Continuous Ergodic Capacities

MaRDI QIDQ6428419zbMATH OpenFDO

Authors Yihao Sheng, Yongsheng Song

Publication date 4 March 2023

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Dynamical aspects of measure-preserving transformations (37A05)

Abstract: The objective of this paper is to characterize the structure of the set $Theta$ for a continuous ergodic upper probability $mathbbV=su{p}_{PinTheta}P$ (Theorem ef {main result}): . $Theta$ contains a finite number of ergodic probabilities; . Any invariant probability in $Theta$ is a convex combination of those ergodic ones in $Theta$; . Any probability in $Theta$ coincides with an invariant one in $Theta$ on the invariant $sigma$-algebra. The last property has already been obtained in extsl{Cerreia-Vioglio, Maccheroni, and Marinacci} cite{ergodictheorem}, which firstly studied the ergodicity of such capacities. As an application of the characterization, we prove an ergodicity result (Theorem ef {improve}), which improves the result in cite{ergodictheorem} in the sense that the limit of the time mean of $xi$ is bounded by the upper expectation $su{p}_{PinTheta}{E}_P[xi]$, instead of the Choquet integral. Generally, the former is strictly smaller.

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