/- Copyright (c) 2021 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov -/ import measure_theory.constructions.borel_space import dynamics.ergodic.measure_preserving import combinatorics.pigeonhole /-! # Conservative systems In this file we define `f : α → α` to be a *conservative* system w.r.t a measure `μ` if `f` is non-singular (`measure_theory.quasi_measure_preserving`) and for every measurable set `s` of positive measure at least one point `x ∈ s` returns back to `s` after some number of iterations of `f`. There are several properties that look like they are stronger than this one but actually follow from it: * `measure_theory.conservative.frequently_measure_inter_ne_zero`, `measure_theory.conservative.exists_gt_measure_inter_ne_zero`: if `μ s ≠ 0`, then for infinitely many `n`, the measure of `s ∩ (f^[n]) ⁻¹' s` is positive. * `measure_theory.conservative.measure_mem_forall_ge_image_not_mem_eq_zero`, `measure_theory.conservative.ae_mem_imp_frequently_image_mem`: a.e. every point of `s` visits `s` infinitely many times (Poincaré recurrence theorem). We also prove the topological Poincaré recurrence theorem `measure_theory.conservative.ae_frequently_mem_of_mem_nhds`. Let `f : α → α` be a conservative dynamical system on a topological space with second countable topology and measurable open sets. Then almost every point `x : α` is recurrent: it visits every neighborhood `s ∈ 𝓝 x` infinitely many times. ## Tags conservative dynamical system, Poincare recurrence theorem -/ noncomputable theory open classical set filter measure_theory finset function topological_space open_locale classical topological_space variables {ι : Type*} {α : Type*} [measurable_space α] {f : α → α} {s : set α} {μ : measure α} namespace measure_theory open measure /-- We say that a non-singular (`measure_theory.quasi_measure_preserving`) self-map is *conservative* if for any measurable set `s` of positive measure there exists `x ∈ s` such that `x` returns back to `s` under some iteration of `f`. -/ structure conservative (f : α → α) (μ : measure α . volume_tac) extends quasi_measure_preserving f μ μ : Prop := (exists_mem_image_mem : ∀ ⦃s⦄, measurable_set s → μ s ≠ 0 → ∃ (x ∈ s) (m ≠ 0), f^[m] x ∈ s) /-- A self-map preserving a finite measure is conservative. -/ protected lemma measure_preserving.conservative [is_finite_measure μ] (h : measure_preserving f μ μ) : conservative f μ := ⟨h.quasi_measure_preserving, λ s hsm h0, h.exists_mem_image_mem hsm h0⟩ namespace conservative /-- The identity map is conservative w.r.t. any measure. -/ protected lemma id (μ : measure α) : conservative id μ := { to_quasi_measure_preserving := quasi_measure_preserving.id μ, exists_mem_image_mem := λ s hs h0, let ⟨x, hx⟩ := nonempty_of_measure_ne_zero h0 in ⟨x, hx, 1, one_ne_zero, hx⟩ } /-- If `f` is a conservative map and `s` is a measurable set of nonzero measure, then for infinitely many values of `m` a positive measure of points `x ∈ s` returns back to `s` after `m` iterations of `f`. -/ lemma frequently_measure_inter_ne_zero (hf : conservative f μ) (hs : measurable_set s) (h0 : μ s ≠ 0) : ∃ᶠ m in at_top, μ (s ∩ (f^[m]) ⁻¹' s) ≠ 0 := begin by_contra H, simp only [not_frequently, eventually_at_top, ne.def, not_not] at H, rcases H with ⟨N, hN⟩, induction N with N ihN, { apply h0, simpa using hN 0 le_rfl }, rw [imp_false] at ihN, push_neg at ihN, rcases ihN with ⟨n, hn, hμn⟩, set T := s ∩ ⋃ n ≥ N + 1, (f^[n]) ⁻¹' s, have hT : measurable_set T, from hs.inter (measurable_set.bUnion (to_countable _) (λ _ _, hf.measurable.iterate _ hs)), have hμT : μ T = 0, { convert (measure_bUnion_null_iff $ to_countable _).2 hN, rw ←inter_Union₂, refl }, have : μ ((s ∩ (f^[n]) ⁻¹' s) \ T) ≠ 0, by rwa [measure_diff_null hμT], rcases hf.exists_mem_image_mem ((hs.inter (hf.measurable.iterate n hs)).diff hT) this with ⟨x, ⟨⟨hxs, hxn⟩, hxT⟩, m, hm0, ⟨hxms, hxm⟩, hxx⟩, refine hxT ⟨hxs, mem_Union₂.2 ⟨n + m, _, _⟩⟩, { exact add_le_add hn (nat.one_le_of_lt $ pos_iff_ne_zero.2 hm0) }, { rwa [set.mem_preimage, ← iterate_add_apply] at hxm } end /-- If `f` is a conservative map and `s` is a measurable set of nonzero measure, then for an arbitrarily large `m` a positive measure of points `x ∈ s` returns back to `s` after `m` iterations of `f`. -/ lemma exists_gt_measure_inter_ne_zero (hf : conservative f μ) (hs : measurable_set s) (h0 : μ s ≠ 0) (N : ℕ) : ∃ m > N, μ (s ∩ (f^[m]) ⁻¹' s) ≠ 0 := let ⟨m, hm, hmN⟩ := ((hf.frequently_measure_inter_ne_zero hs h0).and_eventually (eventually_gt_at_top N)).exists in ⟨m, hmN, hm⟩ /-- Poincaré recurrence theorem: given a conservative map `f` and a measurable set `s`, the set of points `x ∈ s` such that `x` does not return to `s` after `≥ n` iterations has measure zero. -/ lemma measure_mem_forall_ge_image_not_mem_eq_zero (hf : conservative f μ) (hs : measurable_set s) (n : ℕ) : μ {x ∈ s | ∀ m ≥ n, f^[m] x ∉ s} = 0 := begin by_contradiction H, have : measurable_set (s ∩ {x | ∀ m ≥ n, f^[m] x ∉ s}), { simp only [set_of_forall, ← compl_set_of], exact hs.inter (measurable_set.bInter (to_countable _) (λ m _, hf.measurable.iterate m hs.compl)) }, rcases (hf.exists_gt_measure_inter_ne_zero this H) n with ⟨m, hmn, hm⟩, rcases nonempty_of_measure_ne_zero hm with ⟨x, ⟨hxs, hxn⟩, hxm, -⟩, exact hxn m hmn.lt.le hxm end /-- Poincaré recurrence theorem: given a conservative map `f` and a measurable set `s`, almost every point `x ∈ s` returns back to `s` infinitely many times. -/ lemma ae_mem_imp_frequently_image_mem (hf : conservative f μ) (hs : measurable_set s) : ∀ᵐ x ∂μ, x ∈ s → ∃ᶠ n in at_top, (f^[n] x) ∈ s := begin simp only [frequently_at_top, @forall_swap (_ ∈ s), ae_all_iff], intro n, filter_upwards [measure_zero_iff_ae_nmem.1 (hf.measure_mem_forall_ge_image_not_mem_eq_zero hs n)], simp, end lemma inter_frequently_image_mem_ae_eq (hf : conservative f μ) (hs : measurable_set s) : (s ∩ {x | ∃ᶠ n in at_top, f^[n] x ∈ s} : set α) =ᵐ[μ] s := inter_eventually_eq_left.2 $ hf.ae_mem_imp_frequently_image_mem hs lemma measure_inter_frequently_image_mem_eq (hf : conservative f μ) (hs : measurable_set s) : μ (s ∩ {x | ∃ᶠ n in at_top, f^[n] x ∈ s}) = μ s := measure_congr (hf.inter_frequently_image_mem_ae_eq hs) /-- Poincaré recurrence theorem: if `f` is a conservative dynamical system and `s` is a measurable set, then for `μ`-a.e. `x`, if the orbit of `x` visits `s` at least once, then it visits `s` infinitely many times. -/ lemma ae_forall_image_mem_imp_frequently_image_mem (hf : conservative f μ) (hs : measurable_set s) : ∀ᵐ x ∂μ, ∀ k, f^[k] x ∈ s → ∃ᶠ n in at_top, (f^[n] x) ∈ s := begin refine ae_all_iff.2 (λ k, _), refine (hf.ae_mem_imp_frequently_image_mem (hf.measurable.iterate k hs)).mono (λ x hx hk, _), rw [← map_add_at_top_eq_nat k, frequently_map], refine (hx hk).mono (λ n hn, _), rwa [add_comm, iterate_add_apply] end /-- If `f` is a conservative self-map and `s` is a measurable set of positive measure, then `μ.ae`-frequently we have `x ∈ s` and `s` returns to `s` under infinitely many iterations of `f`. -/ lemma frequently_ae_mem_and_frequently_image_mem (hf : conservative f μ) (hs : measurable_set s) (h0 : μ s ≠ 0) : ∃ᵐ x ∂μ, x ∈ s ∧ ∃ᶠ n in at_top, (f^[n] x) ∈ s := ((frequently_ae_mem_iff.2 h0).and_eventually (hf.ae_mem_imp_frequently_image_mem hs)).mono $ λ x hx, ⟨hx.1, hx.2 hx.1⟩ /-- Poincaré recurrence theorem. Let `f : α → α` be a conservative dynamical system on a topological space with second countable topology and measurable open sets. Then almost every point `x : α` is recurrent: it visits every neighborhood `s ∈ 𝓝 x` infinitely many times. -/ lemma ae_frequently_mem_of_mem_nhds [topological_space α] [second_countable_topology α] [opens_measurable_space α] {f : α → α} {μ : measure α} (h : conservative f μ) : ∀ᵐ x ∂μ, ∀ s ∈ 𝓝 x, ∃ᶠ n in at_top, f^[n] x ∈ s := begin have : ∀ s ∈ countable_basis α, ∀ᵐ x ∂μ, x ∈ s → ∃ᶠ n in at_top, (f^[n] x) ∈ s, from λ s hs, h.ae_mem_imp_frequently_image_mem (is_open_of_mem_countable_basis hs).measurable_set, refine ((ae_ball_iff $ countable_countable_basis α).2 this).mono (λ x hx s hs, _), rcases (is_basis_countable_basis α).mem_nhds_iff.1 hs with ⟨o, hoS, hxo, hos⟩, exact (hx o hoS hxo).mono (λ n hn, hos hn) end /-- Iteration of a conservative system is a conservative system. -/ protected lemma iterate (hf : conservative f μ) (n : ℕ) : conservative (f^[n]) μ := begin cases n, { exact conservative.id μ }, -- Discharge the trivial case `n = 0` refine ⟨hf.1.iterate _, λ s hs hs0, _⟩, rcases (hf.frequently_ae_mem_and_frequently_image_mem hs hs0).exists with ⟨x, hxs, hx⟩, /- We take a point `x ∈ s` such that `f^[k] x ∈ s` for infinitely many values of `k`, then we choose two of these values `k < l` such that `k ≡ l [MOD (n + 1)]`. Then `f^[k] x ∈ s` and `(f^[n + 1])^[(l - k) / (n + 1)] (f^[k] x) = f^[l] x ∈ s`. -/ rw nat.frequently_at_top_iff_infinite at hx, rcases nat.exists_lt_modeq_of_infinite hx n.succ_pos with ⟨k, hk, l, hl, hkl, hn⟩, set m := (l - k) / (n + 1), have : (n + 1) * m = l - k, { apply nat.mul_div_cancel', exact (nat.modeq_iff_dvd' hkl.le).1 hn }, refine ⟨f^[k] x, hk, m, _, _⟩, { intro hm, rw [hm, mul_zero, eq_comm, tsub_eq_zero_iff_le] at this, exact this.not_lt hkl }, { rwa [← iterate_mul, this, ← iterate_add_apply, tsub_add_cancel_of_le], exact hkl.le } end end conservative end measure_theory