Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta...

22
Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23, 2018 M. Maggioni 1 / 22

Transcript of Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta...

Page 1: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Invariant densities for random systems

Marta Maggioni

joint work with Charlene Kalle

Universiteit Leiden

Numeration2018

May 23, 2018

M. Maggioni 1 / 22

Page 2: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems

Setting

(Ω ⊆ N, p) prob space

T := Tj : X → X, j ∈ Ω family of maps

T is a random system of the space X of probability p, if

T (x) := Tj(x) with probability pj

M. Maggioni 2 / 22

Page 3: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems

Motivation

Stochastic perturbations

Particles systems

Number expansions

β, Luroth, dyadic expansions, etc.

M. Maggioni 3 / 22

Page 4: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems

Motivation

Random β-transformations [DK03]

T0(x) =

βx, if x ∈ [0, 1

β(β−1)]

βx− 1, if x ∈ ( 1β(β−1)

, 1β−1

], T1(x) =

βx, if x ∈ [0, 1

β)

βx− 1, if x ∈ [ 1β, 1β−1

]

0 1β(β−1)

1β−1

1β−1

2−ββ−1

(a) T0

0 1β

1β−1

1β−1

1

(b) T1

0 1β−1

1β−1

12−ββ−1

(c) T

M. Maggioni 4 / 22

Page 5: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems

ACIM: definition

(X,B, µp, T, p) random system

ACIM: µp(A) =

∫Ah dλ =

∑j∈Ω

pjµp(T−1j A) for all A ∈ B

Perron-Frobenius operator∫A PTh dλ =

∫T−1(A) h dλ

PTh =∑

j∈Ω PTjpjh

PTh = h ACIM µh

M. Maggioni 5 / 22

Page 6: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems

Existing formulas

Lasota-Yorke linear maps

Same slopes

Parry, Dajani, Kempton, Suzuki for the β-transformations(deterministic and random)

Different slopes

Kopf [Kop90], Gora (deterministic)Our approach (random)

M. Maggioni 6 / 22

Page 7: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Results

Setting

T = Tj : [0, 1]→ [0, 1], j ∈ Ω expanding on average wrt p

supx∈[0,1]

∑j∈Ω

pj|T ′j(x)|

< 1

Tj piecewise linear

I1, ..., IN partition for the set 0 = z0 < z1 < ... < zN = 1discontinuity points

Ti,j(x) = ki,jx+ di,j

(Thm, [Ino12]) T admits an ACIM

M. Maggioni 7 / 22

Page 8: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Results

Assumptions

1. T (0), T (1) ∈ 0, 1

2. for every i there exists n:∑j∈Ω

pjki,j

di,j

1−∑

j∈Ωpjki,j

−∑

j∈Ωpjkn,j

dn,j

1−∑

j∈Ωpjkn,j

6= 0

M. Maggioni 8 / 22

Page 9: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Results

Definitions

ω ∈ ΩN path

y ∈ [0, 1] point

t ∈ N instant of time

n ∈ 1, . . . , N interval

τω(y, t) :=pωtki,ωt

, if Tωt−11

(y) ∈ Ii

δω(y, t) :=∏tn=0 τω(y, n)

KIn(y) :=∑

t≥1

∑ω∈Ωt δω(y, t)1In(Tωt−1

1(y))

M. Maggioni 9 / 22

Page 10: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Results

Results

Thm. (Kalle, M., to appear)

Under the previous assumptions,

hγ(x) = cN−1∑m=1

γm∑l∈Ω

[plkm,l

Lam,l(x)− plkm+1,l

Lbm,l(x)

]is a T -invariant function.

am,l = km,lzm + dm,l, bm,l = km+1,lzm + dm+1,l

Ly(x) =∑t≥0

∑ω∈Ωt

δω(y, t)1[0,Tω(y))(x)

M. Maggioni 10 / 22

Page 11: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Results

Results

Procedure:

T → M → Mγ = 0 → hγ

for

M =

(∑j∈Ω

[pjki,j

KIn(ai,j)−pj

ki+1,jKIn(bi,j)

]+ qn,i

)n,i

M. Maggioni 11 / 22

Page 12: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Results

Results

Not straightforward

There always exists γ 6= 0 (ass. 2.)

hγ is T -invariant (ass. 1.)

I1, . . . , IN arbitrary (endpoints and size of this set)

M. Maggioni 12 / 22

Page 13: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Results

Results

Thm. (Kalle, M., to appear)

For Ω finite and T expanding, the construction gives all possibleT -invariant densities.

Idea:

M M †U

γ γ†U

M. Maggioni 13 / 22

Page 14: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Examples

Example 1: random β-transformations

[DdV07]: special β

[Kem14]: h for all 1 < β < 2, unbiased case

h(x) = c∞∑n=0

1

(2β)n

( ∑ω1···ωn∈0,1n

1[0,Rnβ,ω1···ωn

(1)](x) + 1[Rnβ,ω1···ωn

( 2−ββ−1

), 1β−1

](x)

)

[Suz17]: h for all 1 < β < 2, biased cases

M. Maggioni 14 / 22

Page 15: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Examples

Example 1: random β-transformations

h for all 1 < β < 2 for p0 = p1 = 12

0 1β−1

1β−1

1

2−ββ−1

hγ(x) = k∑t≥0

∑ω∈0,1t

1

(2β)t

(1[0,Tω(1))(x) + 1

[Tω( 2−ββ−1

), 1β−1

](x)

)

M. Maggioni 15 / 22

Page 16: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Examples

Example 1: random β-transformations

KIn(1) KIn( 2−ββ−1

)KIn(0) KIn

( 1β−1

)c1 c3

1β−1

0

c2 c2 0 0

c3 c1 0 1β−1

+ 12β

(c1 − 1β−1

) − 12βc3

− 1β

+ 12βc2

1β− 1

2βc2

12βc3 − 1

β− 1

2β(c1 − 1

β−1)

(

11

)= 0

M. Maggioni 16 / 22

Page 17: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Examples

Example 2: random (α, β)-transformations

T0(x) =

βx, if x ∈ [0, 1/β)αβ

(βx− 1), if x ∈ [1/β, 1]and T1(x) =

βx, if x ∈ [0, 1/β)

βx− 1, if x ∈ [1/β, 1]

0 1β3

1β2

1

1

β

1β3

β

β2 = β + 1, α = 1/β → hγ = c((β2p+ β)1A + (p+ β)1B + β1C + 11D)

[DHK09]

M. Maggioni 17 / 22

Page 18: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Examples

Example 3: random Luroth map with bounded digits

x =∑n≥1

(−1)sn−1(rn + ωn − 1)

n∏k=1

1

rk(rk − 1)

0 151413

12

1

1

0 151413

12

1

1

0 13

12

1

1

TL(x) := n(n− 1)x− (n− 1) and TA(x) := 1− TL(x)

[Lur83, BBDK94, BI09, LY78, Pel84]

M. Maggioni 18 / 22

Page 19: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Examples

Example 3: random Luroth map with bounded digits

0 1

1

13

12

23

I1

(g) T0

0 1

1

13

12

23

I1

(h) T1

13 1

1

23

(i) T

hγ(x) = 3/8(3 · 1[ 13, 23

](x) + 5 · 1( 23,1](x))

digits frequency: 2→ 13/16, 3→ 3/16

M. Maggioni 19 / 22

Page 20: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Examples

Thank you!

M. Maggioni 20 / 22

Page 21: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Examples

J. Barrionuevo, R. M. Burton, K. Dajani, and C. Kraaikamp.

Ergodic properties of generalized Luroth series.TU Delft Report, 94-105:1–16, 1994.

L. Barreira and G. Iommi.

Frequency of digits in the Luroth expansion.J. Number Theory, 129(6):1479–1490, 2009.

K. Dajani and M. de Vries.

Invariant densities for random β-expansions.J. Eur. Math. Soc., 9(1):157–176, 2007.

K. Dajani, Y. Hartono, and C. Kraaikamp.

Mixing properties of (α, β)-expansions.Ergodic Theory Dynam. Systems, 29(4):1119–1140, 2009.

K. Dajani and C. Kraaikamp.

Random β-expansions.Ergodic Theory Dynam. Systems, 23(2):461–479, 2003.

T. Inoue.

Invariant measures for position dependent random maps with continuous random parameters.Studia Math., 208(1):11–29, 2012.

K. Kempton.

On the invariant density of the random β-transformation.Acta Math. Hungar., 142(2):403–419, 2014.

C. Kopf.

Invariant measures for piecewise linear transformations of the interval.Appl. Math. Comput., 39(2, part II):123–144, 1990.

M. Maggioni 21 / 22

Page 22: Marta Maggioni Charlene Kalle - Sciencesconf.org · Invariant densities for random systems Marta Maggioni joint work with Charlene Kalle Universiteit Leiden Numeration2018 May 23,

Random systems Examples

J. Luroth.

Ueber eine eindeutige Entwickelung von Zahlen in eine unendliche Reihe.Math. Ann., 21(3):411–423, 1883.

T. Y. Li and J. A. Yorke.

Ergodic transformations from an interval into itself.Trans. Amer. Math. Soc., 235:183–192, 1978.

S. Pelikan.

Invariant densities for random maps of the interval.Trans. Amer. Math. Soc., 281(2):813–825, 1984.

S. Suzuki.

Invariant density functions of random β-transformations.Ergodic Theory and Dynamical Systems, page 122, 2017.

M. Maggioni 22 / 22