Ornstein isomorphism theorem

In mathematics, the Ornstein isomorphism theorem is a deep result for ergodic theory. It states that if two different Bernoulli schemes have the same Kolmogorov entropy, then they are isomorphic.^[1][2] The result, given by Donald Ornstein in 1970, is important because it states that many systems previously believed to be unrelated are in fact isomorphic; these include all finite stationary stochastic processes, including Markov chains and subshifts of finite type, Anosov flows and Sinai's billiards, ergodic automorphisms of the n-torus, and the continued fraction transform.

Discussion[]

The theorem is actually a collection of related theorems. The first theorem states that if two different Bernoulli shifts have the same Kolmogorov entropy, then they are isomorphic as dynamical systems. The third theorem extends this result to flows: namely, that there exists a flow ${\displaystyle T_{t}}$ such that ${\displaystyle T_{1}}$ is a Bernoulli shift. The fourth theorem states that, for a given fixed entropy, this flow is unique, up to a constant rescaling of time. The fifth theorem states that there is a single, unique flow (up to a constant rescaling of time) that has infinite entropy. The phrase "up to a constant rescaling of time" means simply that if ${\displaystyle T_{t}}$ and ${\displaystyle S_{t}}$ are two flows with the same entropy, then ${\displaystyle S_{t}=T_{ct}}$ for some constant c.

A corollary of these results is that a Bernoulli shift can be factored arbitrarily: So, for example, given a shift T, there is another shift ${\displaystyle {\sqrt {T}}}$ that is isomorphic to it.

History[]

The question of isomorphism dates to von Neumann, who asked if the two Bernoulli schemes BS(1/2, 1/2) and BS(1/3, 1/3, 1/3) were isomorphic or not. In 1959, Ya. Sinai and Kolmogorov replied in the negative, showing that two different schemes cannot be isomorphic if they do not have the same entropy. Specifically, they showed that the entropy of a Bernoulli scheme BS(p₁, p₂,..., p_n) is given by^[3][4]

${\displaystyle H=-\sum _{i=1}^{N}p_{i}\log p_{i}.}$

The Ornstein isomorphism theorem, proved by Donald Ornstein in 1970, states that two Bernoulli schemes with the same entropy are isomorphic. The result is sharp,^[5] in that very similar, non-scheme systems do not have this property; specifically, there exist Kolmogorov systems with the same entropy that are not isomorphic. Ornstein received the Bôcher prize for this work.

A simplified proof of the isomorphism theorem was given by Michael S. Keane and M. Smorodinsky in 1979.^[6][7] However, the original proof remains more powerful, as it provides a simple criterion that can be applied to determine if two different systems are isomorphic or not.

References[]

Further reading[]

• Steven Kalikow, Randall McCutcheon (2010) Outline of Ergodic Theory, Cambridge University Press
• D. Ornstein (2001) [1994], "Ornstein isomorphism theorem", Encyclopedia of Mathematics, EMS Press
• Donald Ornstein (2008), "Ornstein theory" Scholarpedia, 3(3):3957.