In mathematics, a G-measure is a measure μ {\displaystyle \mu } that can be represented as the weak-∗ limit of a sequence of measurable functions G = ( G n ) n = 1 ∞ {\displaystyle G=\left(G_{n}\right)_{n=1}^{\infty }} . A classic example is the Riesz product
G n ( t ) = ∏ k = 1 n ( 1 + r cos ( 2 π m k t ) ) {\displaystyle G_{n}(t)=\prod _{k=1}^{n}\left(1+r\cos(2\pi m^{k}t)\right)}
where − 1 < r < 1 , m ∈ N {\displaystyle -1<r<1,m\in \mathbb {N} } . The weak-∗ limit of this product is a measure on the circle T {\displaystyle \mathbb {T} } , in the sense that for f ∈ C ( T ) {\displaystyle f\in C(\mathbb {T} )} :
∫ f d μ = lim n → ∞ ∫ f ( t ) ∏ k = 1 n ( 1 + r cos ( 2 π m k t ) ) d t = lim n → ∞ ∫ f ( t ) G n ( t ) d t {\displaystyle \int f\,d\mu =\lim _{n\to \infty }\int f(t)\prod _{k=1}^{n}\left(1+r\cos(2\pi m^{k}t)\right)\,dt=\lim _{n\to \infty }\int f(t)G_{n}(t)\,dt}
where d t {\displaystyle dt} represents Haar measure.
History It was Keane who first showed that Riesz products can be regarded as strong mixing invariant measure under the shift operator S ( x ) = m x mod 1 {\displaystyle S(x)=mx\,{\bmod {\,}}1} . These were later generalized by Brown and Dooley to Riesz products of the form
∏ k = 1 ∞ ( 1 + r k cos ( 2 π m 1 m 2 ⋯ m k t ) ) {\displaystyle \prod _{k=1}^{\infty }\left(1+r_{k}\cos(2\pi m_{1}m_{2}\cdots m_{k}t)\right)}
where − 1 < r k < 1 , m k ∈ N , m k ≥ 3 {\displaystyle -1<r_{k}<1,m_{k}\in \mathbb {N} ,m_{k}\geq 3} .
References
External links Riesz Product at Encyclopedia of Mathematics
