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Double extensions of dynamical systems and a construction of mixing filtrations
M. I. Gordin St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
Let
$T$ be an automorphism of a probability space
$(X,\mathscr F,P)$ and let
$A_s$ and
$A_u$ be generators of symmetric Markov transition semigroups on
$X$.
$A_s$ and
$A_u$ are supposed also to be “eigenvectors” for
$T$ with eigenvalues
$\theta^{-1}$ and
$\theta$ for some
$\theta>1$. We give a probabilistic construction (based on
$A_s$ and
$A_u$) of an extension of the quadruple
$(X,\mathscr F,P,T)$. This extension
$(X',\mathscr F',P,T')$ is naturally supplied with decreasing and increasing filtrations.
Under the assumptions that
$A_s$ and
$A_u$ commute and that their sum
$A_s+A_u$ is bounded below apart from zero we establish very strong decay to zero of the maximal correlation coefficient between the
$\sigma$-fields of these filtrations.
As an application we prove the following assertion under the above conjectures. Let
$f\in L_2$ has integral 0 with respect to
$P$ and be such that
$$
\sum_{k\ge 0}\bigl((|f|^2_2-|\mathbf P_s(\theta^{-k})f|^2_2)^{1/2}+(|f|^2_2-|\mathbf P_u(\theta^{-k})f|^2_2)^{1/2}\bigr)<\infty.
$$
Then the sequence
$\{f\circ T^k, k\in\mathbb Z\}$ satisfies the Functional Central Limit Theorem.
As an example we consider hyperbolic toral automorphisms.
UDC:
519.2 Received: 10.12.1997