Monthly Archives: September 2013

Ergodic Decomposition

— 1. Introduction — In the study of measurable dynamics, the basic object of study is a measure preserving system: a quadruple , where is a set, is a -algebra over , is a probability measure on and is a … Continue reading

Posted in Analysis, Classic results, Ergodic Theory, Tool | Tagged , , | 20 Comments

Disintegration of measures

In this post I will talk about conditional expectation and disintegration of a measure with respect to a -algebra. All this is classical probability theory but I think not many people (me included) come across this in a standard course … Continue reading

Posted in Analysis, Classic results, Tool | Tagged , , | 6 Comments