A NNALES DE L ’I. H. P., SECTION B
M ICHAEL L IN
Ergodic properties of an operator obtained from a continuous representation
Annales de l’I. H. P., section B, tome 13, n
o4 (1977), p. 321-331
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Ergodic properties of
anoperator
obtained from
acontinuous representation
Michael LIN
Department of Mathematics, Ben Gurion University of the Negev, Beer Sheva, Israel
Vol. XIII, n° 4, 1977, p. 321-331. Calcul des Probabilités et Statisitque.
SUMMARY. - Let S be a
locally compact
Abeliansemi-group,
and let{ T(t) : t
ES }
be astrongly
continuousrepresentation by
linear contractionson a Banach space X. For a
regular probability
v on the Borel sets ofS,
we define U
= j T(t)v(dt).
Westudy
the fixedpoints
of U andU*,
and theconvergence
properties of {
Unx}, using assumptions
on thesupport
of v.Applications
are made to random walks.For a
strongly
continuousone-parameter semi-group f T(t) : t > 0 }
we define R = and show that Rn converges
uniformly
if(and only if)
convergesuniformly
as a ~ oo .1. INTRODUCTION
Let X be a Banach space, and let
{ T(t) : t
>0 }
be astrongly
continuoussemi-group
of linearoperators, with ~( T(t) ~~
l. It is well-known that manyproperties
of{ T(t)}
can be derived from(or
areequivalent to)
pro-perties of R = Jo
In this note we look at more
general semi-groups,
andstudy
theergodic properties
ofrepresentation-averages.
We start with a set .S which is anAbelian
semi-group (maybe
withoutunit),
and which has alocally compact (Hausdorff) topology.
We call S atopological semi-group
if the map(t, s)
--~ t + s is continuous from S x S into S. Anoperator representation
Annales de I’Institut Henri Poincaré - Section B - Vol. XIII, n° 4 - 1977.
of S is a function T from S into the space
L(X)
of bounded linearoperators
on the Banach space
X,
such thatT(t
+s)
=T(t)T(s).
Therepresentation
is
weakly
continuousif x*, T( . )x )
iscontinuous,
for ~x EX,
x* EX*,
and continuous if t --~
T(t)x
is continuous for ‘dx E X.Let v be a
regular probability
on the Borel sets of S. Theoperator Uvx
=T(t)xdv
is defined in thestrong operator topology (if T(t)
is
continuous),
and we wish tostudy
theergodic properties
ofUv.
If G is a
locally compact
Abelian group with Haar measureA,
we havea continuous
representation
of G in the space of finitesigned
measures«
~,,
definedby g),
and = We also have that(T(t) f )(g)
=f(g
+t)
is a continuousrepresentation
of G in the spaceCo(G)
of bounded continuous functionsvanishing
atinfinity (closure
insup norm of the functions with
compact support).
In this caseU,, f
=v* f.
Our aim is to
generalize
also some of the results knownfor {
v*"},
to ourgeneral set-up,
i. e. to obtain results for iterates of a convolution on a semi- group.2. FIXED POINTS AND ERGODICITY
In order to obtain convergence
theorems,
someassumptions
on the sup-port
of v are needed(this
is well-knownalready
for v*~‘ in agroup).
DEFINITION. - The
probability
v isergodic
if for every open set V c S there are natural numbers ni, m;,points
si, ri Esupp(v),
and a t EV,
such that t +n;s;
=m;r; (when
S is group, v isergodic
if andonly
, i=1 ;=1
if the group
generated by
itssupport
isdense).
THEOREM 1. - Let
T(t)
be a continuousoperator representation of a locally
compact
topological
Abeliansemi-group S,
with(~ T(t) ~~
1. Let v be anergodic regular probability,
and let =If Uvxo -
xo, thenT(t)xo =
xofor
every t E S.Proof 2014 Let and 11
beprobabilities
in S. For x E X and x* E X* we haveusing
Fubini’s theorem. Hence =U"Uw
Annales de l’Institut Henri Poincaré - Section B
Let A c S be a Borel set with 0
v(A)
1. Thenand since the two
operators
arecommuting
contractions(by
the firstpart),
we
apply
Lemma 1 of Falkowitz[4],
to conclude thatT(s)xodv = xo.
~J A
~ ~
S ;
hencev ~ s : ~ x*, (I - T(s))xo ~ ~ 0 ~ -
0.Since ( x*, (I - T(s))xo )
iscontinuous,
wehave ( x*, xo ~ - ~ x*, T (s)xo ~
for s inthe
support
of v. Thisbeing
true for every x* EX*, T(s)xo
= xo for s Esupp(v).
Let t E S.
By ergodicity
of v,given
aneighborhood
V of t there arepositive integers
mi andpoints
si Esupp(v)
such thatfor
some ta
E V. HenceTaking ta
--~ t,continuity
of therepresentation yields T(t)xo =
xo fortES.
Q.
E. D.REMARKS. 1. If sup
f ~~ T(t) ~~
: t ES ~ -
M oo, then( ~ [
= max~ sup (~ ~
is anequivalent
norm such that~) 1,
andtES
the theorem can then be
applied.
2. An
inspection
of theproof
shows that we have usedonly
weak conti-nuity of T(t)
and Pettisintegrability. Thus,
for Xnon-separable
and reflexiveand S
non-separable, only
weakcontinuity
is needed.3. The methods of harmonic
analysis
usedby
Falkowitz[4]
for S =(0, oo)
cannot
yield
the result for vsingular
with continuous distribution.4. If v is not
ergodic,
the theorem may fail: letT(t)x
=for t >
0.Then
T(2II) - I,
and for vsupported
on thepoint 203A0, Uy
=I,
while nocommon
fixed-point
exists.Vol. XIII, n° 4 - 1977.
THEOREM 2. - Under the
assumptions of
theoreml, xo E X* satisfies
xo if
andonly if T(t)*xo - xo for
every t E S.The
proof
is the same as theprevious
one,replacing T(s) by T(s)*,
xoby xo, x*
EX* by
x EX,
andcontinuity by weak-* continuity.
Note that= is defined in the weak-*
topology.
COROLLARY 3. - Under the
assumptions of theorem 1,
x E Xsatisfies
N
N -1
0ifand only if ~ x*, x ~
= 0for
every x* E X*satisfying
n= 1
T*(t)x*
= x*for
Vt E S.Proof -
It follows from the Hahn-Banach theorem thatwhenever
U:x* = x*. Apply
now theorem 2.REMARK. - Theorem 2 can be used to prove the result of
Choquet
andDeny [7] that
for vergodic
in a LCA groupG, v* f = f if
andonly if f is
constant a. e. in G.
We can
certainly
restrict ourselves to thesubspace
(and
then{ T*(t) ~
have no commonfixed-points, by corollary 3).
We thenask for conditions to ensure that
Uy -~
0strongly.
Note that if X isreflexive,
N
N ~ 1 U~
n=l convergesstrongly.
DEFINITION. - The
probability
v isaperiodic
if for every open set V ~ Sthere are natural numbers n1;,
points
ri, s~ ESupp(v) _
~, and a t EV,
j j
such that t
+
misi=
YYL iYi. When S is a group, v isaperiodic
it andi= 1 i= 1
only generates
S. Anequivalent
condition is that 7 is not contai- ned in any coset of a closedsubgroup
of the group S.Annales de l’Institut Henri Poincaré - Section B
THEOREM 4. - Let S be a
locally compact topological
Abeliansemi-group,
and letT(t)
be a continuousoperator representation
with~~ T(t) ~~
l.If
vN
is an
aperiodic regular probability
onS,
thenN-1 N ~ ~
0if
andonly if ~~ n~ ~
0.(Hence
if X isreflexive, U~
convergesstrongly).
Proof.
- Forsimplicity,
we denoteUy by U,
and for any Borel set A with 0v(A)
we defineUAx
= If 0v(A) 1,
thenUA
and
UA.
commute(where
A’ =SBA),
and U =v(A)UA
+[1
-By
lemma 2.1 of[8],
we have that~~ ~)
-~ 0. Hence~I Un(U - UA) ~~
~ 0.N
As noted
above,
we may and do assume thatN -1
Unx -~ 0 forn=l
every x E
X,
so thatT*(t)x*
= x* for every t E Simplies
x* = 0.We have
that,
for x E X and 0v(A) 1, U)x ~~ n~ ~
0.Let x* E X*
satisfy ( x*, (UA - U)x ~ -
0 for each Borel set A with 0v(A)
1 and every x E X.Hence ( x*, U~~c ) = ( x*, Ux ~
for x EX,
0
v(A)
1.Let t E
supp(v).
Fix x E X. Given 8 >0,
there is an open Acontaining
t such
that ~ ~ x*, T(s)x - T(t)x ) [
8 for s E A. Hence(taking
smallerA,
if necessary, to obtain
v(A) 1,
which ispossible
since v is notsupported
on one
point),
showing
that U*x* =T(t)*x*
for t Esupp(v).
oo
We now want to show
= ~ 0 ~,
where B is the unit balln=1
of X. Let
x*
EB~.
Then thereare y*n
E B withx*",
Hence for x E Xand A with 0
v(A) 1,
we have~ ~ x*~ (UA - u)~) = ! ( ~ U*nyn ~ (UA - U)x~ ~ ~~ Vn(UA - U)x ~) --~
o.Hence, by
thepreceeding paragraph, T(t)*x*
= U*x* for t Esupp(v) =
~.It is known
[9]
thatU *
mapsB~
ontoB~,
so that there arewith
x* = By
theabove, U*x,*
for n >- 0 and t E Q.’
Let t E S. Take V open with t E V.
Then, by aperiodicity,
there areVol. XIII, n° 4 - 1977.
M. LIN
integers
m; >0, points
r; : and atv E V
such thatLet m =
mi.
For eachx,*
wehave
In
particular, taking n
= m, weget T(tv)*x*
= x*.Letting V -~ ~ t ~,
weget T(t)*x*
= x* for t E S. Hence x* = 0. ThusB~ _ ~ 0 }, and ~~ --~
0for every x E
X, by [9] (see
also[2]). Q.
E. D.REMARKS. 1. It is known
[2]
that the condition that (y - crgenerate G,
isequivalent
to theconvergence
* 0 for every Jl « ~, with = 0.Thus,
there is nogeneral
weakerassumption
on a~ toimply
theorem 4 forevery
representation.
2. The result of
[5]
is now acorollary
of theorem 4.COROLLARY 5.
- If
v isergodic
and 0 Esupp(v)
then the conclusionof
Theorem 4 holds.
COROLLARY 6
[6].
Let G be a LCA group and let v be as above. Then :(1) for
everyf E C(G)
wtthcompact
support v*n *f
convergesuniformly.
(2)
For everyfinite
measure ,u « 03BB with =0, ~
v*n *~ ~
0.Proof. - (1)
LetCo(G)
be the closure(in
supnorm)
of the functions inC(G)
withcompact support (if
G iscompact, Co(G) = C(G)).
T(t) f (x)
=f(x
+t)
is a continuousrepresentation.
For Gcompact
the Haar measure 2 is theonly
invariant functional for allT(t)*,
henceN
for
U * . Thus,
forf E C(G)
withfd03BB
=0, N -1
0and, by
theorem
4, ~ ~
0. If G is notcompact,
there is no element inCo(G)*
N i
which is invariant for every
T(t)*,
hencefor fe Co(G), and ~ ~
0. But = v *f. (2)
follows from thecontinuity
of therepresentation
inAnnales de l’Institut Henri Poincaré - Section B
REMARK. - It follows that v*" converges weak-* in
Co(G)*,
since~ f ~ - ~
v, *f).
Results on the convergence of v*n in non-Abelian groups were obtained
by
Derriennic[2]
andFoguel [7].
See also[l3]-
REMARK. - In
general,
one cannot relax theassumption
on thesupport
in theorem 4(which
is necessary forpart (2)
ofcorollary
6[2]). However,
the recent book ofMukherjea
andTserpes [13]
contains aproof
ofpart (1)
of
corollary 6,
fornon-compact
LCA groups, which assumesonly ergodicity.
COROLLARY 7. Let S and v be as in theorem
4,
andCo(S)
the closureof
the continuousfunctions
withcompact support.
For Snon-compact
assumethat, for compact
sets A andB,
the set A - B =f y :
3x EB,
x + iscompact.
Thenfor
everyf E C(S)
withcompact support
v*n *f
convergesuniformly.
LEMMA 8. Let S be
non-compact
as in thecorollary. If
U is open withcompact complement
andx E S,
there are open sets Wand V ~ x such that W hascompact complement,
V iscompact,
and W + V ~ U.Proof.
Let V be an open setcontaining
x, withcompact
closure V. Let W =1 ~ y :
y + x EU ~.
Then thecomplement
of W isxE V
which is
compact by assumption,
and W + V ~ U.LEMMA 9. - Under the
assumptions of the corollary, T(t) f(x)
=f(x
+t)
is a continuous
operator representation of
S inCo(S).
Proof -
Assume S isnon-compact.
Letf
be continuous withcompact support.
Let A becompact with { f ~ ~ 0 ~ ~
A. Let U = A". Sincef (x + t) > 0 ~ ~ A - t
which iscompact, T(t)
mapsCo(s)
intoitself.
Fix t e S and E > 0.
By
lemma 8 there is an open setVo containing t,
and an open set W with B = Wc
compact,
such that W +V0 ~
U.For x e
B,
there are open setsUx
andV~
with x eUx, t
eVx,
such that~ f ( y + s) - f (x
+t) ~ [ E/2
for(by joint continuity
ofaddition).
Since B iscompact,
we take an opensub-cover { Ux; ~n=1
to/
nB
cover
B,
and define V =V o B-=i i /
Vol. XIII, n~ 4 - 1977.
Let s E V. If x E
B, x
EUxi
for somei,
and since s eVxi,
we haveIf
x ~ B,
then x EW,
so thatimplying f(x
+s)
= 0. Also x +Vo,
sof(x
+t) = f (x
+s)
= 0. ThusThe
proof
of thecompact
case is similar(and simpler).
PROOF oF COROLLARY 7. - We note that there is at most one
probability
Jl on S with
x) = Jl(A)
for every Baire set A. If and= ~ for
every t
eS,
wehave 11
* uand
* ~ = ~(both
areprobabilities),
hence Jl = r~.If S is
compact,
such aprobability
Jlexists, by
the Markov-fixedpoint
theorem
[3,
p.456].
In that caseCo(S)
=C(S),
andby corollary 3,
forN
f E C(S)
withfd
=0, N-1 v*"
n=l *f~ ~
0.Apply
now theorem4,
toobtain 1B * f -
forf E C(S).
If S is not
compact,
it is shown in[11,
theorem5]
that(under
our assump- tions onS)
there is noprobability p
with for Vt e S.Hence,
N
by corollary 3, N-1 .~
n= 1~*/ -~
0 for every/e Co(S),
andby
theorem 4REMARK. -
Corollary
7 relaxes some of theassumptions
on S of[11,
corol-lary 3],
andyields
a better convergence result.However,
more is assumedhere on v.
Mukherjea [11]
also obtains some results for v*n in the non-Abeliancase. More references are
given
in[l l ].
COROLLARY 10. - Let v be as in theorem 4. Then v* n *
f
converges uni-formly
to a constant,for
everyf E AP(S).
Proof
2014 We defineT (t) f (s)
=I(t
+s)
forf E C(S) (bounded
conti-nuous).
IfS( f) = { T(t) f ~
hascompact weak-closure,
we have thatalso,
for
to E S, ~ T(t)T(to) f ~
hascompact weak-closure,
so thatAP(S)
is inva-riant
under { T(t) : t
ES) (and { T(t) f }
hascompact
weak-closure inAP(S)).
We show weak
continuity
of therepresentation
inAP(S).
Fix t;let ta
--~ t,Annales de l’Institut Henri Poincaré - Section B
and take a
subnet tp
such thatT(tp)f
convergesweakly,
say to g.By joint continuity
ofaddition,
since5~
EAP(S)*,
weget
Hence
T(t) f weakly,
so thatT(t) f weakly.
If
S( f )
hascompact weak-closure,
coS( f ) (closed
convexhull)
isweakly compact [3,
p.434]. Now ( x*, Uf ~ - ~ x*, dv(t)
defines anelement
Uf
inAP(S)**.
But coS( f )
iscompact
in thew*-topology
ofAP(S)**,
and theseparation
theorem[3,
p.417]
shows thatU,f E
coS( f ),
N
and
v * f
=Uf ~ AP(S).
AlsoUnf ~ co S( f )
for every n, henceN -1
n=l
is
weakly sequentially compact,
so convergesstrongly. Apply
theorem 4to obtain the norm convergence of say to g. Hence
Ug
= g, andby
theorem 1
T(t)g
= g for Vt e S. Butfor t ~ s,
so g is constant.
REMARK. - A different
proof
ofcorollary
10 for groups isgiven
in[6].
3. UNIFORM ERGODICITY
Given a contraction T on the Banach space
X,
the uniform convergence of its averages is thestrong
convergence when T is looked upon as an ope- rator(by multiplication
on theleft)
in the spaceL(X)
of bounded linearN
operators
on X.Thus,
ifN -1
Tn convergeuniformly (or strongly),
n= 1
theorem 4
implies
that for U= 2( 1 T2
+T~),
Un convergesuniformly (strongly, respectively).
However, T2
andT3
may both fail to beergodic.
A firstexample,
basedon the construction in
[12],
was observedby
Prof. R.Sine,
andapplies
tothe
strong topology.
Weproduce
anexample
in the uniformoperator topology (which, by
the aboveremarks, applies
to thestrong topology
aswell).
This is a modification of theexample
in[10].
Let 0~,n
1 with1,
and let w = exp Let X =l2 (complex)
anddefine y
= Txby
= - Since I - T isinvertible,
T isuniformly
Vol. XIII, no 4 - 1977.
ergodic,
butT2
andT~
are notuniformly ergodic.
Notethat {
convergesstrongly,
but notuniformly.
If we are
given
astrongly
continuous oneparameter semi-group
ofcontractions { T(t) : t
> 0~,
we cannotapply
theorem 4 in the uniformoperator topology,
since therepresentation
intoL(X)
is not continuous./*00
However,
for the resolventoperators A
we can still obtain uni- form convergence.THEOREM 11. - Let
f T(t) : t
>0 ~
be astrongly
continuousof linear
contractions inX,
such thatX’~
convergeuniformly as
oc--~ oo.> 0
define Rix
= Then convergesuniforynly.
Proof
2014 We reduce the theorem to the casethat { T(t)}
is continuous at0,
with limT(t)x
= ;c. Let Y = span SinceRix
is defined int~o
r>o
the
strong operator topology,
e Y. On Y the restrictionof { T(t) ~
is
uniformly ergodic,
andstrongly
continuous. If E = lim EX ~Y,
and~~ (~Ra,)x -
Ex~~
-~~ n ~~ C~R~)n 1 -
En.
Hence,
we may assumecontinuity
at zero. Tn that case, the result is somewhatmore
general,
as follows.THEOREM 12.
0}
be astrongly
continuoussemi-group of
linearoperators
onX,
with~ T(t) ~/t t~~
0. Thena-1 T(t)dt
convergesuniformly if and only
convergesuniformly for
some(every)
A > 0.Proof.
assume first thatoc -1
convergesuniformly,
and wemay assume
(by decomposing
thespace)
that the limit is zero.Then, by
the uniform
ergodic
theorem[10],
the infinitesimalgenerator
A is ontoX,
Fix g > 0. It is known that
(~,I - A)Ri
= I(see [3,
p.622]).
The uniformN
ergodic
theorem alsoimplies
thatN-1 (~,R~,)n
convergesuniformly,
n= 1
and
by
ourassumption
the limit is zero.Hence,
I - is invertible. Thegenerator
A is one-to-one, so is a boundedoperator
on X andA -1 - - Ri(I - ~,R~ ) -1.
Annales de l’lnstitut Henri Poincare - Section B
Let
0 ~
Jl E(note that p
5~ 1 Ep(~,R~,)). By
thespectral mapping theorem, 1)
Eu(A -1). By [3, VII.9.2] (with
a =0)
we have thatv =
~,(,u -
Er(A). Hence,
Re v 0(since
Re v > 0 => v Ep(A) by [3,
p.622]).
But Jl =~,/(~, - v)
with ~, >0, so ) ~./(~. -
Rev)
1.Thus [
= 1 if andonly
if v = 0. Butthen p
=1, contradicting
1 EHence (
1for
E so that1, and ~ ~
0.The converse follows from the uniform
ergodic
theorem[10].
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[1] G. CHOQUET and J. DENY, Sur l’équation de convolution = * 03C3. C. R. Acad.
Sci. Paris, t. 250, 1960, p. 799-801.
[2] Y. DERRIENNIC, Lois « zéro on deux » pour les processus de Markov. Applications
aux marches aléatoires. Ann. Inst. H. Poincaré B, XII, 1976, p. 111-130.
[3] N. DUNFORD and J. SCHWARTZ, Linear operators. Part I. Interscience, New York, 1958.
[4] M. FALKOWITZ, On finite invariant measures for Markov operators. Proc. Amer.
Math. Soc., t. 38, 1973, p. 553-557.
[5] S. R. FOGUEL, Convergence of the iterates of an operator. Israel J. Math., t. 16, 1973, p. 159-161.
[6] S. R. FOGUEL, Convergence of the iterates of convolutions. To appear.
[7] S. R. FOGUEL, Iterates of a convolution on a non-Abelian group. Ann. Inst. H. Poin- caré B, XI, 1975, p. 199-202.
[8] S. R. FOGUEL and B. WEISS, On convex power series of a conservative Markov ope- rator. Proc. Amer. Math. Soc., t. 38, 1973, p. 325-330.
[9] M. LIN, Mixing for Markov operators. Z. Wahrscheinlichkeitstheorie, t. 29, 1971, p. 231-242.
[10] M. LIN, On the uniform ergodic theorem II. Proc. Amer. Math. Soc., t. 46, 1974,
p. 217-225.
[11] A. MUKHERJEA, Limit theorems for probability measures on non-compact groups and semi-groups. Z. Wahrscheinlichkeitstheorie, t. 33, 1976, p. 273-284.
[12] R. SINE, A note on the ergodic properties of homeomorphisms. Proc. Amer. Math.
Soc., t. 57, 1976, p. 169-172.
[13] A. MUKHERJEA and N. TSERPES, Probability measures on locally compact groups and semi-groups. Springer lecture notes in Mathematics, Berlin-Heidelberg, 1976.
(Manuscrit reçu le 25 mars 1977).
Vol. XIII, no 4 - 1977.