The so-called ergodic hierarchy (EH) is a central part of ergodic theory. It is a hierarchy of properties that dynamical systems can possess. Its five levels are egrodicity, weak mixing, strong mixing, Kolomogorov, and Bernoulli. Although EH is a mathematical theory, its concepts have been widely used in the foundations of statistical physics, accounts of randomness, and discussions about the nature of chaos. We introduce EH and discuss its applications in these fields.

We argue that, contrary to some analyses in the philosophy of science literature, ergodic theory falls short in explaining the success of classical equilibrium statistical mechanics. Our claim is based on the observations that dynamical systems for which statistical mechanics works are most likely not ergodic, and that ergodicity is both too strong and too weak a condition for the required explanation: one needs only ergodic-like behaviour for the finite set of observables that matter, but the behaviour must ensure (...) that the approach to equilibrium for these observables is on the appropriate time-scale. (shrink)

The traditional use of ergodic theory in the foundations of equilibrium statistical mechanics is that it provides a link between thermodynamic observables and microcanonical probabilities. First of all, the ergodic theorem demonstrates the equality of microcanonical phase averages and infinite time averages (albeit for a special class of systems, and up to a measure zero set of exceptions). Secondly, one argues that actual measurements of thermodynamic quantities yield time averaged quantities, since measurements take a long time. The combination of these (...) two points is held to be an explanation why calculating microcanonical phase averages is a successful algorithm for predicting the values of thermodynamic observables. It is also well-known that this account is problematic.

This survey intends to show that ergodic theory nevertheless may have important roles to play, and it explores three other uses of ergodic theory. Particular attention is paid, firstly, to the relevance of specific interpretations of probability, and secondly, to the way in which the concern with systems in thermal equilibrium is translated into probabilistic language. With respect to the latter point, it is argued that equilibrium should not be represented as a stationary probability distribution as is standardly done; instead, a weaker definition is presented. (shrink)

Various processes are often classified as both deterministic and random or chaotic. The main difficulty in analysing the randomness of such processes is the apparent tension between the notions of randomness and determinism: what type of randomness could exist in a deterministic process? Ergodic theory seems to offer a particularly promising theoretical tool for tackling this problem by positing a hierarchy, the so-called ‘ergodic hierarchy’, which is commonly assumed to provide a hierarchy of increasing degrees of randomness. However, that notion (...) of randomness requires clarification. The mathematical definition of EH does not make explicit appeal to randomness; nor does the usual way of presenting EH involve a specification of the notion of randomness that is supposed to underlie the hierarchy. In this paper we argue that EH is best understood as a hierarchy of random behaviour if randomness is explicated in terms of unpredictability. We then show that, contrary to common wisdom, EH is useful in characterising the behaviour of Hamiltonian dynamical systems. (shrink)

Why does classical equilibrium statistical mechanics work? Malament and Zabell (1980) noticed that, for ergodic dynamical systems, the unique absolutely continuous invariant probability measure is the microcanonical. Earman and Rédei (1996) replied that systems of interest are very probably not ergodic, so that absolutely continuous invariant probability measures very distant from the microcanonical exist. In response I define the generalized properties of epsilon-ergodicity and epsilon-continuity, I review computational evidence indicating that systems of interest are epsilon-ergodic, I adapt Malament and (...) Zabell’s defense of absolute continuity to support epsilon-continuity, and I prove that, for epsilon-ergodic systems, every epsilon-continuous invariant probability measure is very close to the microcanonical. (shrink)

The so-called ergodic hierarchy (EH) is a central part of ergodic theory. It is a hierarchy of properties that dynamical systems can possess. Its five levels are egrodicity, weak mixing, strong mixing, Kolomogorov, and Bernoulli. Although EH is a mathematical theory, its concepts have been widely used in the foundations of statistical physics, accounts of randomness, and discussions about the nature of chaos. We introduce EH and discuss how its applications in these fields.

This paper analyzes the ergodic hypothesis in the context of Boltzmann’s late work in statistical mechanics, where Boltzmann lays the foundations for what is today known as the typicality account. I argue that, based on the concepts of stationarity (of the measure) and typicality (of the equilibrium state), the ergodic hypothesis, as an idealization, is a consequence rather than an assumption of Boltzmann’s account. More precisely, it can be shown that every system with a stationary measure and an equilibrium state (...) (be it a typical state with respect to the phase space or the time average) behaves essentially as if it were ergodic. I claim that Boltzmann was aware of this fact as it grounds both his notion of equilibrium, relating it to the thermodynamic notion of equilibrium, and his estimate of the fluctuation rates. (shrink)

I prove a theorem on the precise connection of the time and phase-space average of the Boltzmann equilibrium showing that the behaviour of a dynamical system with a stationary measure and a dominant equilibrium state is qualitatively ergodic. Explicitly, I show that given a dynamical system with a stationary measure and a region of overwhelming phase-space measure, almost all trajectories spend almost all of their time in that region. Conversely, given that almost all trajectories spend almost all of their time (...) in a certain region, that region is of overwhelming phase-space measure. In total, the time and phase-space average of the equilibrium state approximately coincide. Consequently, equilibrium can be defined equivalently in terms of the time or the phase-space average. Moreover, since the two averages are almost equal, the behaviour of the system is essentially ergodic. While this does not explain the approach to equilibrium, it provides a means to estimate the fluctuation rates. (shrink)

Some philosphers of science of an empiricist and pragmatist bent have proposed models of statistical explanation, but have then become sceptical of the adequacy of these models. It is argued that general considerations concerning the purpose of function of explanation in science which are usually appealed to by such philosophers show that their scepticism is not well taken; for such considerations provide much the same rationale for the search for statistical explanations, as these philosophers have characterized them, as they do (...) for lawlike explanations. But, it is further argued, a significant piece of what is frequently offered as an explanation of well known phenomena in statistical mechanics, fails to meet this general "pragmatic rationale" for statistical, or indeed any kind of, explanation. The question then arises whether the physicists have misconstrued the value of this piece of physical theorizing, ergodic theory, taking it to be explanatory when it is actually not; or whether, instead, the philosopher's account of just what is genuinely explanatory is too narrow. (shrink)

De Finetti's representation theorem is a special case of the ergodic decomposition of stationary probability measures. The problems of the interpretation of probabilities centred around de Finetti's theorem are extended to this more general situation. The ergodic decomposition theorem has a physical background in the ergodic theory of dynamical systems. Thereby the interpretations of probabilities in the cases of de Finetti's theorem and its generalization and in ergodic theory are systematically connected to each other.

New results in ergodic theory show that averages of repeated measurements will typically diverge with probability one if there are random errors in the measurement of time. Since mean-square convergence of the averages is not so susceptible to these anomalies, we are led again to compare the mean and pointwise ergodic theorems and to reconsider efforts to determine properties of a stochastic process from the study of a generic sample path. There are also implications for models of time and the (...) interaction between observer and observable. (shrink)

The pointwise ergodic theorem is nonconstructive. In this paper, we examine origins of this non-constructivity, and determine the logical strength of the theorem and of the auxiliary statements used to prove it. We discuss properties of integrable functions and of measure preserving transformations and give three proofs of the theorem, though mostly focusing on the one derived from the mean ergodic theorem. All the proofs can be carried out in ACA₀; moreover, the pointwise ergodic theorem is equivalent to (ACA) over (...) the base theory RCA₀. (shrink)

I prove a theorem on the precise connection of the time and phase-space average of the Boltzmann equilibrium showing that the behaviour of a dynamical system with a stationary measure and a dominant equilibrium state is qualitatively ergodic. Explicitly, I show that given a dynamical system with a stationary measure and a region of overwhelming phase-space measure, almost all trajectories spend almost all of their time in that region. Conversely, given that almost all trajectories spend almost all of their time (...) in a certain region, that region is of overwhelming phase-space measure. In total, the time and phase-space average of the equilibrium state approximately coincide. Consequently, equilibrium can be defined equivalently in terms of the time or the phase-space average. Moreover, since the two averages are almost equal, the behaviour of the system is essentially ergodic. While this does not explain the approach to equilibrium, it provides a means to estimate the fluctuation rates. (shrink)

There are several ontological and consequently also methodological mistakes in contemporary mainstream economics. Among them, the so-called ergodic axiom is play significant role. It is understandable that the real economy elaborated as formalized mental model looks like dynamic system on first sight. However, that is right only of dynamical systems in mathematical formalism. Economy that is in our understanding societal and/or collective economy is complex evolving organism. If we imagine such organism in the form of dynamical system that is as (...) clear mathematical formalism, we are losing their crucial authentic character. The significant irredeemable attribute of societal economy is lying in his complex evolving network process character created by large population of people with different decision-making and complex realizing among them. Going from these imaginations the two entities in a question that is dynamical system with their ergodicity and societal economic organism as complex evolving network are qualitative very different ones. That is the reason why we cannot accede with endeavours to draw on living economy straitjacket of ergodic axiom. To articulate that cause by other words ergodic dynamical systems are applicable for physical and partly for chemical entities and only scarcely are fit for living organisms. On the other hand however, as clear method the ergodic dynamical system have good applying for didactical approaches in economics where helping in better understanding some types of complexities in dynamics. The purpose of that essay is to discuss problems around usability of ergodic dynamical system theory and methods in economics in the age of advanced ICT knowledge based society. (shrink)

The foundation of statistical mechanics and the explanation of the success of its methods rest on the fact that the theoretical values of physical quantities (phase averages) may be compared with the results of experimental measurements (infinite time averages). In the 1930s, this problem, called the ergodic problem, was dealt with by ergodic theory that tried to resolve the problem by making reference above all to considerations of a dynamic nature. In the present paper, this solution will be analyzed first, (...) highlighting the fact that its very general nature does not duly consider the specificities of the systems of statistical mechanics. Second, Khinchin’s approach will be presented, that starting with more specific assumptions about the nature of systems, achieves an asymptotic version of the result obtained with ergodic theory. Third, the statistical meaning of Khinchin’s approach will be analyzed and a comparison between this and the point of view of ergodic theory is proposed. It will be demonstrated that the difference consists principally of two different perspectives on the ergodic problem: that of ergodic theory puts the state of equilibrium at the center, while Khinchin’s attempts to generalize the result to non-equilibrium states. (shrink)

V’yugin has shown that there are a computable shift-invariant measure on $2^{\mathbb{N}}$ and a simple function $f$ such that there is no computable bound on the rate of convergence of the ergodic averages $A_{n}f$ . Here it is shown that in fact one can construct an example with the property that there is no computable bound on the complexity of the limit; that is, there is no computable bound on how complex a simple function needs to be to approximate the (...) limit to within a given $\varepsilon$. (shrink)

We consider the extent to which one can compute bounds on the rate of convergence of a sequence of ergodic averages. It is not difficult to construct an example of a computable Lebesgue measure preserving transformation of [0, 1] and a characteristic function f = χA such that the ergodic averages Anf do not converge to a computable element of L2([0, 1]). In particular, there is no computable bound on the rate of convergence for that sequence. On the other hand, (...) we show that, for any nonexpansive linear operator T on a separable Hilbert space and any element f , it is possible to compute a bound on the rate of convergence of Anf from T , f , and the norm f ∗ of the limit. In particular, if T is the Koopman operator arising from a computable ergodic measure preserving transformation of a probability space X and f is any computable element of L2 (X ), then there is a computable bound on the rate of convergence of the sequence Anf. (shrink)

The study of ergodic theorems from the viewpoint of computable analysis is a rich field of investigation. Interactions between algorithmic randomness, computability theory and ergodic theory have recently been examined by several authors. It has been observed that ergodic measures have better computability properties than non-ergodic ones. In a previous paper we studied the extent to which non-ergodic measures inherit the computability properties of ergodic ones, and introduced the notion of an effectively decomposable measure. We asked the following question: if (...) the ergodic decomposition of a stationary measure is finite, is this decomposition effective? In this paper we answer the question in the negative. (shrink)

The metamathematical tradition, tracing back to Hilbert, employs syntactic modeling to study the methods of contemporary mathematics. A central goal has been, in particular, to explore the extent to which infinitary methods can be understood in computational or otherwise explicit terms. Ergodic theory provides rich opportunities for such analysis. Although the field has its origins in seventeenth century dynamics and nineteenth century statistical mechanics, it employs infinitary, nonconstructive, and structural methods that are characteristically modern. At the same time, computational concerns (...) and recent applications to combinatorics and number theory force us to reconsider the constructive character of the theory and its methods. This paper surveys some recent contributions to the metamathematical study of ergodic theory, focusing on the mean and pointwise ergodic theorems and the Furstenberg structure theorem for measure preserving systems. In particular, I characterize the extent to which these theorems are nonconstructive, and explain how proof-theoretic methods can be used to locate their "constructive content.". (shrink)

De Finetti's representation theorem is a special case of the ergodic decomposition of stationary probability measures. The problems of the interpretation of probabilities centred around de Finetti's theorem are extended to this more general situation. The ergodic decomposition theorem has a physical background in the ergodic theory of dynamical systems. Thereby the interpretations of probabilities in the cases of de Finetti's theorem and its generalization and in ergodic theory are systematically connected to each other.

The present paper reveals (non-relativistic) quantum mechanics as an emergent property of otherwise classical ergodic systems embedded in a stochastic vacuum or zero-point radiation field (zpf). This result provides a theoretical basis for understanding recent numerical experiments in which a statistical analysis of an atomic electron interacting with the zpf furnishes the quantum distribution for the ground state of the H atom. The action of the zpf on matter is essential within the present approach, but it is the ergodic demand (...) what ultimately leads to the matrix formulation of quantum mechanics. The paper thus represents a step forward in the quest for an elucidation of the fundamentals of quantum mechanics. (shrink)

Let B be a p-uniformly convex Banach space, with p≥2. Let T be a linear operator on B, and let Anx denote the ergodic average ∑i.

I prove several natural preservation theorems for the countable support iteration. This solves a question of Rosłanowski regarding the preservation of localization properties and greatly simplifies the proofs in the area.

Let T be a positive L₁-L∞ contraction. We prove that the following statements are equivalent in constructive mathematics. (1) The projection in L₂ on the space of invariant functions exists: (2) The sequence (Tⁿ)n∈N Cesáro-converges in the L₂ norm: (3) The sequence (Tⁿ)n∈N Cesáro-converges almost everywhere. Thus, we find necessary and sufficient conditions for the Mean Ergodic Theorem and the Dunford-Schwartz Pointwise Ergodic Theorem. As a corollary we obtain a constructive ergodic theorem for ergodic measure-preserving transformations. This answers a question (...) posed by Bishop. (shrink)

Gases reach equilibrium when left to themselves. Why do they behave in this way? The canonical answer to this question, originally proffered by Boltzmann, is that the systems have to be ergodic. This answer has been criticised on different grounds and is now widely regarded as flawed. In this paper we argue that some of the main arguments against Boltzmann's answer, in particular, arguments based on the KAM-theorem and the Markus-Meyer theorem, are beside the point. We then argue that something (...) close to Boltzmann's original proposal is true for gases: gases behave thermodynamic-like if they are epsilon-ergodic, i.e., ergodic on the entire accessible phase space except for a small region of measure epsilon. This answer is promising because there are good reasons to believe that relevant systems in statistical mechanics are epsilon-ergodic. (shrink)

In this paper, we explore some of the consequences of Martin’s Conjecture on degree invariant Borel maps. These include the strongest conceivable ergodicity result for the Turing equivalence relation with respect to the filter on the degrees generated by the cones, as well as the statement that the complexity of a weakly universal countable Borel equivalence relation always concentrates on a null set.

We propose an "explanation scheme" for why the Gibbs phase average technique in classical equilibrium statistical mechanics works. Our account emphasizes the importance of the Khinchin-Lanford dispersion theorems. We suggest that ergodicity does play a role, but not the one usually assigned to it.

Suppose that we have a method which estimates the conditional probabilities of some unknown stochastic source and we use it to guess which of the outcomes will happen. We want to make a correct guess as often as it is possible. What estimators are good for this? In this work, we consider estimators given by a familiar notion of universal coding for stationary ergodic measures, while working in the framework of algorithmic randomness, i.e., we are particularly interested in prediction of (...) Martin-Löf random points. We outline the general theory and exhibit some counterexamples. Completing a result of Ryabko from 2009 we also show that universal probability measure in the sense of universal coding induces a universal predictor in the prequential sense. Surprisingly, this implication holds true provided the universal measure does not ascribe too low conditional probabilities to individual symbols. As an example, we show that the Prediction by Partial Matching measure satisfies this requirement with a large reserve. (shrink)

The purported failures of ergodic theory (seen in its often proved ineptitude to ground a mechanical explanation of thermodynamics) are shown to arise from misconception of the functions served by scientific explanation. In fact, the predictive failures of ergodic theory are precisely its points of greatest physical utility, where genuinely new knowledge about actual physical systems can be obtained, once the links between explanation and reconstructive estimation are recognized.

Parallels between cancer and ecological systems have been increasingly recognized and extensively reviewed. However, a more unified framework of understanding cancer as an evolving dynamical system that undergoes a sequence of interconnected changes over time, from a dormant microtumor to disseminated metastatic disease, still needs to be developed. Here, we focus on several examples of such mechanisms, namely, how in cancer niche construction a metabolic adaptation and consequent change to the tumor microenvironment becomes an important factor in evasion of the (...) predator, facilitating disease progression; how tumor establishment and propagation is driven by the tumor’s own keystone species, the cancer stem cells; and how the succession of stages of metastatic dissemination can be informed by ergodic theory and forest ecology. (shrink)

The renewed interest in the foundations of quantum statistical mechanics in recent years has led us to study John von Neumann’s 1929 article on the quantum ergodic theorem. We have found this almost forgotten article, which until now has been available only in German, to be a treasure chest, and to be much misunderstood. In it, von Neumann studied the long-time behavior of macroscopic quantum systems. While one of the two theorems announced in his title, the one he calls the (...) “quantum H-theorem,” is actually a much weaker statement than Boltzmann’s classical H-theorem, the other theorem, which he calls the “quantum ergodic theorem,” is a beautiful and very non-trivial result. It expresses a fact we call “normal typicality” and can be summarized as follows: For a “typical” finite family of commuting macroscopic observables, every initial wave function ψ0 from a micro-canonical energy shell so evolves that for most times t in the long run, the joint probability distribution of these observables obtained from ψt is close to their micro-canonical distribution. (shrink)

The purported failures of ergodic theory are shown to arise from misconception of the functions served by scientific explanation. In fact, the predictive failures of ergodic theory are precisely its points of greatest physical utility, where genuinely new knowledge about actual physical systems can be obtained, once the links between explanation and reconstructive estimation are recognized.

We discuss the content and significance of John von Neumann’s quantum ergodic theorem (QET) of 1929, a strong result arising from the mere mathematical structure of quantum mechanics. The QET is a precise formulation of what we call normal typicality, i.e., the statement that, for typical large systems, every initial wave function ψ0 from an energy shell is “normal”: it evolves in such a way that |ψt ψt| is, for most t, macroscopically equivalent to the micro-canonical density matrix. The QET (...) has been mostly forgotten after it was criticized as a dynamically vacuous statement in several papers in the 1950s. However, we point out that this criticism does not apply to the actual QET, a correct statement of which does not appear in these papers, but to a different (indeed weaker) statement. Furthermore, we formulate a stronger statement of normal typicality, based on the observation that the bound on the deviations from the average specified by von Neumann is unnecessarily coarse and a much tighter (and more relevant) bound actually follows from his proof. (shrink)

The renewed interest in the foundations of quantum statistical mechanics in recent years has led us to study John von Neumann’s 1929 article on the quantum ergodic theorem. We have found this almost forgotten article, which until now has been available only in German, to be a treasure chest, and to be much misunderstood. In it, von Neumann studied the long-time behavior of macroscopic quantum systems. While one of the two theorems announced in his title, the one he calls the (...) “quantum H-theorem,” is actually a much weaker statement than Boltzmann’s classical H-theorem, the other theorem, which he calls the “quantum ergodic theorem,” is a beautiful and very non-trivial result. It expresses a fact we call “normal typicality” and can be summarized as follows: For a “typical” finite family of commuting macroscopic observables, every initial wave function ψ0 from a micro-canonical energy shell so evolves that for most times t in the long run, the joint probability distribution of these observables obtained from ψ is close to.. (shrink)

There is an ergodic, measure preserving, countable Borel equivalence relation E on a standard Borel probability space (X, µ) such that E\c is not essentially free on any conull C ⊂ X.

Very large databases are a major opportunity for science and data analytics is a remarkable new field of investigation in computer science. The effectiveness of these tools is used to support a “philosophy” against the scientific method as developed throughout history. According to this view, computer-discovered correlations should replace understanding and guide prediction and action. Consequently, there will be no need to give scientific meaning to phenomena, by proposing, say, causal relations, since regularities in very large databases are enough: “with (...) enough data, the numbers speak for themselves”. The “end of science” is proclaimed. Using classical results from ergodic theory, Ramsey theory and algorithmic information theory, we show that this “philosophy” is wrong. For example, we prove that very large databases have to contain arbitrary correlations. These correlations appear only due to the size, not the nature, of data. They can be found in “randomly” generated, large enough databases, which—as we will prove—implies that most correlations are spurious. Too much information tends to behave like very little information. The scientific method can be enriched by computer mining in immense databases, but not replaced by it. (shrink)

In this paper I argue for an association between impurity and explanatory power in contemporary mathematics. This proposal is defended against the ancient and influential idea that purity and explanation go hand-in-hand (Aristotle, Bolzano) and recent suggestions that purity/impurity ascriptions and explanatory power are more or less distinct (Section 1). This is done by analyzing a central and deep result of additive number theory, Szemerédi’s theorem, and various of its proofs (Section 2). In particular, I focus upon the radically impure (...) (ergodic) proof due to Furstenberg (Section 3). Furstenberg’s ergodic proof is striking because it utilizes intuitively foreign and infinitary resources to prove a finitary combinatorial result and does so in a perspicuous fashion. I claim that Furstenberg’s proof is explanatory in light of its clear expression of a crucial structural result, which provides the “reason why” Szemerédi’s theorem is true. This is, however, rather surprising: how can such intuitively different conceptual resources “get a grip on” the theorem to be proved? I account for this phenomenon by articulating a new construal of the content of a mathematical statement, which I call structural content (Section 4). I argue that the availability of structural content saves intuitive epistemic distinctions made in mathematical practice and simultaneously explicates the intervention of surprising and explanatorily rich conceptual resources. Structural content also disarms general arguments for thinking that impurity and explanatory power might come apart. Finally, I sketch a proposal that, once structural content is in hand, impure resources lead to explanatory proofs via suitably understood varieties of simplification and unification (Section 5). (shrink)

We investigate the meaning of the wave function by analyzing the mass and charge density distributions of a quantum system. According to protective measurement, a charged quantum system has effective mass and charge density distributing in space, proportional to the square of the absolute value of its wave function. In a realistic interpretation, the wave function of a quantum system can be taken as a description of either a physical field or the ergodic motion of a particle. The essential difference (...) between a field and the ergodic motion of a particle lies in the property of simultaneity; a field exists throughout space simultaneously, whereas the ergodic motion of a particle exists throughout space in a time-divided way. If the wave function is a physical field, then the mass and charge density will be distributed in space simultaneously for a charged quantum system, and thus there will exist gravitational and electrostatic self-interactions of its wave function. This not only violates the superposition principle of quantum mechanics but also contradicts experimental observations. Thus the wave function cannot be a description of a physical field but a description of the ergodic motion of a particle. For the later there is only a localized particle with mass and charge at every instant, and thus there will not exist any self-interaction for the wave function. Which kind of ergodic motion of particles then? It is argued that the classical ergodic models, which assume continuous motion of particles, cannot be consistent with quantum mechanics. Based on the negative result, we suggest that the wave function is a description of the quantum motion of particles, which is random and discontinuous in nature. On this interpretation, the square of the absolute value of the wave function not only gives the probability of the particle being found in certain locations, but also gives the probability of the particle being there. We show that this new interpretation of the wave function provides a natural realistic alternative to the orthodox interpretation, and its implications for other realistic interpretations of quantum mechanics are also briefly discussed. (shrink)

The Einstein–Podolsky–Rosen–Bohm (EPRB) experiment performed with random variable and spatially separated analyzers is a milestone test in the controversy between Objective Local Theories (OLT) and Quantum Mechanics (QM). Only a few OLT are still possible. Some of the surviving OLT (specifically, the so called non-ergodic theories) would be undetectable in the averaged statistical values, but they may leave their trace in the time dynamics. For, while QM predicts random processes, the OLT of this kind predict the existence of regularities that (...) may be revealed as a low dimensional object in the phase space. We perform a numerical analysis of the time-resolved data recorded in that experiment to unveil any hypothetical low dimensional dynamics that may be present. We find no consistent indication of such dynamics except for one data file, the longest of all in the real time. The possible causes of these dynamics are discussed. (shrink)