2021
DOI: 10.3934/dcds.2020386
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Properties of multicorrelation sequences and large returns under some ergodicity assumptions

Abstract: We prove that given a measure preserving system (X, B, µ, T 1 ,. .. , T d) with commuting, ergodic transformations T i such that T i T −1 j are ergodic for all i = j, the multicorrelation sequence a(n) = X f 0 •T n 1 f 1 •.. .•T n d f d dµ can be decomposed as a(n) = ast(n) + aer(n), where ast is a uniform limit of d-step nilsequences and aer is a nullsequence (that is, lim N −M →∞

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Cited by 7 publications
(31 citation statements)
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“…can be decomposed as a sum of a uniform limit of k-step nilsequences plus a nullsequence. For more general expressions (as in (3)), exploiting results from [18], it is also shown in [8] that, if we further assume ergodicity in all directions, i.e., T a 1 1 • . .…”
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confidence: 97%
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“…can be decomposed as a sum of a uniform limit of k-step nilsequences plus a nullsequence. For more general expressions (as in (3)), exploiting results from [18], it is also shown in [8] that, if we further assume ergodicity in all directions, i.e., T a 1 1 • . .…”
mentioning
confidence: 97%
“…A partial answer towards this direction was obtained in [8] by the second author. Namely, [8,Theorem 1.5] shows that for any system (X, B, µ, T 1 , . .…”
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confidence: 99%
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