Introduction to Ergodic Theory and Applications in Number Theory
This course is given as DIAMANT mastermath course and as SFM course.

Time and Place: uesday, 10:15-13:00 hrs, Vrije Universiteit Amsterdam:
wk 38-42: WN-S655
wk 43: WN-KC137
wk 44-50: WN-S655
wk 51: WN-KC137

Starting date: The course begins in week 38, so first lecture hour is on Tuesday September 20.

Lecturers: Karma Dajani (k.dajani1@uu.nl) and Charlene Kalle (kallecccj@math.leidenuniv.nl )
Course Description
The roots of ergodic theory go back to Boltzmann's ergodic hypothesis concerning the equality of the time mean and the space mean of molecules in a gas, i.e., the long term time average along a single trajectory should equal the average over all trajectories. The hypothesis was quickly shown to be incorrect, and the concept of ergodicity (`weak average independence') was introduced to give necessary and sufficient conditions for the equality of these averages. Nowadays, ergodic theory is known as the probabilistic (or measurable) study of the average behavior of ergodic systems, i.e., systems evolving in time that are in equilibrium and ergodic. The evolution is represented by the repeated application of a single map (in case of discrete time), and by repeated applications of two (or more) commuting maps in case of `higher dimensional discrete time'. The first major contribution in ergodic theory is the generalization of the strong law of large numbers to stationary and ergodic processes (seen as sequences of measurements on your system). This is known as the Birkhoff ergodic theorem. The second contribution is the introduction of entropy to ergodic theory by Kolmogorov. This notion was borrowed from the notion of entropy in information theory defined by Shannon. Roughly speaking, entropy is a measure of randomness of the system, or the average information acquired under a single application of the underlying map. Entropy can be used to decide whether two ergodic systems are not `the same' (not isomorphic).

With a basic knowledge of measure theory, the notions of measure preserving (stationarity), ergodicity, mixing, isomorphism and entropy will be introduced. Also applications to other fields, in particular number theory will be given.

Literature

Lecture Notes

Recommended (Additional) Literature
An Introduction to Ergodic Theory by Peter Walters, Springer Verlag.
Ergodic Theory by Karl Petersen, Cambridge University Press.
Parry, Topics in Ergodic Theory, Cambridge University Press.
Ergodic theory of numbers by K. Dajani and C. Kraaikamp, Carus Mathematical Monographs, 29. Mathematical Association of America, Washington, DC 2002.
Introduction to dynamical systems by M. Brin and Stuck G. Cambridge University Press, Cambridge, 2002. xii+240 pp. ISBN: 0-521-80841-3
Ergodic Theory: with a view towards Number Theory by Manfred Einsiedler and Thomas Ward.
Invitation to ergodic theory by Cesar Silva.Student Mathematical Library, 42. American Mathematical Society, Providence, RI, 2008. x+262 pp. ISBN: 978-0-8218-4420-5.
Lecture Notes on Ergodic Theory by Omri Sarig.

Learning Goals:

After the completion of the course, the student is able to

1) model the evolution of random phenomena in the set up of ergodic theory

2) apply the tools of ergodic theory to predict the future behavior of stationary ergodic systems

3) identify the relationship between two ergodic systems

4) quantify the amount of information transmitted by an ergodic systems via the notion of entropy

5) construct stationary ergodic measures and to identify systems for which one can make exact predictions instead of probabilistic ones.

6) apply ergodic theory to understand the typical behavior of various number theoretic expansions of numbers

 

Testing: The grade of the course is determined by Hand-in exercises (20%) one take-home exam ( 40%) and a written exam (40%).