!1

µy (An ) ! 0
n!1

.y "
,n µ (A)  µ (An )

µ (A) = 0

⌅ .y "
D ,Y := (X, D, µ |D , T ) " . " X := (X, B, µ, T ) ( ) :
. T
, ) y 7! µy X ! M (X)
,y " µy ,(y
ˆ
µ |D = µy dµ |D (y)

,E 2 D
ˆ
µ |D (E) = µy (E) dµ |D (y)

.y " T µy
,y " T . {fj }j ⇢ C (X) :
T
,y " µy (E) = 1 E := E
j j .y " µy (Ej ) = 1 {Ej }j
.f 2 C (X) T . T fj
,j
ˆ ˆ
fj dµy = fj T dµy

,
N N
1 X 1 X
fj T n+1 y = fj (T n y) + o (1)
N n=1 N n=1
⇥ ⇤
! E fj | B T (y)
N !1
ˆ
= fj dµy

.N f T N +1 y
 ˆ
fj T dµy

ˆ ˆ
fj dµy = fj T dµy

.y "
1
,y " L (Y ) .y " µy
N
1 X
ˆ
L1 (µy )
f (T n y) ! f dµy
N n=1

,{fj }j ⇢ C (X)
.
,y "
N
1 X
ˆ
L1 (µy )
fj (T n y) ! fj dµy
N n=1

,y "
N
1 X
ˆ
fj (T n y) fj dµy ! 0
N n=1 N !1

,y "
N
1 X
ˆ ˆ
fj (T n y) fj dµy dµ ! 0
N n=1 N !1

,
N
1 X
ˆ ˆ
fj (T n y) fj dµy dµ |D (y) ! 0
N n=1 N !1

y "
N
1 X
ˆ
L1 (µy )
fj (T n y) ! fj dµy
N n=1

⌅ .

61
 10
. '1 : A1 ! B, '2 : A2 ! B . A1 , A2 , B :
,B A1 , A2
A1 ⇥ A2 := {(a1 , a2 ) 2 A1 ⇥ A2 | '1 (a1 ) = '2 (a2 )}
B

.
25
. Y = (Y, D, ⌫) , i = 1, 2 Xi = (Xi , Bi , µi ) :
.↵i : Xi ! Y ,
,Y X1 , X2
✓ ◆
X1 ⇥ X2 := X 1 ⇥ X 2 , B 1 ⇥ B 2 , µ1 ⇥ µ 2
Y Y

µ1 ⇥ µ2
Y
ˆ
µ1 ⇥ µ2 (A) = µ1,y ⇥ µ2,y (A) d⌫ (y)
Y

, .i = 1, 2 ⌫ µi µi,y
ˆ
µi = µi,y d⌫ (y)

f1 ⌦ f2 (x1 , x2 ) := , :
,f1 (x1 ) · f2 (x2 )
ˆ
µ1 ⇥ µ2 (f1 ⌦ f2 ) = µ1,y (f1 ) · µ2,y (f2 ) d⌫ (y)
Y

,
ˆ ˆ ✓ˆ ◆ ✓ˆ ◆
f1 ⌦ f2 (x1 , x2 ) dµ2 ⇥ µ2 (x1 , x2 ) = f1 (x1 ) dµ1y (x1 ) · f2 (x2 ) dµ2y (x2 ) d⌫ (y)
Y

✓ ◆
,i = 1, 2 ⇡i⇤ µ1 ⇥ µ2 = µi ,i = 1, 2 ⇡i : X 1 ⇥ X 2 ! X i :
Y
,
X1 ⇥ X2
Y
⇡1 ⇡2

{ #
X1 X2

↵1 ↵2
$ z
Y

. , 25
i : Xi ! Z , Z := (Z, E, ⌧ ) ( )
, ,i = 1, 2

Z
1 2

} !
X1 X2

↵1 ↵2
! }
Y

↵1 1 = ↵2 2

, ,' : Z ! X1 ⇥ X2

Z
'
✏
1
X1 ⇥ X2 2

⇡1 ⇡2
⌅ { # ⇢
X1 X2

↵1 ↵2
$ z
Y

, X1 , X2 , X3 :
✓ ◆ ✓ ◆
X1 ⇥ Xy ⇥ X3 = X1 ⇥ X2 ⇥ X3
Y Y Y Y

:
✓ ◆ ✓ ◆
µ1 ⇥ µ2 ⇥ µ3 = µ1 ⇥ µ2 ⇥ µ3
Y Y Y Y

,y "

(µ1 ⇥ µ2 )y ⇥ µ3,y = (µ1,y ⇥ µ2,y ) ⇥ µ3,y

= µ1,y ⇥ (µ2,y ⇥ µ3,y )
= µ1,y ⇥ (µ2 ⇥ µ3 )y
= µ1,y ⇥ (µ2,y ⇥ µ3,y )
 ,d⌫
ˆ ˆ
(µ1 ⇥ µ2 )y ⇥ µ3,y d⌫ (y) = µ1,y ⇥ (µ2,y ⇥ µ3,y ) d⌫ (y)

,
✓ ◆ ✓ ◆
µ1 ⇥ µ2 ⇥ µ3 = µ1 ⇥ µ2 ⇥ µ3
Y Y Y Y

⌅ .
. ↵:X !Y , X = (X, B, µ) , Y = (Y, D, ⌫) :
,A ⇠ B () µ (A4B) = 0 ⇣ ,B̃, D̃ ⇣
⌘ ⌘
.d B̃1 , B̃2 = µ B̃1 4B̃2

. T B̃ T ,B̃ T ⇢ ↵ 1
D̃ ,

, ↵ : X ! Y .D̃ = {;, {?}} ,( ) Y = {?} :

. , T ,B̃ T ⇢ ↵ 1
({?}) ⇢ B̃ ,B̃ T ⇢ ↵ 1
D̃

11
) UT I , " X = (X, B, µ, T ) :
,I PT : L2 (µ) ! I ,( T
N N
1 X X
f (T n x) g T 2n x ⇡ PT f (T n x) · PT g T 2n x
N n=1 n=1

:
, T Bd
N N
1 X X
f (T n x) g T 2n x ⇡ E [f | Bd ] (T n x) · E [g | Bd ] T 2n x
N n=1 n=1

. , " X = (X, B, T, µ) :
,( ) T
. ,UT
" ,| i | = 1 . { i }i " UT { i }i

Y := (Y, D, mY , R )

:
 N
, S1 =( 1, 2 , ...) •

Y := { n | n 2 Z}
n
Y .
N
. S1

8 9
<Yk =
L2 (Y ) = LinSpan j | k2N
: ;
j=1

,y 2 Y { i }i

i (y) = yi

. { i }i , " Y D •
. mY •
, . R •

i (R y) = i ( y)
= i i (y)

" , .X Y , :

↵:X !Y

1
,↵ :B!D , i $ i :

y2Y | i (y) 2 (a, b) ⇢ S 1 7! x 2 X| i (x) 2 (a, b) ⇢ S 1

,L2 (E) = L2 (B)d ,E ⇢ B

⌅ .

12
, X . " X = (X, B, µ, T ) :

L2 (X ) = LinSpan { i }i

.UT { i }i

65
 , X ,Y . " X = (X, B, µ, T ) , Y = (Y, D, ⌫, S) :
, ' : L2 (X ) ! L2 (Y )

,T, S .1

T '=' S

, .2

hf, giX = h' (f ) , ' (g)iY

. " X = (X, B, µ, T ) , Y = (Y, D, ⌫, S) :

.H (S) := { 2 C | 9f, Sf = f } ,H (T ) := { 2 C | 9f, T f = f }
.H (T ) = H (S) , X ,Y

L2 (X ) , X = (X, B, µ, T ) " :

{1} [ {f ,j | 2 ⇤, j 2 Z}

, ⇤

UT f ,j =f ,j+1

26
,f ,j µ ,j , ," " :
,

hUTn f ,j , f ,j i = hf ,j+1 , f ,j i

(
0 n 6= 0
=
1 n=0

, ,0 n 6= 0 zn
.

. , :
1 1 Z Z
.µ = 2, 2 X = {0, 1} :
A⇢⇤ ,⇤ := {A ⇢ Z : A }
Y xj
fA (x) := ( 1)
j2A
⌦ ↵ ´ 26
. " f =g . UTn f, g = z n µf,g µf,g , f, g
 f; ⌘ 1

,1 {fA }A2⇤
ˆ Y Y
xj xj
hfA , fB i = ( 1) · ( 1) dµ
j2A j2B
ˆ Y xj
= ( 1) dµ
j2A4B
(
0 A 6= B
=
1 A=B

,A + 1 = {a + 1 : a 2 A} , 1 T

UT fA = fA+1

, ˜
⇤ ,A ⇠ B () 9k A = B + k ,A, B 2 ⇤ ,
.
,UT fA ,j = fA ,j+1 ,fA ,j = fA +j {fA ,j }A 2⇤,j2Z
˜ ,A
.

12.1
. . :
. ,
, (X, B, µ, T ) " :

.S = {1, ..., n} X = SZ •
, B •
,a : J ! S J ⇢Z

C (J , a) := (xn )n2Z | xj = a (j) 8j 2 J

Pn Z
. i=1 pi = 1 0  pi  1 µ = (p1 , ..., pn ) µ •
: µ
Q
.µ = k2Z p, µ ,p (j) = pj ,S = {1, ..., n} p := (p1 , ..., pn ) .1
, µ .2
Y
µ (C (J , a)) = pa(j)
j2J
 .(xn )n2Z 7! (xn+1 )n2Z , T •

,A ⇢ B , X . " X := (X, B, µ, T ) :
1
T A ⇢ A .1
B̃ Ã .2
!
[
n
B̃ = T Ã
n2Z

.( Ã,B̃ )
T n
1n T Ã = {;, X} .3

. :1
. , :2
. :
Z
,a : [ k, l] ! S k, l > 0 . S , B, µ, T :1

A( k,l) (a) := x 2 S Z | xj = a (j) , kjl

. ,0 k+l ,

A := A(0,l) (a) | l > 0, a : [0, l] ! S

A⇢B . ,
,
1 1
.T A⇢A , T , T .1
.B .2
.k + l = m B = A( k,l) (a) .m B2B .3
m
,A 2 A T A B
m
µ A( k,l) (a) \ T A = µ A( k,l) (a) · µ T m A
T
B ,( ) n 1 T nA B
,

µ (B) = µ (B \ B)
= µ (B) · µ (B)

⌅ . ,B 2 {;, X} ,µ (B) 2 {0, 1}

X A ⇢ B . X := (X, B, µ, T ) :2
, V  L2 (X ) .V := L1 (X |A ) .

68
 1 1
,T A2T A⇢A 1 ,1T 1A 2V ,1A 2 UT V ) UT V ⇢ V .1
.(1A 2 UT V
S
.( 2 ) L2 (B) n
n2Z UT V .2
T
.( 3 ) n 1 UTn V = { } .3

.V = UT V W ,V UT V W
1
,UT W ? W UT .UT W ? W ,UT W ⇢ UT V ? W
.m 6= n ,m, n 2 Z UTn W ? UTm W
,

V = UT V W
= UT 2 V UT W W
= ...

V = UT 1 V W
= UT 2 V UT 1 W W
= ...

L2 (B) = { } n2Z UT n W

. ⇤, L2 (B) .W {f } 2⇤

{1} [ {UTn f : 2 ⇤, n 2 Z}
0
,m, n 2 Z , , 2⇤ .L2 (B)
⌦ ↵
hUTn f , UTm f 0 i = UTn m
f ,f 0

0
. {f } 2⇤ , 6= n=m
. , f 0 2W ? UTn m f n>m
. ⇤ ,
27
. B1 , ..., BN 2 B N >0 ,X := (X, B, µ) :

N ,N > 0 . W . ⇤
. A
2
,L (X ) = { } , ) 0 6= f 2 W .N > 0
.(B = {;, X}
. 27

69
A0 := .B0 := B \ A0 = {B \ A0 : B 2 B} ,A0 = Supp (f )
.A \ A0 := {A \ A0 : A 2 A}
S n
,B n2Z T A . B1 , ..., BN 2 B0
k , " Bi S
T kA B1 , ..., BN ,A ⇢ T A . B1 , ...BN |n|k T A
n

.A1 , ..., AN 2 T k A
. A1 , ..., AN 2 A0
. ,1  i  N gi := f · (1Bi T)
. , g1 , ..., gN
1
. T A⇢A 1Bi T ,f 2 W ⇢ V , A f ,gi 2 V ,1  i  N
,UT h 2 UT V ,gi ? UT V ,1  i  N ,

hgi , UT hi = hf · (1Bi T ) , UT hi
= hf, UT 1Bi · UT hi
= hf, UT (1Bi · h)i
(f 2W ?UT V 31Bi ·h) = 0

⌅ .

13
I : B ! R+ X . X := (X, B, µ) :
,

.I (A4An ) ! 0 µ (A4An ) ! 0 .µ I .1
.I (A) < I (B) µ (A) < µ (B) .µ I ,I (X) = 0 .2
.I (A \ B) = I (A) + I (B) ,(µ (A \ B) = µ (A) µ (B) ) A, B .3

, ' : [0, 1] ! R+ :

' .1
' ' (1) = 0 .2
' (ts) = ' (s) + ' (t) .3

.0 < c 2 R ' (t) = c log t

↵⇢B . X := (X, B, µ) :
.X , , ↵ ,X
.X ↵ , X := (X, B, µ) :

.2 log ,Iµ (B) := log µ (B) X .1

.Iµ (B) = 0 µ (B) = 0
 ,Iµ (↵) : X ! R ↵ .2
X
Iµ (↵) (x) : = Iµ (A) · 1A (x)
A2↵
X
= log µ (A) · 1A (x)
A2↵

.x ↵ , ,x
,x ↵ [x]↵

Iµ (↵) (x) = log µ ([x]↵ )

↵ .3
ˆ
Hµ (↵) : = Iµ (↵) (x) dµ
X ˆ
= log µ (A) · 1A (x) dx
A2↵
X
= log µ (A) · µ (A)
A2↵

.( ↵ )

. F ⇢B ,X ↵ , X := (X, B, µ) :

µ (A | F) (x) := E [1A | F] (x)

,Iµ (A | F) : X ! R ,F A .1

Iµ (A | F) (x) := log µ (A | F) (x)

,Iµ (↵ | F) : X ! R ,F ↵ .2
X
Iµ (↵ | F) (x) := Iµ (A | F) (x) · 1A (x)
A2↵

,F ↵ .3
ˆ
Hµ (↵ | F) := Iµ (A | F) (x) dµ
 ,F ↵ :
ˆ X
Hµ (↵ | F) = log µ (A | F) (x) · 1A (x) dµ
A2↵
Xˆ
= log µ (A | F) (x) · 1A (x) dµ
A2↵
Xˆ
= log µ (A | F) (x) · E [A | F] (x) dµ
A2↵
Xˆ
= log µ (A | F) (x) · µ (A | F) (x) dµ
A2↵

.X ↵, , X := (X, B, µ) :
⇣ ⌘
E ⇠ F () ,↵, ˜, ˜
↵ ) ↵
˜ ⇢ ˜ ↵  •
.(µ (E4F ) = 0
. , ( ) :
.↵ ↵ ( )
.( , ↵, , ) ↵ ↵ ↵= •
.(↵, , ) ↵_ = {A \ B | A 2 ↵, B 2 } •
.F1 _ F2 := (F1 [ F2 ) , F1 , F2 •

, .X ↵, , X := (X, B, µ) :

Iµ (A | ) := Iµ (A | ( ))

Iµ (↵ | ) := Iµ (↵ | ( ))

Hµ (↵ | ) = Hµ (↵ | ( ))

, ( ) :

µ (A \ B)
µ (A | B) :=
µ (B)
 Iµ (↵ | ) (x) = Iµ (↵ | ( )) (x)
X
( µ(A\B)
µ(A|B):= µ(B) ) = log µ (A | ) (x) 1A (x)
A2↵
XX
= log µ (A | B) (x) 1A (x) 1B (x)
A2↵ B2
XX µ (A \ B)
= log (x) 1A\B (x)
µ (B)
A2↵ B2
⇣ ⌘
µ [x]↵_
= log ⇣ ⌘
µ [x]

,
X X
Hµ (↵ | ) = µ (B) log µ (A | B) · µ (A | B)
B2 A2↵

, " µ .X ↵, , F ⇢B , X := (X, B, µ) :

.1

Iµ (↵ _ | F) = Iµ (↵ | F) + Iµ ( | (↵) _ F)

.2

Hµ (↵ _ | F) = Hµ (↵ | F) + Hµ ( | (↵) _ F)

,F = {;, X}

Iµ (↵ _ ) = Iµ (↵) + Iµ ( | ↵)

Hµ (↵ _ ) = Hµ (↵) + Hµ ( | ↵)

, :
X µ (A \ B | F) (x)
µ (B | (↵) _ F) (x) = · 1A (x)
µ (A | F) (x)
A2↵

73
, (↵)_F 1B : (↵)_F :
, (↵) F . (↵) _ F
. (↵) _ F
,
( )
[
(↵) _ F = A \ F A | FA 2 F
A2↵
P
. F 'A ,( ) A 'A (x) 1A (x) (↵) _ F
´ ´
, hf = hg h , " f, g ,
, F ' A0 2 ↵ ,B 2
ˆ ˆ X µ (A \ B | F)
' (x) 1A0 (x) µ (B | F _ (↵)) (x) = ' (x) 1A0 (x) 1A (x)
µ (A | F)
A2↵

, 1A0
ˆ X µ (A \ B | F) (x)
' (x) 1A0 (x) 1A (x) =
µ (B | F) (x)
A2↵
µ (A0 \ B | F) (x)
ˆ
= ' (x) 1A0 (x)
µ (A0 | F) (x)
µ (A0 \ B | F) (x)
ˆ
= ' (x) µ (A0 | F) (x)
µ (A0 | F) (x)
ˆ
= ' (x) µ (A0 \ B | F) (x)
ˆ
= ' (x) 1A0 \B (x)
ˆ
= ' (x) 1A0 (x) 1B (x)
ˆ
= ' (x) 1A0 (x) µ (B | (↵) _ F) (x)

, .1
 Iµ ( | (↵) _ F) (x)
X
:= log µ (B | (↵) _ F) (x) 1B (x)
B2
!
X X µ (A \ B | F) (x)
( ) = 1B (x) log 1A (x)
µ (A | F) (x)
B2 A2↵
X µ (A \ B | F) (x)
= 1A\B (x) log
µ (A | F) (x)
A2↵, B2
X X
= 1A\B (x) log µ (A \ B | F) (x) + 1A\B (x) log µ (A | F) (x)
A2↵, B2 A2↵, B2
= Iµ (↵ _ | F) Iµ (↵ | F)

.
⌅ . 1 .2

X ↵, , , F ⇢B , X := (X, B, µ) :
.

↵ .1
Hµ (↵ | )  Hµ ( | ) ( )
Hµ ( | ↵) Hµ ( | ) ( )
,A 2 ↵, B 2 , ) " ↵, ,Hµ (↵ _ )  Hµ (↵)+Hµ ( ) .2
.(µ (A \ B) = µ (A) µ (B)
2
.m ,[0, 1] .Iµ :
⇥ ⇥1 ⇤
= {{(x, y) : x  y} , {(x, y) : x > y}} ,( )↵= 0, 12 ⇥ [0, 1] , 2 , 1 ⇥ [0, 1]
.( )

1
Im (↵) = log = Im ( )
2
,(3/8 ) (1/8 ) ↵_ ,
( 1/8
log 1/2 x
Im (↵ _ ) (x) = 3/8
log 1/2 x

.Im (↵) Iµ (↵ _ ) ,↵  ↵ _
 13.1
, .X ↵, , " X := (X, B, µ, T ) :
⇣ ⌘
µ [T x]↵ \ [T x]
Iµ (↵ | ) (T x) = log ⇣ ⌘
µ [T x]
⇣ ⌘
µ [x]T 1 ↵ \ [x]T 1
= log ⇣ ⌘
µ [x]T 1
1 1
= Iµ T ↵|T (x)
,
1 1
Hµ (↵ | ) = Hµ T ↵|T

. X ↵ , " X := (X, B, µ, T ) :
1
hµ (T, ↵) := lim Hµ _ni=01 T i
↵
n!1 n
,
hµ (T ) := sup {hµ (T, ↵) | ↵ Hµ (↵) < 1}

,hµ (T, ↵)  Hµ (↵) :

n
X1
1 1
Hµ _nj=01 T j
↵  Hµ T j
↵
n n j=0
n 1
1X
= Hµ (↵)
n j=0
= Hµ (↵)

. :
, ,↵n := _ni=01 T i
↵ :
n
Hµ (↵n+m )  Hµ (↵n ) + Hµ T ↵m
= Hµ (↵n ) + Hµ (↵m )
, cn+m  cn + cm (cn )n ⇢ R ) Hµ (↵n )
⌅ . 28
,(inf an
n

m!1 . cm
m
 kckn+r
n +cr
 cnn + cr
kn+r
= cnn + cmr ,0  r  n + 1 m = kn + r m>n ,n 28

,lim sup cmm

= lim inf cnn ,lim sup cmm
 lim inf cnn , n .lim sup cm m
 cnn
.inf cnn
 .hµ (T ) = Hµ (↵) , ↵n :
Z
[i]0 := {x 2 X : x (0) = i} ,↵ = {[0]0 , [1]0 } . T ,X = {0, 1} :
, .i = 0, 1
_ni=01 T i
↵ = {x 2 X | 8j=0,...,n 1 x (j) = aj }
:= [a0 , ..., an 1 ]ai 2{0,1}

._ni=01 T i
↵ 2n

⇣n o⌘ 1
µ [a0 , ..., an 1 ]ai 2{0,1} =
2n

1 1
Hµ _ni=01 T i
↵ = 2n · log n
2n 2
1
= log n
2
= n log 2

1
hµ (T, ↵) = lim Hµ _ni=01 T i
↵
n!1 n
1
= lim n log 2
n!1 n
= log 2
= 1

. X ↵ , " X := (X, B, µ, T ) :
hµ (T, ↵) = lim Hµ ↵ | _ni=1 T i
↵
n!1

, :
Hµ _ni=01 T i
↵
⇣ ⌘ ⇣ ⌘
= Hµ T (n 1)
↵ + Hµ _ni=02 T i ↵ | T (n 1)
↵
⇣ ⌘ ⇣ ⌘
= Hµ T (n 1)
↵ + Hµ T (n 2) ↵ | T (n 1)
↵ + ... + Hµ ↵ | _ni=11 T i
↵

= Hµ (↵) + Hµ ↵ | T 1 ↵ + ... + Hµ ↵ | _ni=11 T i

↵
Xn ⇣ ⌘
= Hµ (↵) + Hµ ↵ | _ji=1 T j ↵
j=1
 n
X ⇣ ⌘
bn := Hµ ↵ | _ji=1 T j
↵ = Hµ _ni=01 T i
↵ Hµ (↵)
j=1

.
1
,n ! 1 n Hµ (↵) ! 0 ,

1
hµ (T, ↵) : = lim Hµ _ni=01 T i ↵
n!1 n
1X
n ⇣ ⌘
= lim Hµ ↵ | _ji=1 T j
↵
n!1 n
j=1
⇣ ⌘
(cn )n ⇢ R ) bj := Hµ ↵ | _ji=1 T i
↵ ,
1
Pm
.(m ! 1 cm ! c ,m ! 1 m j=1 cj !c

hµ (T, ↵) = lim Hµ ↵ | _nj=1 T j

↵
n!1

⌅ .

13.1.1
. X ↵ , " X := (X, B, µ, T ) :

.1

hµ (T, ↵) = hµ T, _ki=0 T i
↵

, T .2
,k 1 ( )
1
hµ T , ↵ = hµ (T, ↵) = hµ T, _ki=0 T i
↵

,k 1 ( )

hµ (T, ↵) = hµ T, _ki= kT
i
↵

,k 1 ()

hµ T k = k · hµ (T )

:
 , .1
1
hµ T, _ki=0 T i
↵ = lim Hµ _nj=01 T j _ki=0 T i ↵
n!1 n
1
= lim Hµ _nj=01+k T j ↵
n!1 n
1 n 1+k
= lim Hµ _nj=01+k T j ↵
n!1 n n 1+k
1
= lim Hµ _n+kj=0
1
T i↵
n!1 n + k
= hµ (T, ↵)

. T .2
, ( )
1
hµ T 1
,↵ = lim Hµ _ni=01 T i ↵
n!1 n
1 ⇣ ⌘
= lim Hµ T (n 1) _ni=01 T i
↵
n!1 n
1
= lim Hµ _ni=01 T 1 ↵
n!1 n
= hµ (T, ↵)

. ( )
,Hµ (↵1 )  Hµ (↵2 ) ↵1  ↵2 , ()

hµ T k , ↵  hµ T k , _ki=01 T i
↵
= khµ (T, ↵)

hµ T k  khµ (T )

hµ T k sup hµ T k , _ki=01 T i
↵
sup khµ (T, ↵)
= khµ (T )

⌅ . ,hµ T k = khµ (T )

. :
:

h̃µ (T ) := sup {hµ (T, ↵) | ↵ Hµ (↵) < 1}

 , ↵ .hµ (T ) h̃µ (T ) .hµ (T ) = h̃µ (T )
, .hµ (↵ | ) < ✏ ✏>0

hµ (T, ↵)  hµ (T, ) + hµ (↵ | )
< hµ (T, ) + ✏

.hµ (T )  h̃µ (T )
n .✏ > 0 .↵ = {A1 , A2 , ...} . ↵
8 9
< n
[ =
n := {A1 , A2 , ..., An } [ X\ Aj
: ;
j=1

Sn Sn
.n ! 1 µ (Bn ) ! 0 , j=1 Aj " X ↵ .Bn := j=1 Aj
1
X
Hµ (↵ | n) = µ (Bn ) · µ (Aj | Bn ) log µ (Aj | Bn )
j=n+1
1
X µ (Aj \ Bn ) µ (Aj \ Bn )
= µ (Bn ) log
j=n+1
µ (Bn ) µ (Bn )
X1
µ (Aj )
= µ (Aj ) log
j=n+1
µ (Bn )
0 1
1
X 1
X
= µ (Aj ) log µ (Aj ) + @ µ (Aj )A · log µ (Bn )
j=n+1 j=n+1
1
X
= µ (Aj ) log µ (Aj ) + µ (Bn ) · log µ (Bn )
j=n+1
! 0+0=0
n!1

.Hµ (↵) < 1

⌅ .hµ (T, ↵)  Hµ (↵ | N) <✏ N

13.1.2
. ↵ , " X := (X, B, µ, T ) :
. _1
i= 1T
i
↵ =B , ↵ . _1
i=0 T
i
↵ =B , ↵
↵ . ↵ , " X := (X, B, µ, T ) :
,

hµ (T, ↵) = hµ (T )

80
 1 1 Z Z
µ= 2, 2 X = {0, 1} :
.i = 0, 1 [x]i := {x 2 X : x (0) = i} ,↵ = {[x]0 , [x]1 } .((xn )n 7! (xn+1 )n )
) hµ ( ) = hµ ( , ↵) = log 2 = 1 , ,
.(
1 1 1 Z Z
. ⌫= 3, 3, 3 Y = {0, 1, 2} ,
.hµ ( ) = hµ ( , ) = log 3 , = {[y]0 , [y]1 , [y]3 }
.( )
. ,( )
.h⌫ (S)  hµ (T ) .X Y , " X := (X, B, µ, T ) , Y := (Y, D, ⌫, S) :

. " :
1
.µ, ⌫ :D!B , . :X!Y :
1 1
.X (↵) := (A) A2↵
.Y ↵
1 1
,h⌫ (S, ↵) Y ↵ .h⌫ (S, ↵) = hµ T, (↵) ,
⌅ .h⌫ (S)  hµ (T ) , X 1
(↵)
. :
.hµ (T, ↵)  hµ (T ) . ↵ : "
, ,

hµ (T, )  hµ T, _ni=01 T i
↵ + Hµ | _ni=01 T 1
↵
= hµ (T, ↵) + Hµ | _ni=01 T 1
↵
! hµ (T, ↵) + 0
n!1
= hµ (T, ↵)

. " , hµ T, _ni=01 T i
↵ = hµ (T, ↵)
,

hµ (T )  hµ (T, ↵)

.hµ (T ) = hµ (T, ↵)
, :

Hµ | _ni=0 T i
↵ ! 0
n!1

.( ) ↵ :
.✏ > 0 . = {B1 , ..., Bm } .
,A0j 2 _ni=01 T i
↵ , n ,Bj >0 , ↵

µ A0j 4Bj < /m2

 ,

A1 := A01
A2 := A02 \A01
A3 := A03 \ (A01 [ A02 )

m
[2
Am 1 := A0m 1\ A0i
i=1
m
[1
Am := X\ Ai
i=1

.↵m := {A1 , ...Am 1 , Am }

,1  i  m 1 •

µ (Ai 4Bi )
0 1
i[1
(1)  µ (A0i \Bi ) + µ (Bi \A0i ) + µ @Bj \ A0j A
j=1
i 1
X
(2)  µ (A0i 4Bi ) + µ A0j \Bj
j=1

< /m2 + (i 1)
m2
 i /m 2

 /m

,A , B := B1 \B2 (1)

A4B = A\B [ B\A

= A\ (B1 \B2 ) [ ((B1 \B2 ) \A)
= (A\B1 ) [ (B1 \A) [ (A \ B2 )

,Bj ⇢ Bic (2)

0
A0j \ Bi = A0j \Bic ⇢ Aj \Bj

i[1 i
[ i[1
0
Bi \ A0j = A0j \ Bi ⇢ Aj \Bi
j=1 j=1 j=1
 ,i = m •
m
!
[1 m
[1
µ (Am 4Bm ) = µ Ai 4 Bi
i=1 i=1
m
!
[
(1)  µ Ai 4Bi
i=1
m
X1
 µ (Ai 4Bi )
i=1

 m
m
=
, (1)
(A [ B) 4 (C4D) = [(A [ B) \ (C [ D)] [ [(C [ D) \ (A [ B)]
c c
= [(A [ B) \ (C [ D) ] [ [(C [ D) \ (A [ B) ]
= [A [ B \ C c \ Dc ] [ [C [ D \ Ac \ B c ]
⇢ (A \ C c ) [ (B \ Dc ) [ (C \ Ac ) [ (D \ B c )
⇢ (A4C) [ (B4D)

,↵m = {A1 , ..., Am 1 , Am } ⇢ _ni=01 T i

↵ •
Hµ | _ni=01 T i
↵  Hµ ( | ↵ m )
Xm
µ (Ai \ Bj )
= µ (Ai \ Bj ) log
i,j=1
µ (Ai )
X X
= ... ...
i=j i6=j

,i = j ,
µ (Ai \ Bi )
!1 #0
µ (Ai )
,i 6= j
µ (Ai \ Bj )
! 0, #0
µ (Ai )
⇣ ⌘
N( ) 1 i
,Hµ | _i=0 T ↵ !0, !0 , N( )
⌅ .
, ↵ , " X := (X, B, µ, T ) :
, .
hµ (T ) = 0
 , " :

hµ (T ) = hµ (T, ↵)
= lim Hµ ↵ | _ni=1 T i
↵
n!1

(T ) = lim Hµ T ↵ | _ni=01 T i
↵
n!1
( ) = 0

⌅
,(✓ , ) S 1 , B, m, R✓ " :
.hm (R✓ ) = 0
,↵ = {(0, 1/2) , [1/2, 1)} , ✓ . ✓
.hµ (R✓ ) = hµ (R✓ , ↵) = 0

13.1.3
,k  l ,k, l 2 Z , X := (X, B, µ, T ) " :

↵kl := _li=k T i
↵

1
, .T A=A , A⇢B , " X := (X, B, µ, T ) :

hµ (T | A) := sup {hµ (T, ↵ | A)}

1
hµ (T, ↵ | A) := lim Hµ ↵0n 1
|A
n!1 n

, :

hµ (T, ↵ | A) = lim Hµ (↵ | ↵1n _ A)

n!1

, ↵, , T :

hµ (T, ↵ _ | A) = hµ (T, ↵ | A) + hµ T, | ↵11 _ A

1
= hµ (T, ↵ | A) + Hµ | 1 _ ↵11 _ A

. ↵, :
 , :
1 ⇣ ⌘
n 1
hµ (T, ↵ _ | A) = lim Hµ (↵ _ )0 | A
n!1 n
1 1
= lim Hµ ↵0n 1 | A + lim Hµ n 1
0 | ↵0n 1
_A
n!1 n n!1 n

,T , .hµ (T, ↵ | A)
n 1
1 n 1 1X
Hµ 0 | ↵0n 1
_A = Hµ T j
| ↵0n 1
_ n 1
j+1 _A
n n j=0

1X
n 1 ⇣ ⌘
= Hµ | ↵n j 1 j
_ n 1 j
1 _A
n j=0

, n
⇣ ⌘
(n 1) n 2
H T _ 0 |A
⇣ ⌘ ⇣ ⌘
= Hµ T (n 1)
| ↵0n 1
_ A + Hµ n 1
0 | ↵0n 1
_T (n 1)
_A

, ,

1X
n 1 ⇣ ⌘
Hµ | ↵n j 1 j
_ n 1 j
1 _A Hµ | ↵11 _ 1
1 _A
n j=0

, N
Hµ | ↵NN _ N
1 _ A  Hµ | ↵11 _ 1
1 _A +✏
⌅ .
29
. , {↵i }i ( - ) :
1 1
. B= _1
i= 1 (↵i ) 1 B= _1
i=1 (↵i )0 ,B
,
hµ (T ) = sup {hµ (T, ↵i )} = lim hµ (T, ↵i )
i!1

,
hµ (T | A) = lim hµ (T, ↵i | A)
i!1

, . , ↵ :
n n
hµ (T, ↵ | A)  hµ (T, (↵n )0 | A) + Hµ (↵ | (↵n )0 _ A)
. ," " , " ,B
⌅
.i ↵i ⇢ (↵i+1 ) , 29
hµ (T ) ,X Y , " X := (X, B, µ, T ) , Y := (Y, D, ⌫, S) :
.h⌫ (S)
, ) :X!Y X Y , " X := (X, B, µ, T ) , Y := (Y, D, ⌫, S) :
1
, . T, S .(T, S :D!B
1
hµ (T ) = h⌫ (S) + hµ T, D
1
.(B (D) )
,
1
h⌫ (S) = sup hµ (T ) | ⇢ (D) Hµ ( ) < 1

1
.Hµ ( ) = Hµ ( ) ,Y :
1 1
,Y X " , . ( )
.
. ↵n " B, m "D .
⇣ 1
⌘
1 1 1 1
hµ T, ↵n _ m = hµ T, + Hµ ↵n | (↵n )1 _
m m 1
⇣ 1
⌘
1 1
= h⌫ (S, m ) + Hµ ↵n | (↵n )1 _ m 1

,m ,↵n " B , " .✏ > 0 .hµ (T ) < 1

⇣ 1
⌘
1 1
hµ (T ) ✏  h⌫ (S, m) + Hµ ↵n | (↵n )1 _ m 1
 hµ (T )

, m "D , "
1 1
hµ ↵ n | (D) ! hµ T, D

,
1
hµ (T ) = lim h⌫ (S, m) + hµ T, D
m!1
1
= h⌫ (S) + hµ T, D

⌅ .

13.1.4
. .↵B := {B, X\B} ,B 2 B . " X := (X, B, µ, T ) :
,X

P (T ) := {B 2 B | hµ (T, ↵B ) = 0}
 , :
⇢
P (T ) = B2B|B2 _1
i=1 T
i
↵B
µ

.( µ 2 )
µ
1
.hµ (T, ↵B ) = Hµ (↵B | (↵B )1 ) ,
, . ↵ A⇢B . (X, B, µ) :
Hµ (↵ | A) = 0 () ↵ 2 A
µ

.( µ 2 )
µ

:
Hµ (↵ | A) = 0
ˆ
() Iµ (↵ | A) (x) dµ = 0
Xˆ
() log R [1A | A] (x) E [1A | A] (x) dµ
A2↵
() E [1A | A] = 1A
() A2A
µ

⌅
,X . " X := (X, B, µ, T ) :
XP(T ) := X, P (T ) , µ |P(T ) , T

↵ hµ (T, ↵) = 0 , . T P (T ) . " :
.
↵ i = ↵ Bi = , .{Bi }i ⇢ P (T ) :
.Q 2 P (T ) , Q2 (_1
i=1 ↵i ) ,{Bi , X\Bi }
.Q 2 P (T ) , ⇢ P (T ) .hµ (T, ) = 0 , := {Q, X\Q}
N ,Hµ ( | _1
i=1 ↵i ) =0 ,✏ > 0
Hµ | _N
i=1 ↵i <✏

hµ (T, )  hµ T, _N
i=1 ↵i + Hµ | _N
i=1 ↵i
N
X
 hµ (T, ↵i ) + ✏
i=1
(hµ (T,↵i )=limn!1 1
n ·0 )=0 = ✏
⌅ . ↵ hµ (T, ↵) = hµ T, T 1
↵ , T

87
, X " Y , .hµ (T, ↵) = 0 X XP(T ) :
.XP(T ) Y
,

hµ (T ) = hµ (T | P (T ))

sup {h⌫ (S, ↵) | ↵ }=, .h⌫ (S) = 0 ,X " Y := (Y, D, ⌫, S) :

.0
⌅ .XP(T ) Y , P (T ) h⌫ (S, ↵) = 0 ↵
↵ , X . " X := (X, B, µ, T ) :
.hµ (T, ↵) > 0 ,
.( µ ) X ,
, ↵ , :1
1
!
\
P (T ) = _↵:Hµ (↵)<1 ↵n1
n=0

T1
.hµ (T, ) = 0 . ⇢ P (T ) .n n=0 ↵n1 :
, 2 ↵11

hµ (T, ↵) = Hµ (↵ | ↵11 )
= Hµ (↵ _ | ↵11 )
= Hµ (↵ _ | ↵11 _ 1
1 )
= hµ (T, ↵ _ )
1
= hµ (T, ) + hµ T, ↵ | 1
(⇤) = hµ (T, ) + hµ (T, ↵)

(⇤)
1
hµ T, ↵ | 1 = Hµ ↵ | ↵11 _ 1
1

1
, 1 ⇢ ↵11 .k k
k ⇢ ↵11 ,k ⇢ ↵k1

Hµ ↵ | ↵11 _ 1
1 = Hµ (↵ | ↵11 )
T1
. .P (T ) _↵:Hµ (↵)<1 n=0 ↵n1
, . := {B, X\B} ⇢ P (T )
1
Hµ ( | 1 ) = hµ (T, ) = 0
1 1
,m 1 , ( 1 ) ⇢ ( 1 )
1 1 1
0 = 1 = ... = m

88
 ,
1
! 1
!
\ \
1 1
B2 m ⇢ ↵m
m=0 m=0

⌅ .
,B ↵ :2
1
!
\
P (T ) = ↵n1
n=0

( ) 13.1.5
, ↵ , " X := (X, B, µ, T ) ( ) :
,x " µ
1 L1 (X )
Iµ (↵01 ) (x) ! hµ (T, ↵)
n n!1

.(L1 (X ) " )
.fn (x) := Iµ (↵ | ↵1n ) (x) ,f0 (x) := Iµ (↵) (x) :

Iµ (↵ _ | ) = Iµ (↵ | ) + Iµ ( | ↵ _ )

1 1
Iµ (↵ | ) T = Iµ T ↵|T
,
Iµ ↵0n 1
= Iµ ↵ | ↵1n 1
+ Iµ ↵1n 1

= fn 1 + Iµ ↵0n 2 T
= ...
= fn 1 + fn 1 T + ... + f0 T n 1

n
X1
= fn 1 k T k
k=0

,
f := Iµ (↵ | ↵11 ) 2 L1 (X )

n 1 n 1
1X 1X
f Tk + (fn 1 k f) Tk
n n
k=0 k=0
 , f 2 L1 (X )
n 1
1X
ˆ
L1 (X )
f Tk ! f dµ
n n!1
k=0
ˆ
= Iµ (↵ | ↵11 ) dµ

= H (↵ | ↵11 )
= hµ (↵, T )
,
n
X1
1 L1 (X )
(fn 1 k f) Tk ! 0
n n!1
k=0

,n > N ,FN := supN l |f fl |

n
X1 nX
N 1 N
X1
1 1 1
(fn 1 k f) Tk  |fn k 1 f| Tk + |fn k 1 f| Tk
n n n
k=0 k=0 k=n N
nX
N 1 N
X1
1 1
 FN Tk + |fn k 1 f| Tk
n n
k=0 k=n N
:= A (n, N ) + B (n, N )
. ,I ⇤ 2 L1 (X )
,I ⇤ (x) := sup1n |fn (x)| ,B (n, N )
⇤
|fn k 1 f|  I + f

n
X1
1
B (n, N )  (I ⇤ + f ) T k
n
k=n N
n
X1 ✓ ◆✓ ◆nX
N 1
1 n N 1
= (I ⇤ + f ) T k (I ⇤ + f ) T k
n n n N
k=n N k=n N

( N) ! (I ⇤ + f ) (I ⇤ + f )
n!1
= 0
,N
B (n, N ) = 0
⇤ ⇤ 1
FN ! 0 .FN  I ,fn , f  I 2 L (X ) , " fn ! f ,A (n, N )
N !1 n!1
L1 (X )
.FN ! 0, , "
N !1
.kA (n, N )kL1 (X ) < ✏ ,kFN kL1 (X ) < ✏ N ,✏ > 0
⌅ . " 1
.L (X )

90
 - :1 14
. {an }n :
N
1 X
an ! 0
N n=1 N !1

, J
an ! 0
n!1
n2J
/

.n 2 N\J an ! 0 ,
( ) :
.an ! 0 , J
N
1 X 1 X 1 X
an = an + an
N n=1 N N
n2J\{1,...,N } n2J c \{1,...,N }

. {an }n J
Pk
.( k1 j=1 bn !0 bn ! 0 , )J an ! 0 ,
( )
1
PN
, .Jk = n : an k . N1 n=1 an ! 0
N !1

N
X X
1 1
an an
N n=1
N
n2Jk \{1,...,N }
1 1
|Jk \ {1, ..., N }|
Nk
,N > lk lk k , Jk
|Jk \ {1, ..., N }| 1

N k
. lk

[
J := J \ {lk , lk + 1, ..., lk+1 }
k 1

. J (2) ,J an ! 0 (1)
 ,n > lk ,k n2
/J ,Jk \ {lk , ...} ⇢ J .1
1
an 
k
.an ! 0 ,J
,n 2 {lk , ..., lk+1 } .2
k
[
J \ {1, ..., n} ⇢ Ji \ {li , ..., li+1 } \ {1, ..., n} ⇢ Jk \ {1, ..., n}
i=1

,k
1 1 1
|J \ {1, ..., n}|  |Jk \ {1, ..., n}| 
n n k
⌅ . J

:2 15
m 1 . {un }n ⇢ H :
N
1 X
m := lim hun , un+m i
N !1 N
n=1

M
1 X
m ! 0
M m=1 M !1

N
1 X
un ! 0
N n=1 N !1

92