Directional ergodicity and weak mixing for actions of $\mathbb R^d$ and $\mathbb Z^d$
E. Arthur Robinson Jr., Joseph Rosenblatt, Ay\c{s}e A. \c{S}ahin

TL;DR
This paper introduces and studies directional ergodicity, weak mixing, and mixing for measure-preserving actions of groups, establishing their spectral invariance and exploring their properties and genericity in both and actions.
Contribution
It defines new notions of directional properties for actions, proves their spectral invariance, and investigates the relationships and genericity of these properties.
Findings
Directional ergodicity implies directional weak mixing for weakly mixing actions.
Directional properties are spectral invariants for actions.
Analysis of non-ergodic and non-weakly mixing directions.
Abstract
We define notions of direction ergodicity, weak mixing, and mixing for a measure preserving action on a Lebesgue probability space , where is a linear subspace. For actions these notions clearly correspond to the same properties for the restriction of to . For actions we define them by using the restriction of the unit suspension to the direction and to the subspace of perpendicular to the suspension rotation factor. We show that for actions these properties are spectral invariants, as they clearly are for actions. We show that for weak mixing actions in both cases, directional ergodicity implies directional weak mixing. For ergodic actions we explore the relationship between directional…
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Taxonomy
TopicsMathematical Dynamics and Fractals · Markov Chains and Monte Carlo Methods · Stochastic processes and statistical mechanics
