A NNALES DE L ’I. H. P., SECTION A
P. C OLLET
P. F ERRERO
Some limit ratio theorem related to a real endomorphism in case of a neutral fixed point
Annales de l’I. H. P., section A, tome 52, n
o3 (1990), p. 283-301
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283
Some limit ratio theorem related to
areal
endomorphism in
caseof
aneutral fixed point
P. COLLET
P. FERRERO
Centre de Physique Theorique, U.P.R.A. 14 du C.N.R.S., Ecole Polytechnique, 91128 Palaiseau Cedex, France
Centre de Physique Theorique de Marseille, U.P.R. 7061 du C.N.R.S., CNRS-Centre de Luminy, Case 907, 13288 Marseille Cedex 9, France
Vol. 52, n° 3, 1990, Physique theorique
ABSTRACT. - The
unique ergodic
non finiteabsolutely
continuous inva- riant measure is obtained via the convergence of some average of the iterates of the Perron-Frobenius operator forendomorphisms
of the inter- val which are smoothenough
andexpanding
except at a neutral fixedpoint.
RESUME. -
L’unique
mesureergodique
nonnormalisable,
absolument continue par rapport a la mesure deLebesgue
est obtenue par une moyenne des iteres deFoperateur
de Perron-Frobenius pour desendomorphismes
de l’intervalle
réguliers
et dilatants sauf en unpoint
fixe neutre.1. INTRODUCTION
The construction of invariant measures for
expanding dynamical
systems has been theobject
of manydevelopments
in the past few years. InAnnales de l’lnstitut Henri Poincaré - Physique théorique - 0246-021 1
284 P. COLLET AND P. FERRERO
particular,
for one dimensional systems one has now rather detailed results at least in the case ofuniformly expanding
systems. There are howeverimportant
situations where one meets nonuniformly expanding
one dimen-sional systems. A
typical example
is the case ofquadratic
maps which have a criticalpoint.
In this paper we shall consider a different(and milder)
case of non uniformexpansiveness, namely
maps of the interval which areexpanding
except in onepoint.
It is easy to see that in order toprevent some iterate of the
mapping
to beexpanding,
one has toimpose
that the non
expanding point
be a fixedpoint.
In otherwords,
we shallconsider maps of the interval
[0,1] which
arecontinuously
differentiable except atfinitely
manypoints
where their derivatives have limits on bothsides,
and such that theslope
is in moduluseverywhere larger
than one except at a fixedpoint
where it is one(we
shall make moreprecise hypothesis below,
inparticular,
we shallonly
consider Markovmaps).
One of the
simplest example
of such maps isgiven by
thefollowing
formula -
In their
original
paper aboutexpanding
maps of the interval[L-Y],
Lasota and Yorke observed that in the above situation the map cannot have an
absolutely
continuous invariantprobability.
It is now known[Me]
that for such maps the Bowen-Ruelle measure is the delta measure at the
marginal
fixedpoint (here x=0).
This class of maps which areexpanding
except at a
marginal
fixedpoints
appear in several contexts[Man].
It wasshown
by
P. Manneville[Ma] [G-W]
thatthey
are a model for thedynamics
that takesplace just
at thepoint
of anintermittency
transition.They
alsorecently appeared
in the renormalisation groupanalysis
ofcritical
diffeomorphisms
of the circle withgeneral
rotation number[F].
As we have
already mentioned,
the Bowen-Ruelle measure is trivial for the map that will be discussed in this paper. It was discoveredby
Manne-ville however that the transient behavior of these
dynamical
systems is far from trivial. He gave very strong arguments for the existence of another(non normalisable)
invariant measure whichdisappears
from the ultimatetime
asymptotic
results but isresponsible
forinteresting
finite time results.In
particular,
he showed that theoccupation
time of a set which does notcontain the fixed
point
has an unusual behaviorproportional
ton/log
n(instead
ofn).
He also derived consequences for the behavior of the spectrum of correlations.We shall
give
below aproof
of existence anduniqueness
of a(non
normalisable) absolutely
continuous invariant measure for a class of maps similar to the aboveexample.
Ourproof
is based on direct estimates for thedynamics
of the map. Thekey
argument forproving
the existence is acompactness result based on an unusual normalisation of the Cesaro average of the iterates of the Perron-Frobenius operator.
In
fact, using
the standardnormalisation,
one would get back the trivial Dirac measure at the fixedpoint.
Thecomplete argument
isgiven
insection 2 and uses some technical results which are collected in the
appendix.
Our method allows us to recover Bowen’s result[B].
Section 3is devoted to a detailed
analysis
of theergodic properties
of the invariantmeasure. We first
give
aprecise
estimation of thesingularity
of themeasure. We then prove that the measure is
unique
andergodic.
Inappendix
B we shallgive
aprecise
estimate of the abnormalergodic
normalisation
using
a tauberian theorem.Throughout
this paper,if f is
amap of the
interval, f’n
will denote the n-th iterateoff
2. EXISTENCE OF AN ABSOLUTELY CONTINUOUS INVARIANT MEASURE
We shall be interested in invariant measures which are
absolutely
con-tinuous with respect to the
Lebesgue
measure ~,(a.c.i.m.
forshort).
Theirdensity
h must be a fixedpoint
of the Perron-Frobenius operator Pgiven by
If
I
is bounded belowby
a numberlarger
than one, it is well known that under the abovehypothesis
there is aunique a.c.i.m.,
andif f has
anindifferent fixed
point,
there may not be any normalizable one[L-Y].
Weshall denote
by (hn)n E N
the sequence of functions definedby hn=pnl
One of the most
interesting
property of these functions is summarizedby
the
following
formulafor any Borel subset A of
[0, 1].
We shall prove thefollowing
theoremMAIN THEOREM. -
Suppose
thatWe denote
by f- and f+
the inversesof
the restrictionof f
to[0,1 /2]
and]1/2, 1].
286 P. COLLET AND P. FERRERO
(3) f
isC3
except at x=1 /2
whereits first
three derivatives haveleft
and
right limits,
and also it is monotone on[0,1/2[
and on]1 j2, 1].
(4)
There is some number a > 1 such thatwhich
implies f " (0)
> 0.Then
( 1 )
P has afixed point
e, which isunique
under some additionalassumptions given
below.is
of
ordern/Log
n.(3)
denote theLebesgue
measure, and u is any realfunction,
boundedaway
from
0 and + ~,1 j2 Holder,
then .for
theuniform
convergence on compact subsetof ]0,1].
Moreoverf
isergodic for
the measure e~,.Note however that it follows from a result of Aaronson
[A]
that for ameasurable function u
integrable
with respect to the invariant measure,one cannot have convergence almost
everywhere
of theergodic
averagetoward e X
(u).
On the other hand it is shown
by [Me]
that80
is the Bowen-Ruelle measure, that isfor all continuous fonction u, and almost every x.
We shall
investigate
thelarge n
behavior of the sequence(hn)n
E Nby
looking
at the ratiosfor x
and y
in]0,1].
It is easy to see that if F denotes the
partition {[0,1/2[, ]1/2,1]} (modulo
~),
we shall have to estimatequantities
of the formn
where x and y
belong
to the same atom of v F.LEMMA 2 1. - There is a number E >
0,
and a number c > 0 such thatif
K is an atom
of
v F withf (K)
c[0, E] for
0 _then, if
x ando
y are in K
Proof. -
We haveSince f is
inC3 ([0,1/2]),
there is a constant A such thatwhere
2~==/"(0).
ThereforeThis
implies
288 P. COLLET AND P. FERRERO
Using
now Lemma A. 3 we obtainThe result follows now
by
summation over p.LEMMA 2. 2. - There is a
positive
number El 1 and a realpositive
valuedfunction
Ddefined
on]0, El]
whichsatisfies
D(E)
= O(E2)
such thatif
K isn
an atom
of
v F andif
x and y in Ksatisfy
then
Proof -
We shall first consider the caseFrom the
hypothesis
we havewhere c~
depends only on f (we
have1 ).
n
We shall now estimate the Let
n
If a is small
enough,
wehave 11 (a) = f(riv) -
a.Note also
that 11 (a)
= 0(a2)
if a - 0. We now observe thatif fi (y) >__
s,~/’ (y) -11 (s) .
Therefore if 8(y) ~ 1/2
for0 ~
i _ n we must have n(y) 11 (8)’ B
andf (y) (y) - (n - i) 11 (a)
whichimplies
If
(x) - f " (y) ~ (y)/2
we must havef " (y) _ 2fn (x) _
2 E, and there is a number c3 > 0 such thatIlogf’ (y))/f (x)) I (x) - (y) I .
The result now follows from lemma A. 3.
LEMMA 2. 3. - There is a number c4 > 0 such that
if
K is an atomof
n
v
f -i
F witho
and
af’
x,y ~ K
thenProof. - Since f is expanding
on[ 1 /2, 1 ],
we haveThe result follows at once from
We shall now derive a uniform estimate for the ratio of the derivatives of the n-th iterate of our map.
LEMMA 2 . 4. - There is a number c > 0 such that
if
K is an atomof
and
if
x and ybelong
toK,
thenwhere
C"
isdefined
below.Moreover, for
anybE[O, 1],
there is a constantC
(b)
such thatfor
all x, y E[b,1 ],
we have( ),
1s n ~
denotes theset
of preimages of
order po afixed
number to bedefined
belowI
Proof -
Let E> 0 smallenough
to be chosen later on. E will be smaller than the constant E1 in Lemma 2. 2. ...~7~
be a sequence of
integers
defined for E smallenough by
290 P. COLLET AND P. FERRERO
We may have
jo
andko equal
to zero,hs
andi equal
to s. Notice that ifn
L
belongs
tov f - i F, Ln[0,s]~0, and/(L)n[0,s[=0
theno
f (L)
c[0,1/2].
From Lemma2.1,2.2
and2 . 3,
we havewhere
We now have to
complete
the estimation oflog D2. Using
Lemma 2.1and the above
estimate,
we have(we
have assumed x y fordefiniteness).
We shall first treat a
special
case.Assume first that
f n (x), f’n (y)
E[0, E]. Then,
we concludeby
Lemma 2 1and the result follows in this case.
The same
argument
can be used in thegeneral
situationif f has
somespecial properties.
In the
general
casefor f,
one has first to be sure that thepreimages
arein
[0, E]
to be able toapply
the above estimates.Let x
and y
be twopoints
in[0,1] ]
and let J denote the interval withendpoints ~ x, y ~ .
We shall determine thelargest
connected component off -1 (J) .
.Let po be an
integer large enough
so and let no = 2p~.For
l>log2
no we shall construct afamily
of intervalsJ 1,
... ,Jno,
suchthat
f ~ (JS) = J (for
1_ s _ no)
and thelargest
connected component of is one of these intervals. Weproceed
as follows.Let
K1,
...,Kno
be the orderedfamily
of connectedcomponents
of(J).
We define_ s _ no) by
Let U be the
largest
connectedcomponents of f -
Po(J).
If U c[0, E],
thenf- (U)
isbigger
thanf+ (U),
and it is easy to seerecursively (using
/[o,e[/[e, i])
is thelargest
connected component of(J).
Assume
[0, E]
for0 _ i po.
Thenusing
lemmaA4,
there isa number 6> 1 such that X
(U) _
8-p~ ~(U)).
Howeverby
LemmaA3,
This is a
contradiction,
and we conclude that thelargest
connected com- ponent(J)
is one of the ...,We now define
Kn (x, y) by replacing x and y by
extremepoints
of someKS, namely
LEMMA 2 . 5 . - The sequence
hn ( 1 ) satisfies
Proof -
If we sety =1
in the bound of Lemma2. 4,
we getWe
integrate
over x, and use the fact that to get theo
estimate.
We now introduce a normalisation for the
density
of the invariantmeasure. We define a sequence en of functions
by
THEOREM 2 . 6. - The sequence e" is precompact in C°
(]0, 1]). Every
accumulation
point
e is afixed point of P,
i. e. thedensity of
an invariantmeasure. Moreover it
satisfies
the estimatefor
x, y E[0,1 [.
292 P. COLLET AND P. FERRERO
Proof -
From Lemma 2.4 we haveTherefore for any 1
> b > 0, using en(1/2)= 1,
we conclude that the sequence en isequicontinuous
on[b, I],
and compactness follows from the Stone- Weierstrass theorem. The uniform bound followsby taking
the limit. We also have(recall
thatho =1)
and
using
lemma B we see that P e = e.3. PROPERTIES OF THE INVARIANT MEASURE
In this section we shall prove some results about the
density
of theinvariant measure and derive its
uniqueness
andergodic properties.
Weshall first
give
aprecise
estimate on thesingularity
of thedensity
of thea.c.i.m. at the fixed
point.
LEMMA 3. 1. -
Any
accumulationpoint
eof
the sequence e"satisfies
Proof. -
From lemma 2 . 4 we have forjce[l/2,1] ]
It is easy to show
recursively
thatn
We now use this
decomposition
in order toestimate L hq (x).
We shallq=0
first
replace
the contributions of the sum in the aboveexpression by
themore
manageable quantity (this corresponds
topreimages
whose orbit isnot
entirely
contained inA _ )
We first estimate the correction
coming
from thisreplacement.
It isgiven by
From Lemma A. 2 and Lemma
A. 3,
we and/~(~)~0(1)~/(~:+1)~.
We now have an estimate on the sequence offunctions en
Using
the result ofappendix B,
we havefor all fixed nonzero x if t - 1 _ .
Using
Karamata’s theorem(see [Ti])
andtheorem B we obtain
+00
The result follows
easily
from the factthat L (x)
has apole
of order1=0
: one at zero.
294 P. COLLET AND P. FERRERO
We now show that the
absolutely
continuous invariant measure isunique.
Then gl = g2.
Proo, f. -
We haveby hypothesis. Multiplying
glby
a constant, we can assume that 03B11 = 03B12. Let g=g1-g2, thenobviously
P g = g
and Thisimplies
The sequence of functions
is
uniformly
bounded and converges to zeroLebesgue
almosteverywhere
since the Bowen-Ruelle measure is the Dirac measure at 0.
It follows from the
Lebesgue
convergence theorem thatg = 0,
i. e. gi = g2.THEOREM 3.3 : 1
for
thetopology of uniform
convergence on compact subsetof ]0, 1],
andn- 1
Proof. -
The sequence PI 1 hasonly
one accumulationpoint
i=o
by
lemma 3 . 2.THEOREM 3 . 4. -
Any
invariant Borel set A such that + 00 hasLebesgue
measure zero.Proof. - According
to the definition of the Perron-Frobeniusoperator
we have for all
integer k,
~(A)
=dt,
whichimplies
Therefore
and
Now
using
Lemma Bbut on the other
hand I ej (x) - Ilx _ O ( 1 )
x -1 ~2implies
and therefore
which
implies
X(A)
= 0.LEMMA 3 . 5 . - Let u be a real
function
on[0, 1] such
that(1)
There is somestrictly positive
constantC,
such that(2)
u is C 1.Then there is a
finite
constant cr(u)
such thatProof. -
It is easy tomodify
theproofs
of lemma 2.1-2.4 and3 .1,
to show that P"M satisfies a bound similar to Pn 1. This follows from the fact that if L is ann-preimage
of the segment[x, y]
then296 P. COLLET AND P. FERRERO
We now
apply
the Chacon-Ornsteinergodic
theorem[F]
to the operator P inLi ([0,1])
and we deduce thatn-l
converges almost
surely.
Therefore Pj u is also almostsurely
con-o
vergent. From the compactness in the
topology
of compact convergenceon
]0,1],
it follows that we have convergenceeverywhere.
Let e* be thelimit; using
lemma3.2,
we conclude that e* isproportional
to e. Noticethat it is easy to extend a to a
probability
measure, since it is a linear functional on C 1 bounded in the C°topology.
LEMMA 3.6. - Let
u~L1,
theno
and f
isergodic.
Proof - By
the Chacon-Ornstein identification theorem[K], [N]
where
E ( . I ¿)
denotes the conditionalexpectation
on the oalgebra
of invariant sets.
Using
thedensity
of C° inLi
1 we obtain E(u |03A3) = 03C3 (u)
E( 1 03A3)
for all u inL 1.
Thisimplies
that E( 1 |03A3)
is almostsurely
constant, since all the characteristic functions of level sets of E(1 ~)
areproportional
to E(11 ~).
i i
’
APPENDICES
Appendix
AThe
following
result is an obvious consequence of ourhypothesis.
Westate it as an
independent
lemma for further references. We recall that a is definedby 2 a = f" (0).
Thefollowing
lemma is an immediate conse-quence of the
regularity off
LEMMA A.I.- There is a
Cl function r defined
on[0, 1],
such thatThe
following
result is almost arephrasing
of a result in[D].
We shallgive
it for the convenience of the reader. We first introduce some notations.For x in
[0,1] we
set8(jc)=~
and~(~)= 1/(~+6).
We also define
un=fn/tn
and We shall not indicate the xdependence
when there is noambiguity.
From lemma A. 1 we have thefollowing
recursive relation for wnLEMMA A. 2. - There is a
positive
real numberZo
such thatif
0 xZo,
then
for
everyinteger
n we haveand
Proof. -
From the above recursion on w, it followseasely
thatif tn
issmall
enough,
thenimplies wn + 1 I _ tn ~+ 1.
The estimate is obvious for n = 0 since wo =0,
and the assertion followsrecursively
if westart with a small
enough
x since the sequence t isdecreasing.
LEMMA A. 3. -
If x
and x’ are smallenough,
thenProof. -
Leton
= wn(x) - wn (y)
we have thefollowing
recursion relation for~n
where andassuming
x y, whichimplies
Using
lemma A. 2 and the obvious estimate298 P. COLLET AND P. FERRERO we obtain
This
implies
since00
= 0The result follows at once from the relation
using
the above estimate and lemma A. 2.LEMMA A. 4. - Let U be an interval such that
1 j2
is not in the interior[0, E] for
Thenfor
some p > 1 whichdepends only
on E, and not onU,
such thatwe have
Proof -
This is obviousif f~(U)Q [0,e]=§§
for0~/~.
If(U)
n[0, E]
#0, using
Lemma A. 3 and XI {U)) _
p{ 1 ),
it is easy to check that for someE1 > 0
suchthat f~ (D)
n[0, si)
=0
for0 --
l _ n and the result follows.LEMMA A. 5. - Let E be small
enough
such thatThen there is a constant
As
such thatif
U is an interval contained in[0, E],
then
for
anyinteger
n ,Proof. -
We haveUsing
lemma A. 1 it is easy to show that for E smallenough
we haveand the result follows from the definition of t.
Appendix
BWe define a
function ~ by
We shall be interested in the dominant
singularity of ç (t)
when t - 1_.We then use a Tauberian theorem to obtain the
asymptotic
behaviour ofn
E hp (1/2).
p=o
THEOREM B:
( 1 )
Sincehn ( 1 /2)
is bounded(as follows easily from
Lemma2 . 4), ~ (t)
isanalytic
in the unit disk.Proof -
We shall first find anequation for ç (t).
We start with therelation
which is easy to prove
recursively.
Weintegrate
from 0 to 1 and getwhere
However
up to the first order.
Multiplying by
t" andsumming
over n we get forItl1
1300 P. COLLET AND P. FERRERO
where
This
implies
~- o~
We define a function v
by
v(t~ _ ~ t~, (
1),
and we obtaini=0
We shall now
give
a bound onR (t).
We havewhen
~e[l/2,1[,
and thereforeHence if
t e [1 /2, 1 there
exists apositive
constantsuch that
Therefore if t is such that 1-
( 1- t) v (t)
ispositive
Now we use the fact that
(lemma
A.2)
On being
a bounded sequence. Henceforthwhere VI
(t)
isuniformly
bounded in[1 /2, 1].
We now recall Karamata’s theorem.THEOREM
[H], [Ti]. - Suppose
that( 1 )
for all n0,
Then
We conclude
using
this last theorem for the function[2014log(l ~)K(~),
and a direct estimate of the
Taylor
coefficientsof ç expressed
as convolu-tions of the
Taylor
coefficients of thefunctions -1/log(1-t)
andREFERENCES
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[L-Y] A. LASOTA, J. YORKE, On the existence of invariant measures for piecewise monotonic transformations, Trans. Am. Math. Soc., Vol. 186, 1973, p. 481.
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[Ma] P. MANNEVILLE, Intermittency, self-similarity and 1/f spectrum in dissipative dynami-
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