1. Ergodic theory and its significance for statistical mechanics and probability theory
- Author
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George W. Mackey
- Subjects
Pointwise ,Pure mathematics ,Mathematics(all) ,General Mathematics ,Ergodicity ,Hilbert space ,Stationary ergodic process ,Measure (mathematics) ,Combinatorics ,symbols.namesake ,symbols ,Ergodic theory ,Real line ,Real number ,Mathematics - Abstract
Ergodic theory is a relatively new branch of mathematics which from a mathematical point of view may be regarded as generated by the interaction of measure theory and the theory of transformation groups. Its basic concept of "metric transitivity" or "ergodicity" was introduced in 1928 in a paper of Paul Smith and G. D. Birkhoff on dynamical systems. However, the significance of this concept was not appreciated until late 1931 when J. yon Neumann and G. D. Birkhoff proved the celebrated mean and pointwise ergodic theorems, and one may regard the nearly simultaneous appearance of these papers as marking the birth of the subject. Birkhoff's proof of the much more difficult pointwise ergodic theorem was stimulated by yon Neumann's theorem and yon Neumann, in turn, was stimulated by a key observation of B. O. Koopman. Let De be a surface of constant energy E in the phase space D of some Hamiltonian dynamical system. Let V,(~o) denote the point of phase space representing the "state" of the system t time units after it was represented by ~o. Then, for each t, oJ -. Vt(oJ ) is a one-to-one transformation of f2 e onto itself which conserves the natural volume element ~e in f2e induced in £2 e by the Liouville measure dql .." dqn dpl "'" d p n . Moreover, Vq+t~ = VqVt~ for all real numbers t 1 and tz. Koopman's observation (not so obvious 40 years ago as now) was that we may obtain a unitary representation't --+ Ut of the additive group of the real line in the Hilbert space 5°2(f2e, ~e) by defining Ut( f ) (co ) = f (V, ( , -o) ) .
- Published
- 1974
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