The zero-type property and mixing of Bernoulli shifts

Zemer Kosloff

doi:10.1017/S0143385711001052

The zero-type property and mixing of Bernoulli shifts

Zemer Kosloff^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

We prove that every non-singular Bernoulli shift is either zero-type or there is an equivalent invariant stationary product probability. We also give examples of a type III1Bernoulli shift and a Markovian flow which are power weakly mixing and zero-type.

Original language	English
Pages (from-to)	549-559
Number of pages	11
Journal	Ergodic Theory and Dynamical Systems
Volume	33
Issue number	2
DOIs	https://doi.org/10.1017/S0143385711001052
State	Published - Apr 2013
Externally published	Yes

Access to Document

10.1017/S0143385711001052

Cite this

@article{080c949417784215a2a765d6b497b89a,

title = "The zero-type property and mixing of Bernoulli shifts",

abstract = "We prove that every non-singular Bernoulli shift is either zero-type or there is an equivalent invariant stationary product probability. We also give examples of a type III1Bernoulli shift and a Markovian flow which are power weakly mixing and zero-type.",

author = "Zemer Kosloff",

year = "2013",

month = apr,

doi = "10.1017/S0143385711001052",

language = "אנגלית",

volume = "33",

pages = "549--559",

journal = "Ergodic Theory and Dynamical Systems",

issn = "0143-3857",

publisher = "Cambridge University Press",

number = "2",

}

TY - JOUR

T1 - The zero-type property and mixing of Bernoulli shifts

AU - Kosloff, Zemer

PY - 2013/4

Y1 - 2013/4

N2 - We prove that every non-singular Bernoulli shift is either zero-type or there is an equivalent invariant stationary product probability. We also give examples of a type III1Bernoulli shift and a Markovian flow which are power weakly mixing and zero-type.

AB - We prove that every non-singular Bernoulli shift is either zero-type or there is an equivalent invariant stationary product probability. We also give examples of a type III1Bernoulli shift and a Markovian flow which are power weakly mixing and zero-type.

UR - http://www.scopus.com/inward/record.url?scp=84877942431&partnerID=8YFLogxK

U2 - 10.1017/S0143385711001052

DO - 10.1017/S0143385711001052

M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???

AN - SCOPUS:84877942431

SN - 0143-3857

VL - 33

SP - 549

EP - 559

JO - Ergodic Theory and Dynamical Systems

JF - Ergodic Theory and Dynamical Systems

IS - 2

ER -

The zero-type property and mixing of Bernoulli shifts

Abstract

Access to Document

Other files and links

Fingerprint

Cite this