On invariant functions for positive operators
The author investigates non ergodic versions of several well known limit theorems for strictly stationary processes. In some cases, the assumptions which are given with respect to general invariant measure, guarantee the validity of the theorem with respect to ergodic components of the measure. In other cases, the limit theorem can fail for all ergodic components, while for the original invariant measure it holds.
Given a set X, a countable group H acting on it and a σ-finite H-invariant measure m on X, we study conditions which imply that each selector of H-orbits is nonmeasurable with respect to any H-invariant extension of m.
Let T be an endomorphism of a probability measure space (Ω,𝓐,μ), and f be a real-valued measurable function on Ω. We consider the cohomology equation f = h ∘ T - h. Conditions for the existence of real-valued measurable solutions h in some function spaces are deduced. The results obtained generalize and improve a recent result of Alonso, Hong and Obaya.