Kac's lemma

E620664

Kac's lemma is a result in ergodic theory that relates the expected return time to a set in a measure-preserving dynamical system to the inverse of the measure of that set.

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Statements (45)

Predicate Object
instanceOf result in ergodic theory ⓘ
theorem ⓘ
appearsIn Mark Kac's works on probability and statistical mechanics ⓘ
appliesTo ergodic measure-preserving transformations ⓘ
measure-preserving dynamical systems ⓘ
assumes measurable set of positive measure ⓘ
measure-preserving transformation ⓘ
probability space ⓘ
category theorems in dynamical systems ⓘ
theorems in ergodic theory ⓘ
theorems in probability theory ⓘ
conclusion E(τ_A | x in A) = 1/μ(A) where τ_A is the first return time to A ⓘ
consequence recurrence properties can be quantified via measure ⓘ
the expected number of visits to a set is proportional to its measure ⓘ
field dynamical systems ⓘ
ergodic theory ⓘ
probability theory ⓘ
formalSetting (X, Σ, μ, T) with μ a probability measure and T measure-preserving ⓘ
hasConcept ergodic transformation ⓘ
first return time ⓘ
invariant measure ⓘ
recurrence time ⓘ
holdsIn discrete-time dynamical systems ⓘ
measure-preserving transformations on probability spaces ⓘ
implies the average return time to a set is inversely proportional to its measure ⓘ
the mean recurrence time to a set is finite if the set has positive measure ⓘ
influenced applications of ergodic theory to Markov chains ⓘ
study of return-time statistics in dynamical systems ⓘ
isSpecialCaseOf results on return times in stationary processes ⓘ
mathematicalDomain measure theory ⓘ
probability on dynamical systems ⓘ
namedAfter Mark Kac ⓘ
relatedTo Birkhoff ergodic theorem ⓘ
linked to: ergodic theorem

Markov chain stationary distributions ⓘ
Poincaré recurrence theorem ⓘ
relates expected return time to a set ⓘ
inverse of the measure of that set ⓘ
requires μ(A) > 0 for the set A ⓘ
statement For a measure-preserving transformation on a probability space, the expected return time to a measurable set A of positive measure equals 1 divided by the measure of A. ⓘ
typicalFormulation If T is a measure-preserving transformation on (X, Σ, μ) and A has μ(A) > 0, then the integral over A of the first return time to A equals 1. ⓘ
usedFor applications in Markov processes ⓘ
applications in statistical mechanics ⓘ
computing expected recurrence times ⓘ
understanding recurrence in ergodic systems ⓘ
yearIntroducedApprox 1940s ⓘ

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