Properties of multicorrelation sequences and large returns under some ergodicity assumptions

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Publication:2030845



Abstract: We prove that given a measure preserving system (X,mathcalB,mu,T1,dots,Td) with commuting, ergodic transformations Ti such that TiTj−1 are ergodic for all ieqj, the multicorrelation sequence a(n)=intXf0cdotT1nf1cdotdotsocdotTdnfddmu can be decomposed as a(n)=aextrmst(n)+aextrmer(n), where aextrmst is a uniform limit of d-step nilsequences and aextrmer is a nullsequence (that is, limN−Moinftyfrac1N−Msumn=MN−1|aextrmer|2=0). Under some additional ergodicity conditions on T1,dots,Td we also establish a similar decomposition for polynomial multicorrelation sequences of the form a(n)=intXf0cdotprodi=1dTipi,1(n)f1cdotdotsocdotprodi=1dTipi,k(n)fkdmu, where each pi,k:mathbbZightarrowmathbbZ is a polynomial map. We also show, for d=2, that if T1,T2,T1T2−1 are invertible and ergodic, we have large triple intersections: for all varepsilon>0 and all AinmathcalB, the set ninmathbbZ:mu(AcapT1−nAcapT2−nA)>mu(A)3−varepsilon is syndetic. Moreover, we show that if T1,T2,T1T2−1 are totally ergodic, and we denote by pn the n-th prime, the set ninmathbbN:mu(AcapT1−(pn−1)AcapT2−(pn−1)A)>mu(A)3−varepsilon has positive lower density.












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