Statistical Properties of Dynamics

STATISTICAL PROPERTIES OF DYNAMICS
INTRODUCTION TO THE FUNCTIONAL ANALYTIC

APPROACH.
STEFANO GALATOLO
Abstract. These are lecture notes for a simple minicourse approaching the
satistical properties of a dynamical system by the study of the associated
transfer operator (considered on a suitable function space).
The following questions will be addressed:
existence of a regular invariant measure;
Lasota Yorke inequalities and spectral gap;
decay of correlations and some limit theorem;
stability under perturbations of the system
linear response
hyperbolic systems
The point of view taken is to present the general construction and ideas
needed to obtain these results in the simplest way. For this, some theorem is
proved in a form which is weaker than usually known, but with an elementary
and simple proof.
These notes are intended for the Hokkaido-Pisa University summer

course 2017.
Contents
1. Introduction 2
2. Physical measures 3
3. Transfer operator 4
4. Expanding maps: regularizing action of the transfer operator and
existence of a regular invariant measure 6
4.1. Lasota-Yorke inequalities 7
4.2. Existence of a regular invariant measure 9
5. Convergence to equilibrium and mixing 10
5.1. Speed of convergence to equilibrium 11
6. Spectral gap and consequences 12
6.1. Central limit 14
7. Stability and response to perturbation 15
7.1. Stability of …xed points, a general statement 16
7.2. Application to expanding maps 18
7.3. Uniform family of operators and uniform Vs contraction 20
7.4. Lipschitz continuity. 21
8. Some general Linear Response statements 21
8.1. The derivative operator and linear response for circle expanding maps 24
8.2. Rigorous numerical methods for the computation of invariant measures 27
1
AMS Open Math Notes: Works in Progress; Reference # OMN:201707.110711; 2017-07-31 02:35:19
2 STEFANO GALATOLO
9. Piecewise expanding maps 29

9.1. Bounded variation and the Lasota Yorke inequality for piecewise
expanding maps 29
9.2. The stability under deterministic perturbations 32
9.3. The approximation of the invariant measure for piecewise expanding
maps 34
10. A look to hyperbolic systems 35
10.1. Transfer operator associated to F 37
10.2. General properties of L1 like norms 37
10.3. Strong norm and Lasota Yorke inequality 41
11. Appendix: Convergence
R speed and
R correlation
R integral 43
11.1. Estimating T n g dm g dm d (another kind of
convergence
R to equilibrium
R estimation)
R 43
11.2. Estimating Tn g d g d d (a decay of correlation
estimation) 44
12. Appendix: absolutely continuous invariant measures, convergence and
mixing 44
13. Bibliographic remarks and acknowledgements 45
References 45
Dipartimento di Matematica, Universita di Pisa, Via Buonarroti 1,Pisa - Italy
1. Introduction
The term statistical properties of a dynamical system refers to the long time
behavior of a trajectory x1 ; :::; xn , or a set of trajectories of the system: their dis-
tribution in the phase space, the average of a given observable along the trajectory
(consider a function f with values on R or C and the time average f (x1 )+:::+f n
(xn )
),
the speed of convergence to those averages, the frequency of a deviation from the
average behavior and so on. As we will see in the following, this relates to the prop-
erties of the evolution of large sets of trajectories, measures or even distributions
by the action of the dynamics.
In chaotic systems the statistical properties of the dynamics are often a better
object to be studied than the pointwise behavior of trajectories. In fact, due to the
initial condition sensitivity, the future behavior of initial data can be unpredictable,
but statistical properties are often regular and their description simpler. This is a
classical approach to dynamics that has been implemented in the so called Ergodic
Theory ( the reader may …nd in any library or even in the references of this notes
very good books on this general theory and about its many applications).
In Ergodic Theory often it is supposed that the dynamics preserve a given mea-
sure, and some other properties (ergodicity, mixing) from which other deep conse-
quences are deduced.
These notes focuses around some questions between dynamics and ergodic theory.
We consider dynamical systems having certain geometrical properties and show that
they have "good" invariant measures. Sometime we can prove that they satisfy
other …ner properties (mixing, fast decay of correlations, spectral gap), so that we
can apply many results from Ergodic Theory and Probability. We also consider
STATISTICAL PROPERTIES OF DYNAM ICS FUNCTIONAL ANALYTIC APPROACH 3
the important problem of the stability of these invariant measures and mixing
properties, this allows to have information about whether the statistical properties
are stable under small changes in the system or not, or even about the direction of
change of these properties when the system change. (this has of course important
applications for the understanding of the behavior of many systems)
As said before, the properties we mean to investigate are related to the evolution
of measures by the action of the dynamics. We will see that given a dynamical
system is possible to associate to the system a transfer operator, describing the
action of the dynamics on suitable functional spaces of measures (or distributions
sometime). Many important results can be obtained studying the properties of this
transfer operator. This is the main subject of the following sections. We will start
de…ning the transfer operator and its basic properties. We will see how it is possible
to deduce the existence of a regular invariant measure and the speed of convergence
to this measure by the iteration of the dynamics. We will see that under additional
assumptions we may have a precise description of the action of the transfer operator
on suitable spaces of measures (spectral gap, Section 6), and some of its statistical
consequences. We will then consider the problem of stability of all these concepts
under perturbation (Section 7).
The general theory and tools shown in the notes are applied to some of the
simplest kind of uniformly expanding or hyperbolic dynamics. We enter in details
showing how all these concepts can be applied to expanding maps, but we also give
information on the piecewise expanding (Section 9) and hyperbolic case (Section
10).
2. Physical measures
In these notes we consider discrete time dynamical systems. Let X be a metric
space, T : X 7! X a Borel measurable map. We say that a Borel probability
measure is T -invariant if for each measurable set A it holds (A) = (T 1 (A))
. Invariant measures represent equilibrium states, in the sense that probabilities of
events do not change in time. A given a map T , may have many of these invariant
measures, but some of them is particularly important to describe the statistical
properties of the dynamics associated to T . In this section we will de…ne the notion
of Physical measure, which is a particularly important kind of invariant measure.
In the following, we will see that under suitable assumptions some physical measure
measure is an attractor of many other regular measures by the dynamics, and the
speed of convergence to this equilibrium state has important consequences for the
statistical properties of the dynamics.
A set A is called T -invariant if T 1 (A) = A (mod 0). The system (X; T; ) is
said to be ergodic if each T -invariant set has total or null measure. An ergodic
system is then a system which is indecomposable, from the measure theoretical
point of view.
The celebrated Birkho¤ pointwise ergodic theorem says that in this case, time
averages computed along -typical orbits coincides with space average with respect
to : More precisely, in ergodic systems, for any f 2 L1 (X; ) it holds
Z
Snf (x)
(1) lim = fd ;
n!1 n
4 STEFANO GALATOLO
for almost each x, where Snf = f + f T + : : : + f T n 1 :

Note that the equality in (1) is up to negligible sets according to . A given map
T : X 7! X may have many invariant measures corresponding to many possible
statistical limit behaviors.
It is important to select the physically relevant ones; the ones which come from
the time averages of a large set of points. Large according to the natural measure we
can consider on our phase space; when X is a manifold this could be the Lebesgue
measure.
De…nition 1. Let X be a manifold with boundary. We say that a point x belongs
to the basin of an invariant measure if (1) holds at x for each bounded continuous
f . A physical measure is an invariant measure whose basin has positive Lebesgue
measure.
Often these physical measures also have other interesting features such as:
they are as regular as possible among the invariant ones;
they have a certain stability under perturbations of the system;
they are in some sense limits of iterates of the Lebesgue measure (by the
transfer operator we de…ne in the next section).
These measures hence encodes important information about the statistical be-
havior of the system (see [34] for a general survey). In the following we will see
some method to select those measures, prove their existence and some of its main
statistical properties.
3. Transfer operator
Let us consider the space SM (X) of Borel measures with sign on X (equivalently
complex valued measures can be considered). A function T between metric spaces
naturally induces a function L : SM (X) ! SM (X) which is linear and is called
transfer operator (associated to T ). Let us de…ne L: if 2 SM (X) then L[ ] 2
SM (X) is such that
L[ ](A) = (T 1 (A)):
Remark that if the measure we consider is absolutely continuous: d = f dm
(here we are considering the Lebesgue measure m as a reference measure, note
that other measures can be considered) and if T is nonsingular1 , the operator
induces another operator L ~ : L1 (m) ! L1 (m) acting on the measure densities
~ = d(L(f m))
(Lf dm ). By a small abuse of notation we will still indicate by L this
operator.
It is straightforward to see that In this case L : L1 ! L1 is a positive operator2
and preserves the integral
Z Z
Lf dm = f dm;
let us see some other important basic properties
1 A map is nonsingular (with respect to the Lebesgue measure) when m(T 1 (A)) = 0 ()
m(A) = 0
2f 0 =) Lf 0
Proposition 2. L : L1 ! L1 is a weak contraction for the L1 norm. If f is a L1

density, then
jjLf jj1 jjf jj1 :
Proof. Since L preserves the integral
Z Z Z
jjLf jj1 = jLf j dm jL(f + f )jdm jL(f + )j + jL(f )jdm
Z Z
Ljf j dm = jf j dm = jjf jj1 :
Proposition 3. Consider f 2 L1 (m), and g 2 L1 (m), then:

Z Z
g L(f ) dm = g T f dm:
Proof. Let us …rst prove it for simple functions if g = 1B then

Z Z
g T f dm = 1B T f dm =
Z Z Z
1T 1 B f dm = f dm = Lf dm:
T 1B B
P
If g 2 L1 we can approximate it by a combination of simple functions g^ = i ai 1Ai
in a way that jjg g^jj1 and
Z Z
g^ T f dm = g^ L(f ) dm:
Then
Z Z
g T f dm = [g g^ + g^] T f dm
Z Z
= [g g^] T f dm + g^ T f dm:
Moreover
Z Z
g L(f ) dm = [g g^ + g^] L(f ) dm
Z Z
= [g g^] L(f ) dm + g^ L(f ) dm
and since T is nonsingular

Z
j [g g^] T f dmj jj[g g^] T jj1 jjf jj1
jj[g g^]jj1 jjf jj1 ;

moreover Z
j [g g^] L(f ) dmj jj[g g^]jj1 jjLf jj1
directly leading to the statement.
6 STEFANO GALATOLO
Measures which are invariant for T are …xed points of L. Since physical mea-
sures usually have some "as good as possible" regularity property we will …nd such
invariant measures in some space of "regular" measures. A …rst example which
will be explained in more details below is the one of expanding maps, where we
are going to …nd physical measures in the space of invariant measures having an
absolutely continuous density.
4. Expanding maps: regularizing action of the transfer operator

and existence of a regular invariant measure
The expanding map

x ! 4x + 0:01 sin(8 x) mod 1 and a plot of its invariant density.
In this section we illustrate one approach which allows to prove the existence of
regular invariant measures. The approach is quite general, but we will show it on
a class of one dimensional maps, where the construction is technically simple. An
important step is to …nd a suitable function space on which the transfer operator
has good properties.
Let us consider a map T which is expanding on the circle. i.e.
T : S1 ! S1;
T 2 C 2;
jT 0 (x)j > 1 8x.
Let us consider the Banach space W 1;1 of absolutely continuous functions3 with
the norm
jjf jj = jjf jj1 + jjf 0 jj1 :
We will show that the transfer operator is regularizing for the jj jj norm. This
implies that iterates of a starting measure have bounded jj jj norm, allowing to
…nd a suitable invariant measure (and much more information on the statistical
behavior of the system, as it will be described in the following sections).
3 For which f (x) = f (0) + R x f 0 (t) dt for some f 0 2 L1 .

0
4.1. Lasota-Yorke inequalities. A main tool to implement this idea is the so

called Lasota Yorke inequality ([29]) 4 , let us see what it is about: we consider
the operator L restricted to some normed vector space of signed Borel measures
(Bs ; jj jjs ) (often a Banach space) and we consider another space Bw Bs equipped
with a weaker norm jj jjw such that jjLn jjBw !Bw M is uniformly bounded (as it
is for the L1 norm, see Remark 2). In this context, if the two spaces are well chosen
it is possible in many interesting cases to prove that there are A 0; 0 <1
such that for each n
jjLn gjjs A n jjgjjs + Bjjgjjw :
This means that the iterates Ln g have bounded strong norm jj jjs and then by suit-
able compactness arguments5 this inequality may show the existence of an invariant
measure in Bs . Similar inequalities can be proved in many systems, and they are a
main tool for the study of statistical properties of dynamical systems.
Now let us see how the above inequality can be obtained in our case. Let us
consider a nonsingular transformation and see its action on densities. In the case
of expanding maps we are considering we have an explicit formula for the transfer
operator6 :
X f (y)
(2) [Lf ](x) = :
1
jT 0 (y)j
y2T (x)
Taking the derivative of (2) (remember that T 0 (y) = T 0 (T ( 1) (x)) )

0 X 1 T 00 (y)
0
(Lf ) = f (y) f (y):
1
(T 0 (y))2 (T 0 (y))3
y2T (x)
Note that
0 1 0 T 00
(3) (Lf ) = L( f) L( f)
T0 (T 0 )2
0 1 0 T 00
jj(Lf ) jj1 jj f jj1 + jj f jj1
T0 (T 0 )2
T 00
jjf 0 jj1 + jj 0 2 jj1 jjf jj1
(T )
where = max( T10 ).
Hence
0 T 00
jj(Lf ) jj1 + jjLf jj1 jjf 0 jj1 + jjf jj1 + (jj jj1 + 1)jjf jj1
(T 0 )2
and
T 00
jj(Lf )jj jjf jj + (jj jj1 + 1)jjf jj1 :
(T 0 )2
4 In the probabilistic context, this kind of estimations are often called as Doeblin Fortet
inequalities.
5 We will see this in the next paragraphs.
6 To prove the formula consider a small neighborhood B(x; ) of x and check the amount of
measure which is sent there by L. The value of the density Lf (x) will a.e. be the value of the
1
(T (B(x; )))
limit lim !0 2
(or see [15] pag. 85 ).
8 STEFANO GALATOLO
Iterating the inequality7

00
(jj (TT0 )2 jj1 + 1)
n n
(4) jj(L f )jj jjf jj + jjf jj1 :
1
0
Hence if we start with f 2 W 1;1 all the elements of the sequence Ln f of iterates
of f are in W 1;1 ; and their strong norms are uniformly bounded.
4.1.1. A Lipschitz Lasota Yorke inequality. By Equation 4, jj(Ln f )jj is uniformly

bounded, then also jj(Ln f )jj1 is. Let us remark that since the transfer operator
is positive
M := sup jj(Ln f )jj1 = sup jj(Ln 1)jj1 :
n;jjf jj1 =1 n
Then there is n1 such that n1 M < 1.

Now consider a new map, T2 = T n1 . This map still has the same regularity
properties as before and is uniformly expanding on the circle. Let L2 be its transfer
operator. From (3) we have
0 1 0 T 00
(5) jj(L2 f ) jj1 jjL2 ( 0 f )jj1 + jjL2 ( 20 2 f )jj1
T2 (T2 )
T 00
(6) n1
M jjf 0 jj1 + M jj 20 2 jj1 jjf jj1 :
(T2 )
Then L2 satis…es a Lasota Yorke inequality, with the norms jj jjl de…ned as
jjf jjl = jjf 0 jj1 + jjf jj1 and jj jj1 , that is
n
jjLnn1 f jjl jjf jjl + Bjjf jj1
n1
with = M < 1. By this
n
(7) jjLnn1 +q f jjl jjLq f jjl + BjjLq f jj1
n
M jjf jjl + BM jjf jj1
and then also L satis…es a Lasota Yorke inequality with these norms.
Remark 4. In this section we have shown two examples of regularization esti-

mations on di¤ erent function spaces. This kind of estimations are possible over
many kind of systems having some uniform contracting/expanding behavior. In
these cases the choice of the good measure spaces involved is crucial. When the
system is expanding, even on higher dimension and with low regularity, spaces of
bounded variation functions and absolutely continuous measures are usually con-
sidered. If the system has contracting directions, the physical measure usually has
fractal support and it is often included in some suitable space on which a Lasota
Yorke estimation can be proved (see. e.g. [27],[2],[15],[5], [23]), in these cases it is
often useful to include the space of measures in a suitable distribution spaces. In
Section 10 we will see an example of spaces adapted to a hyperbolic system.
7 jjL2 f jj jjLf jj + BjjLf jj1

2 jjf jj + Bjjf jj1 + Bjjf jj1 ; :::
4.2. Existence of a regular invariant measure. The following theorem pro-

vides a compactness argument to prove the existence of an invariant measure in L1 .
(see [16] for more details and generalizations)
Proposition 5 (Rellich-Kondrachov). W 1;1 is compactly immersed in L1 . If B
W 1;1 is a strongly bounded set: B B(0; K)8 then for each ; B has a …nite -net
for the L1 topology.
In particular any bounded subsequence fn 2 W 1;1 has a weakly converging sub-
sequence. There is fnk and f 2 L1 such that
f nk ! f
in L1 .
Proof. (sketch) Let us consider a subdivision x1 ; :::; xm of I with step :
Let us consider fn to be the piecewise linear approximation of f such that
fn (xi ) = fn (xi ):
Now, if xi x xi+1 then
Z xi+1
0
jfn (x) fn (x)j jf (t)j dt := hi :
xi
P
Remark that hi K: Hence
X
jjfn fn jj1 hi K:
Since has …nite rank it is then standard to construct a 2 K-net and we have
that there is fnk ; f 2 L1 s.t. fnk ! f in L1 :
Now let us prove the existence of an absolutely continuous invariant measure

(with density in W 1;1 ) for the expanding maps. As the reader may notice, the
procedure can be generalized to many other cases where a regularization inequality
and a compactness statement like Proposition
Pn 15 are available.
Let us consider the sequence gn = n1 i=0 Ln 1 where 1 is the density of the
normalized Lebesgue measure. By the Lasota Yorke inequality the sequence has
uniformly bounded W 1;1 norm and by Proposition 5 has a subsequence gnk con-
verging in L1 to a limit h.
Now recall that L is continuous in the L1 norm. By this
Lh = L( lim gnk ) = lim Lgnk = h:
k!1 k!1
Then h is an invariant density.

Proposition 6. The density h found above has the following properties:
h 2 W 1;1 and
00 T
(jj 0 jj1 +1)
(T )2
jjhjj 1 :
Proof. Consider gn;m = Lm (gn ): Remark that, gn;m 2 W 1;1 and the norms are
uniformly bounded. By the Lasota Yorke inequality
m
(8) jjgn1 ;a+m gn2 ;b+m jjW 1;1 jjgn1 ;a gn2 ;b jjW 1;1 + Bjjgn1 ;a gn2 ;b jj1
8 The strong ball centered in 0 with radius K.
10 STEFANO G ALATOLO
also remark that if jjgnk ;0 hjj1 then jjgnk ;j hjj1 for all j 0. Then the
sequence gnk ;k ! h in L1 ; and by 8 is a Cauchy sequence in the W 1;1 norm, indeed,
suppose k1 k2
k1
(9) jjgnk1 ;k1 gnk2 ;k2 jjW 1;1 jjgnk1 ;0 gnk2 ;k2 k1
jjW 1;1 +Bjjgnk1 ;0 gnk2 ;k2 k1
jj1 :
Since W 1;1 is complete, this implies that it converges in W 1;1 to some limit which
is forced to be h: Hence h 2 W 1;1 : 00 T
(jj 0 jj1 +1)
(T )2
By the Lasota Yorke inequality, since h is invariant then jjhjj = jjLhjj 1 .
Remark 7. Using the procedure explained in this section, using the Lasota Yorke
inequality 7 (remark that starting with the constant density 1 we are constructing
at each step a C 1 function and we are controlling its Lipschitz norm, which is
equivalent to the C 1 norm on C 1 ). It is possible to prove that a C 2 expanding
map has a C 1 invariant density. In a similar way it is possible to prove that a C 3
expanding map of the circle has a C 2 invariant density.
5. Convergence to equilibrium and mixing

Let us consider again an expanding map of the circle T as de…ned before and
its transfer operator L. Let us consider the strong and weak space of zero average
densities
Z
Vs = fg 2 W 1;1 s:t: g dm = 0g
and Z
Vw = fg 2 L1 s:t: g dm = 0g:
Now we prove that expanding maps are mixing (see also Appendix 12 for the
classical de…nition of mixing). Iterating a zero average density, eventually all of its
positive part gets annihilated with the negative part, and the iterates goes to zero
in L1 . Later we will see that the speed of convergence of this limit is exponential.
Proposition 8. For each g 2 Vs , it holds
lim jjLn gjj1 = 0:
n!1
Proof. First let us suppose that jjgjjl < 1. By 7 we know that all the iterates of g
have uniformly bounded l norm
jjLn gjjl M:
Let usRdenote by g + ; g the positive and negative parts of g. Remark that
jjgjj1 = 2 g + dm. There is a point x such that g + (x) 21 jjgjj1 . Around this point
1
consider a neighborhood N = B(x; 41 jjgjj1 M ): For each point x 2 N; g + (x)
1
4 jjgjj1 .
0
Now let d = min jT j; D = max jT 0 j. If n1 is the smallest integer such that
1 log(2jjgjj1 1 M )
dn1 12 jjgjj1 M > 1 ( i.e. n1 > log d ) then T n1 (N ) = S 1 and Ln1 g + has
then density at least
jjgjj1 jjgjj1 jjgjj1 1 log D
= (2jjgjj1 M ) log d
4Dn1 log(2jjgjj1 1 M ) log D
4D
4De log d
on S 1 . The same is true for g and then, after iterating n1 times this positive
constant part of the density and the corresponding negative one annihilates, and
log D
1
(2M ) log d
setting C = 4D ; it holds
log D
jjLn1 gjj1 jjgjj1 Cjjgjj1 log d +1 :
Let us denote g1 = Ln1 g. We can repeat the above construction and obtain n2 such
that
log D
jjg2 jj1 = jjLn2 g1 jj1 jjg1 jj1 Cjjg1 jj1 log d +1
and so on. Continuing, we have a sequence gn such that
log D
jjgn+1 jj1 jjgn jj1 Cjjgn jj1 log d +1
and then jjgn jj1 ! 0:
If now more generally, g 2 W 1;1 we can approximate g with a g~ such that jj~
g jjl <
1 in a way that jjg g~jj1 . Since jjLjjL1 !L1 1, limn!1 jjLn (g g~)jj1 .
And then the statement follows.
It easily follows (see Proposition 65)

Corollary 9. Expanding maps of the circle, considered with its W 1;1 invariant mea-
sure are mixing.
Corollary 10. For expanding maps of the circle, there is only one invariant mea-
sure in W 1;1 :
Proof. If there are two invariant probability densities h1 ; h2 then h1 h2 2 Vs and
invariant, impossible.
Pn 1
Corollary 11. The whole sequence gn = n1 i=0 Ln 1 converges to h:
Remark 12. By Proposition 8 it also follows that, if g 2 W 1;1 is a probability
density (and then g h 2 Vs ) then Ln g ! h in the L1 norm. By the Lasota Yorke
inequality we also get the convergence in W 1;1 (see the proof of Proposition 6).
5.1. Speed of convergence to equilibrium. For several applications, it is im-
portant to quantify the speed of mixing or convergence to equilibrium.
Let us see how to quantify: consider two vector subspaces of the space of signed
(complex) measures on X
Bs Bw ;
endowed with two norms, the strong norm jj jjs on Bs and the weak norm jj jjw on
Bw , such that jj jjs jj jjw on Bw (the W 1;1 norm and the L1 norm e.g.).
De…nition 13. We say that the transformation (X; T ) has convergence to equilib-
rium9 with speed with respect to these norms if for any f 2 Vs .
(10) jjLn f jjw (n) jjf jjs :
9 This speed is also related to the decay of correlation integrals, like

Z Z Z
j f Tn g d f d gd j
for observables f; g in suitable function spaces, see Section 11
We remark that in this case if is a starting probability measure in Bs and is

the invariant measure, still in Bs , then 2 Vs and then
jjLn jjw (n) jj jjs :
and then Ln converges to at a speed (n). Depending on the strong norm, one
may prove that jj jjs Cjj jjs where C does not depend on , obtaining
jjLn jjw C (n) jj jjs
(see Section 11 for one example).
In the next section we will see that the Lasota Yorke inequality and the properties
of the spaces we have chosen allows to prove exponential speed of convergence for
our circle expanding maps.
6. Spectral gap and consequences

Now we see a general result that easily implies that the convergence rate of
iterates of the transfer operator is exponentially fast.
We recall some basic concepts on the spectrum of operators. Let L be an operator
acting on a complex Banach space (B; jj jj):
the spectrum of an operator is de…ned as
spec(L) = f : ( I L) has no bounded inverseg
the spectral radius of L is de…ned as
(L) = supfjzj : z 2 spec(L)g:
An important connection between the spectral properties of the operator and
the asymptotic behavior of its iterates is given by the following formula
Proposition 14 (Spectral radius formula).
p p
(L) = lim n jjLn jj = inf n jjLn jj:
n!1 n
De…nition 15 (Spectral gap). The operator L has spectral gap if

L= P+N
where
P is a projection (i.e. P2 = P) and dim(Im(P)) = 1;
the spectral radius of N satis…es (N) < j j;
P N = N P = 0.
The following is an elementary tool to verify spectral gap of L on Bs .
Let us consider a transfer operator L acting on two normed vector spaces of
complex or signed measures (Bs ; jj jjs ); (Bw ; jj jjw ); Bs Bw CM (X) with
jj jjs jj jjw .
Theorem 16. Suppose:
(1) (Lasota Yorke inequality). For each g 2 Bs
n
jjLn gjjs A 1 jjgjjs + Bjjgjjw ;
(2) (Mixing) for each g 2 Vs , it holds
lim jjLn gjjw = 0;
n!1
(3) (Compact inclusion) the strong zero average space Vs is compactly immersed
in the weak one Vw (more precisely, the strong unit ball in the weak topology
has a …nite net for each );
(4) (Weak boundedness) the weak norm of the operator restricted to Vs satis…es
sup jjLn jVs jjw < 1:
n
Under these assumptions there are C2 > 0; 2 < 1 such that for all g 2 Vs
(11) jjLn gjjs C2 n
2 jjgjjs :
Proof. We …rst show that assumptions 2 and 3 and 4 imply that L is uniformly
contracting from Vs to Vw : there is n1 > 0 such that 8g 2 Vs
(12) jjLn1 gjjw 2 jjgjjs
where 2 B < 1:
Indeed, by item (3), for any there is a …nite set fgi gi2(1;:::;k) in the strong unit
ball B of Vs such that for each g in B there is a gi 2 Vs such that jjg gi jjw :
Hence
sup jjLn gjjw sup jjLn (gi + v)jjw :
g2Vs ;jjgjjs 1 1 i k;v2fv2Vs s:t: jjvjjw g
Now, by item (4) suppose that 8n jjLn jVs jjw M , then

sup jjLn (gi + v)jjw sup jjLn (gi )jjw + M :
i i
Since can be chosen as small as wanted and by item (2) for each i, limn!1 jjLn (gi )jjw =
0 and we have Eq. (12) (…rst …x small enough and then choose i big enough) .
Let us apply the Lasota Yorke inequality to strengthen Eq. (12) to an estimate
for the strong norm. For each f 2 Vs
m
jjLn1 +m f jjs A n1
1 jjL f jjs + BjjLn1 f jjw
then
m
jjLn1 +m f jjs A n1
1 jjL f jjs + B 2 jjf jjs
m n1
A 1 [A 1 jjf jjs + Bjjf jjw ] +B 2 jjf jjs :
If m is big enough
jjLn1 +m f jjs 3 jjf jjs
with 3 < 1:
This easily implies the statement. Indeed set n2 = n1 + m; for each k; q 2 N;
q n2 , g 2 V s ,
k
jjLkn2 +q gjjs q
3 jjL gjjs
k q
3 ( 1 jjgjjs + Bjjgjjw ):
Implying that for each g 2 Vs there are C2 > 0; 2 < 1 such that
(13) jjLn gjjs C2 n
2 jjgjjs :
By this theorem and the spectral radius formula, the spectral radius of L re-
stricted to Vs is strictly smaller than 1, and the spectral gap (as de…ned in De…nition
15) follows: indeed, …rst remark that by the Lasota Yorke inequality and the spec-
tral radius formula, the spectral radius of L on Bs is not greater than than 1. Since
there is an invariant measure in Bs 10 then this radius is 1. By item 2) there can be
only one …xed point of L in Bs and only one invariant probability measure which we
denote by h (if there were two, consider the di¤erence which is in Vs and iterate...).
Now let us remark that every g 2 Bs can be written as follows:
g = [g h g(X)] + [h g(X)]:
11
the function P : Bs ! Bs de…ned as
P (g) = h g(X)
is a projection. The function N : Bs ! Bs de…ned as
N (g) = L[g h g(X)]
is such that N (Bs ) Vs , N jVs = LjVs , and by (11) satis…es (N) < j j. It holds
L=P +N
and P N = P N = 0. Thus, under the assumption of Proposition 16, L has spectral
gap according to the De…nition 15.
We remark that in several texts the role of Theorem 16 is played by a general
result referred to Hennion, Hervé or Ionescu-Tulcea and Marinescu (see e.g. [27],
[31]).
Remark 17. Equation 13 obviously implies exponential convergence to equilibrium.
Remark 18 (spectral gap for expanding maps of the circle). By Proposition 512 ,
Proposition 8 and the Lasota Yorke inequality, the assumptions of Theorem 16 are
veri…ed on our expanding maps of the circle for the W 1;1 norm (with the L1 norm
as a weak norm). Then their transfer operator have spectral gap.
6.1. Central limit. We see an application of Theorem 16 to the estimation of the
‡uctuations of an observable, obtaining a sort of central limit theorem. A proof of
the result can be found in [31].
Theorem 19. Let (X; T; ) be a mixing probability preserving transformation hav-
ing spectral gap on some Banach space (B; jj jj) containing the constants and satis-
fying
(14) jjf gjj jjf jj jjgjj
jj jj jj jj1 :
R
Let f 2 B be bounded and f d = 0. If there is no 2 B such that f = T
a.e., then 9 > 0 s.t. for all intervals [a; b];
( n 1
) Z
1 X 1 b
t2 =2 2
x: p f T k 2 [a; b] ! p e dt:
n 2 2
a
k=0
10 To prove it apply the same construction as in section 4.2 using the compact immersion
(assumption 3 of Theorem 16) instead of Proposition 5 .
11 Where g(X) stands for the g measure of the whole space.
12 Which can be easily adapted to V , by considering an integral preserving projection
R s 2f =
f f .
Remark 20. We remark that the assumption in Equation (14) can be relaxed.
Indeed if jjf gjj Kjjf jj jjgjj, then considering the new rescaled norm jj jjK = Kjj jj
it holds
jjf gjjK = Kjjf gjj K 2 jjf jj jjgjj jjf jjK jjgjjK :
We remark, that the W 1;1 norm satis…es (14) after rescaling. Since there is
spectral gap, then Theorem 19 applies to our class of expanding maps on S 1 .
7. Stability and response to perturbation

In this section we consider small perturbations of a given system and try to study
the dependence of the invariant measure on the perturbation. If the measure varies
continuously, we know that many of the statistical properties of the system are
stable under perturbation (see [1] and [13] for examples of results in this direction,
in several classes of systems).
It is known that even in families of piecewise expanding maps, the physical
invariant measure may change discontinuously (see Section. 9.2).
We will see that under certain general assumptions related to the convergence
to equilibrium of the system and the kind of perturbation, the physical measure
changes continuously, and we have estimations on the modulus of continuity. If
stronger, assumptions applies, the dependence can be Lipschitz, or even di¤eren-
tiable.
We remark that with more work, other stability results can be proved for the
whole spectral picture of the system and not only for the physical measure (see
[27]).
Consider again two vector spaces of measures with sign on X
Bs Bw SM (X);
Bw , such that jj jjs jj jjw as before. Suppose L (Bs ) Bs and L (Bw ) Bw .
Denote as before by Vs ; Vw the "zero average" spaces.
A uniform family of operators. Let us consider a one parameter family of
operators L , 2 [0; 1). Suppose that:
UF1 (Uniform Lasota Yorke ineq.) There are constants A; B; 1 2 R and 1 < 1
such that 8f 2 Bs ; 8n 1; 8 2 [0; 1) and each operator satis…es a Lasota
Yorke inequality.
n
(15) jjLn f jjs A 1 jjf jjs + Bjjf jjw :
UF2 Suppose that L approximates L0 when is small in the following sense:
there is C 2 R such that 8g 2 Bs :
(16) jj(L L0 )gjjw Cjjgjjs :
UF3 Suppose that L0 has exponential convergence to equilibrium, with respect
to the norms jj jjw and jj jjs .
UF4 (The weak norm is not expaned) There is M such that 8 ; n; g 2 Bs
jjLn gjjw M jjgjjw :
We will see that under these assumptions we can ensure that the invariant mea-
sure of the system varies continuously (in the weak norm) when L0 is perturbed to
L for small values of .
Remark 21. We remark that UF3 and UF1 together implies that L0 eventually
contracts the zero average space Vs . Indeed let f 2 Vs , using the inequality and then
the convergence to equilibrium
n
jjLn+m
0 f jjs A m m
1 jjL0 f jjs + BjjL0 f jjw
n m m
A 1 jjL0 f jjs + BE 2 jjf jjs
n m
A 1 (B + A)jjf jjs + BE 2 jjf jjs
by which there are n; m big enough that jjLn+m
0 f jjs 1
2 jjf jjs .
7.1. Stability of …xed points, a general statement. We state a general result

on the stability of …xed points satisfying certain assumptions. This will be a ‡exible
tool to obtain the stability of the invariant measure under small perturbations.
Let us consider two operators L0 and L preserving a normed space of measures
B SM (X) with norm jj jjB . Let us suppose that f0 ; f 2 B are …xed probability
measures, respectively of L0 and L .
Lemma 22. Suppose that:
a): jjL f L0 f jjB < 1
b): Li0 is continuous on B; 9 Ci s:t: 8g 2 B; jjLi0 gjjB Ci jjgjjB :
Then for each N
X
(17) jjf f0 jjB jjLN
0 (f f0 )jjB + jjL f L0 f jjB Ci :
i2[0;N 1]
Proof. The proof is a direct computation

jjf f0 jjB jjLN f LN
0 f0 jjB
jjLN
0 f0 LN N
0 f jjB + jjL0 f LN f jjB
Hence
jjf0 f jjB jjLN
0 (f0 f )jjB + jjLN
0 f LN f jjB
but
N
X
LN
0 LN = LN
0
k
(L0 L )Lk 1
k=1
and
N
X
(LN
0 LN )f = L0N k
(L0 L )Lk 1
f
k=1
N
X
= L0N k
(L0 L )f
k=1
by item b)
N
X
jj(LN
0
N
L )f jjB CN k jj(L0 L )f jjB
k=1
X
jj(L0 L )f jjB Ci
i2[0;N 1]
then X
jjf f0 jjB jjLN
0 (f0 f )jjB + jj(L0 L )f jjB Ci :
i2[0;N 1]
Now, let us apply the statement to our family of operators satisfying assumptions
UF 1,...,4, supposing Bw = B. We have the following
Proposition 23. Suppose L is a uniform family of operators satisfying UF1,...,4.

f0 is the unique invariant probability measure of L0 , f is an invariant probability
measure of L . Then
jjf f0 jjw = O( log ):
Proof. We remark that by the uniform Lasota Yorke inequality jjf jjs M are
uniformly bounded.
Hence
jjL f L0 f jjw CM
(see item a) of Lemma 22). Moreover by UF4, Ci M2 :
Hence
jjf f0 jjw CM M2 N + jjLN
0 (f0 f )jjw :
Now by the exponential convergence to equilibrium of L0
jjLN
0 (f f0 )jjw C2 N
2 jj(f f0 )jjs
C2 N
2 M
hence
N
jjf f0 jjB CM M2 N + C2 2 M
j k
log
choosing N = log 2
j k
log
log log 2
(18) jjf f0 jjw CM M2 + C2 2 M
log 2
1
log CM2 M + C2 M:
log 2
Remark 24. We remark that in this statement we did not really used the Lasota
Yorke inequality in its full strength. We used it only to get jjf jjs M: Moreover
the statement could be generalized to slower than exponential convergence to equilib-
rium (see [20]). In the following sections we apply these statements to some classes
of maps, we remark that the modulus of continuity log is sharp for Piecewise
Expanding map (see Section 9).
Remark 25. We remark that in UF2 the size of the perturbation is measured
in the strong-weak norm. This allows general perturbations (allowing to move
discontinuities, like when making small perturbation in the Skorokhod distance, see
Eq. 38) but it is a weak assumption. Measuring the size of the perturbation in
the strong-strong norm, will lead to stronger results, like Lipschitz or di¤ erentiable
stability (see Sections 7.4, 8).
7.2. Application to expanding maps. In the previous section we considered

the stability of the invariant measure under small perturbations of the transfer
operator.
There are many kinds of interesting perturbations to be considered. Two main
classes are deterministic or stochastic ones.
In the deterministic ones the transfer operator is perturbed by small changes on
the underlying dynamics (the map).
The stochastic ones can be of several kinds. The simplest one is the adding of
some noise perturbing the result of the deterministic dynamics at each iteration
(see [27] for some example and related estimations).
We now consider small deterministic perturbations of our expanding maps on
S 1 : Let us consider a one parameter family T ; 2 [0; 1] of expanding maps of the
circle satisfying the properties stated at beginning of Section 4 and
UFM: jjT T0 jjC 2 K for some K 2 R.
To each of these maps it is associated a transfer operator L acting on W 1;1 : We
now prove that the transfer operators of a uniform family of expanding maps satist-
…es the general property UF2 and this will allow to apply our general quantitative
stability results.
Proposition 26. If L0 and L are transfer operators of expanding maps T0 and
T ; satisfying UFM, then there is a C 2 R such that 8g 2 W 1;1 :
(19) jj(L L0 )f jj1 Cjjf jjW 1;1
and assumption UF2 is satis…ed.
Proof.
X f (y)
(20) [L f ](x) = :
1
jT 0 (y)j
y2T (x)
X f (y) X f (y)
j[L f ](x) [L0 f ](x)j = j j
1
jT 0 (y)j jT00 (y)j
y2T (x) y2T0 1 (x)
X f (y) X f (y)
j j+
1
jT 0 (y)j 1
jT00 (y)j
y2T (x) y2T (x)
X f (y) X f (y)
+j j:
1
jT00 (y)j jT00 (y)j
y2T (x) y2T0 1 (x)
The …rst summand can be estimated as follows

X f (y) X f (y) X f (y) jT 0 (y)j
j 0 0 j j [1 ]j
1
jT (y)j 1
jT0 (y)j 1
jT 0 (y)j jT00 (y)j
y2T (x) y2T (x) y2T (x)
X f (y)
D1 ( )j j
1
jT 0 (y)j
y2T (x)
D1 ( )jL f (x)j
jT 0 (y)j
where D1 ( ) = sup j1 jT00 (y)j j and remark that D1 = O( ). For second summand let
1
us denote T (x) = fy1 ; :::; yn g , T0 1 (x) = fy10 ; :::; yn0 g. Let y = supx;i (jyi yi0 j)
note that y = O( )
X X n
X Xn
f (y) f (y) f (yi ) f (yi0 ) 1 1
j j j j + j f (yi0 )( 0 )j
1
jT00 (y)j jT00 (y)j i=1
jT00 (yi )j i=1
jT0 i )j
(y jT00 (yi0 )j
y2T (x) y2T0 1 (x)
n
X Xn
f (yi ) f (yi0 ) f (yi0 ) jT00 (yi0 )j
j 0 j + j ( 1)j
i=1
jT0 (yi )j i=1
jT00 (yi0 )j jT00 (yi )j
Xn Xn
f (yi ) f (yi0 ) f (yi0 )
j 0 j + D 2 ( )j j
i=1
jT0 (yi )j i=1
jT00 (yi0 )j
R yi 0
Xn f (t)dt
yi0
j j + D2 ( )jL0 f (x)j
i=1
jT00 (yi )j
jT 0 (y 0 )j
where D2 ( ) := sup j jT00 (yii )j 1j = O( ). Hence
0
R yi 0
n
X f (t)dt
yi0
jjL f L0 f jj1 D1 ( )jjL f (x)jj1 + jj jj1 + D2 ( )jjL0 f (x)jj1
jT00 (yi )j
i=1
R yi 0
Xn f (t)dt
yi0
(D1 ( ) + D2 ( ))jjf (x)jj1 + jj jj1
i=1
jT00 (yi )j
n
R yi 0
X yi y
jf (t)jdt
O( )jjf (x)jj1 + jj jj1
i=1
jT00 (yi )j
n 0
X [1[ y ;0]
jf j](yi )
O( )jjf (x)jj1 + jj jj1
i=1
jT00 (yi )j
0
O( )jjf (x)jj1 + D3 jjL [1[ y ;0]
jf j]jj1
0
O( )jjf (x)jj1 + D3 jj1[ y ;0]
jf jjj1
0
O( )jjf (x)jj1 + D3 jj1[ y ;0]
jj1 jjf jj1
O( )jjf jjW 1:1 :
0
where D3 is a constant and [1[ y ;0] jf j] stands for the convolution function be-
tween the characteristic of the interval [ y ;0] (mod 1) and jf 0 j. And the statement
is proved.
It is easy to verify that a family of expanding maps uniformly satisfying the

assumptions at beginning of section 4 satisfy UF1,UF3,UF4. Since UFM implies
UF2, this allow to apply Proposition 23 and prove the stability of the invariant
measure for this family of mappings and have an explicit estimation for the modulus
of continuity:
Corollary 27. Let h be the family of invariant measures in L1 for the maps T
described above. Then
jjh0 h jj1 = O( log ):
Remark 28. The result also applies to suitable perturbations of piecewise expanding
maps (See Section 9).
7.3. Uniform family of operators and uniform Vs contraction. Now we show

how a suitable uniform family of operators, not only has a certain stability on the
invariant measure as seen above, but also a uniform rate of contraction of the space
Vs and hence a uniform convergence to equilibrium and spectral gap (we remark
that stability results on the whole spectral picture are known, see [27], [2] e.g.).
Consider again two vector subspaces of the space of signed measures on X
Bs Bw SM (X);
Bw , such that jj jjs jj jjw . Denote as before by Vs ; Vw the "zero average" strong
and weak spaces. Let us consider a one parameter family of operators L , 2 [0; 1).
Suppose that they satisfy UF1,...UF4.
Proposition 29 (Uniform Vs contraction for the uniform family of operators).
Under the above assumptions there are 4 < 1; A2 ; 0 2 R such that for each
0 ; f 2 Vs
k
(21) jjLk f jjs A2 4 jjf jjs :
We remark that the contraction of the zero average space for the operator L0
can be obtained simply by directly 21. Before the proof we need the following
Lemma 30. Suppose that L0 satis…es a Lasota Yorke inequality
k
jjLk0 gjjs A 1 jjgjjs + Bjjgjjw
and
8g 2 Bs jj(L L0 )gjjw C jjgjjs ;
8 ; n; g 2 Bs jjLn gjjw M jjgjjw for some M 0;
then Ln approximates Ln0 in the following sense: there are constants C; D such
that 8g 2 Bs ; 8n 0
(22) jj(Ln Ln0 )gjjw (Cjjgjjs + nDjjgjjw ):
Proof.
n
X n
X
jj(Ln Ln0 )gjjw jjLn k
(L L0 )Lk0 1
gjjw M jj(L L0 )Lk0 1
gjjw
k=1 k=1
n
X
M CjjLk0 1
gjjs
k=1
n
X
k 1
MC (A 1 jjgjjs + Bjjgjjw )
k=1
A
M C( jjgjjs + Bnjjgjjw ):
1 1
of Proposition 29. Let us apply the Lasota Yorke inequality

n
jjLn+m f jjs A m
1 jjL f jjs + BjjLm f jjw
by the assumption UF3, and Lemma 30
n m
jjLn+m f jjs A m
1 jjL f jjs + B[E 2 jjf jjs + (Cjjf jjs + mDjjf jjw )]
n m m
A 1 [A 1 jjf jjs + Bjjf jjw ] + B[E 2 jjf jjs + (Cjjf jjs + mDjjf jjw )]:
If n; m are big enough suitably chosen and small enough, then we have that there
is a 3 < 1 such that for each f 2 Vs
jjLn+m f jjs 3 jjf jjs
thus there are 4 < 1; A2 2 R such that for each f 2 Vs and small enough
(23) k
jjL f jjs A2 k4 jjf jjs :
7.4. Lipschitz continuity. We see that exploiting the uniform contraction rate of
Vs and some further assumptions we can prove Lipschitz dependence of the relevant
invariant measure under system perturbations. In this paragraph (essentially taken
from [27]). Further work also lead to di¤erentiable dependence (see next section).
Proposition 31. Let us consider a uniform family L , 2 [0; 1) of operators sat-
isfying UF1,...,UF4. Suppose that each operator L has a unique invariant measure
h in Bs and
(24) jj(L L0 )h0 jjs Ch0 ;
then the dependence is Lipschitz (with respect to the strong norm)
jjh0 h jjs O( ):
Proof. Denote h=h h0 :
(I L ) h = (I L )(h h0 )
= h L h h0 + L h0
= (L L0 )h0 :
By the uniform
P1contraction (21) we have that (I L ) is invertible on Vs ; and
(I L ) 1 = 0 Li is uniformly bounded jj(I L ) 1 jjVs !Vs M2 .
Since (L L0 )h0 2 Vs , then
1
h = (I L ) (L L0 )h0 :
and
(25) jj hjjs M2 Ch0 :
hence we have the statement.
Remark 32. The result can be easily applied to a suitable family of expanding
maps satisfying UF1,UF3,UF4. and 24 obtaining Lipschitz statistical stability on
the strong norm for this family of maps. In Section 8.1 we show a set of easy to be
veri…ed conditions on the family implying 24 .
8. Some general Linear Response statements

In this section we prove that when a systems has fast enough convergence to
equilibrium and it is perturbed smoothly in with respect to the strong norm then
its invariant measure (and then its statistical properties) changes in a smooth way.
This is called Linear Response. We refer to [4] for a general introduction to this kind
of problems and a survey of recent results. In the following we show a general and
simple result (Theorem 34) allowing to prove linear response (in the weak norm)
for a quite large set of systems and perturbations. A di¤erent approach to prove
a Linear Response result (even for higher derivatives) was also provided in [32].
Other general results can be found in [7] .
We remark that Theorem 34 applies to systems having less than exponential
convergence to equilibrium. Examples of application of this statement in this case
are outside the scope of these lectures. In next section we apply the statement to
expanding maps.
Let us consider a system having a transfer operator L0 and a family of "nearby"
system L ; 2 [0; ], having suitable properties: suppose there are two normed
vector spaces of measures with sign Bs Bw SM (X) (the strong and weak
space) with norms jj jjw jj jjs and suppose the operators L preserve the spaces:
L (Bs ) Bs and L (Bw ) Bw .
The speed of convergence to equilibrium of a system will be measured by the
speed of contraction to 0 of this space by the iterations of the transfer operator.
De…nition 33. (Convergence to equilibrium) Let (n) be a real sequence converging

to zero. We say that the transfer operator L0 has convergence to equilibrium with
respect to norms jj jjw and jj jjs and speed if 8g 2 Vs if
(26) jjLn0 (g)jjw (n)jjgjjs :
Theorem 34 (Weak Linear Response). Let f be …xed points of L ( 2 [0; ) ).

Suppose the system satisfy the following:
P
(1) (summable convergence) there is such that (n) < 1, such that L0
has convergence to equilibrium with speed . (remark that by this f0 is the
unique …xed point of L0 ).
(2) (control on the strong norm of f ) There is M 0 such that
jjf jjs M;
(3) (strong statistical stability) lim !0 jjjf f0 jjs = 0

(4) (derivative operator) Suppose there is L ^ : Bs ! Bs continuous such that
for each f 2 Bs
(L L0 ) ^ jjs = 0
lim jj f Lf
!0
then
f f0 1^
lim jj (1 L0 ) Lf0 jjw = 0
!0
1
P1
Where (1 L0 ) := 0 Li0 is a continuous operator:Bs ! Bw .
P1 P1
Proof. Let f 2 Bs . Since 0 (n) < 1; then (1 L0 ) 1 f := 0 Li0 f converges in
1
B
Pw1and de…nes a continuous operator Bs ! Bw . It also holds jj(1 L0 ) jjs!w
0 (n).
Denote f =f f0
f f f0
(I L0 ) = (I L0 )
1
= (f L0 f f0 + L0 f0 )
1
= (L L0 )f :
f L L0
(1 + L0 + ::: + Ln0 )(I L0 ) = (1 + L0 + ::: + Ln0 ) f
f f L L0
Ln+1
0 = (1 + L0 + ::: + Ln0 ) f
f f L L0
Ln+1
0 = (1 + L0 + ::: + Ln0 ) (f + f0 f0 )
f L L0
(1 Ln+1
0 ) = (1 + L0 + ::: + Ln0 ) f0 +
L L0
(1 + L0 + ::: + Ln0 ) (f f0 ):
f
then letting n ! 1 it holds that Ln+1
0 ! 0 in the weak norm. and
f 1L L0 1L L0
= (1 L0 ) f0 + (1 L0 ) (f f0 )):
As elements of Bw :Now
X
1L L0 ^ s!s jjf
jj(1 L0 ) (f f0 )jjw ( jjLi0 jjs!w ) jjLjj f0 jjs ! 0
then in the weak norm, as !0

f 1^
lim = (1 L0 ) Lf0 :
!0
Remark 35. Theorem 34 is quite abstract and it is stated for families of operators.
In particular it may be adapted both to stochastic or deterministic perturbations of
(deterministic of stochastic) systems. One key point is the existence of the derivative
operator (assumption 4) ). The form of this operator is strictly related to the kind
of perturbation considered.
In the following section we will compute this operator for smooth perturbations of
expanding maps, see [7] for the derivative operator in a stochastic case.
Remark 36. In the proof of Theorem 34 the operator L ^ is applied only to f0 and
f : The assumptions of the theorem could be re…ned by supposing that there is a
stronger space Bss Bs such that f 2 Bss for each 0 and supposing that
^ : Bss ! Bs . (as before lim jj (L L0 ) f Lf
L ^ jjs = 0 but with f 2 Bss ).
!0
Remark 37. If jjLn0 (g)jjs

(n)jjgjjs with (n) summable (prove that this is
equivalent to exponential contraction of the zero average space). Then (1 L0 ) 1 is
de…ned Bs ! Bs and the conclusion of the theorem is reinforced: lim !0 jj f f0
(1 L0 ) 1 Lf^ 0 jjs = 0:
8.1. The derivative operator and linear response for circle expanding
maps. In this subsection we show how to apply Theorem 34 to expanding maps.
Let us consider a family of expanding maps T satisfying UF1,UF3,UF4. We remark
that by this, the assumptions 1) and 2) of Theorem 34 are satis…ed. We now consider
a set of assumptions on the family, in a way that the derivative operator required
at assumption 4) exist, this will imply also that 24 is satis…ed, and by Remark 32
also assumption 3) of Theorem 34 will be satis…ed, giving a linear response linear
response for expanding maps in the L1 norm ( Proposition 40).
In the following we show how to obtain the existence of the derivative operator
for a smooth family of expanding maps. The approach is taken from [22]. Let us
consider T : X ! X be a family of C 3 expanding orientation preserving maps of
the circle X where 2 (0; ). Let us suppose that the dependence of the family on
is di¤erentiable at 0, hence can be written
T (x) = T0 (x) + (x) + oC 3 ( ) f or x 2 X:
where 2 C (X; R), and oC 3 ( ) denotes a term whose C 3 norm tends to zero faster
3
than , as ! 0.13
Let us see more precisely how to apply Theorem 34 to our setting. Let us consider
the following choice of spaces:
R
(1) Bw = L1 (X) with the norm kf kL1 = RX jf (x)jdx; R
(2) Bs = W 1;1 with the norm kf kW 1;1 = X jf (x)jdx + X jf 0 (x)jdx;
(3) Bss = C 2 (X) with the norm kf kC 2 (X) = kf k1 + kf 0 k1 + kf 00 k1 where
kf k1 = supx2X jf (x)j.
We hence have a family of C 3 expanding maps, and each one of them has a C 2
invariant density f (see Remark 7). The following proposition present a detailed
description of the structure of the operator L^ : C 2 (X) ! W 1;1 in our case (see
remark 37).
Proposition 38. Let w 2 C 2 (X; R). For each x 2 X we can write
(27)
^ L w(x) L0 w(x) w 0 w0 T000
Lw(x) = lim = L0 0 (x) L0 (x)+L0 w (x)
!0 T0 T00 T002
and the convergence is also in the C 1 topology.
Before presenting the proof of Proposition 38 we state a simple lemma.
1
Lemma 39. If yi 2 T (x) then we can expand
(yi0 )
yi = yi0 + + oC 2 ( ):
T00 (yi0 )
Proof of Lemma 39. We denote by fyi gdi=1 := T 1 (x) and fyi0 gdi=1 := T0 1 (x) the
d preimages under T and T0 , respectively, of a point x 2 X. Let us write
yi (x) = yi0 (x) + i (x) + Fi ( ; x):
13 More precisely we say that T is a di¤erentiable family of C 3 expanding maps if there exists
2 C 3 (X; R) such that k(T T0 )= kC 3 ! 0 as ! 0, where
kf (x)kC 3 = sup jf (x)j + sup jf 0 (x)j + sup jf 00 (x)j + sup jf 000 (x)j
x2X x2X x2X x2X
is the usual norm on C 3 functions.
We will show that Fi ( ; x) = oC 3 ( ). Substituting this into the identity T (yi (x)) =
x and and using that T (x) = T0 (x) + (x) + oC 3 ( ) we can expand
(28) x = T (yi (x)) = T0 (yi (x)) + (yi (x)) + E( ; yi (x))

T0 (yi0 (x)
=(29) + i (x) + Fi ( ; x)) + (yi0 (x) + i (x) + Fi ( ; x)) + E( ; yi (x)):
We can write the …rst term in the …nal line of (28) as
T0 (yi0 (x) + i (x) + Fi ( ; x)) = T0 (yi0 (x)) + T00 (yi0 (x))( i (x) + Fi ( ; x)) + oC 2 ( )
and the second term in the last line as
(yi0 (x) + i (x) + Fi ( ; x)) = (yi0 (x)) + Fi ( ; x) + oC 2 ( )
and use that T0 (yi0 (x)) = x to cancel terms on either side of (28) to get that
0 = T00 (yi0 (x))( i (x) + Fi ( ; x)) + (yi0 (x)) + Fi ( ; x) + E( ; yi (x)) + oC 2 ( ):
Thus we can identify the …rst order terms as T00 (yi0 (x)) i (x) + (yi0 (x)) and then
what is left is
T00 (yi0 (x))Fi ( ; x) + Fi ( ; x) = E( ; yi (x)) + oC 2 ( )
from which the result follows.
We now return to the proof of Proposition 38.
Proof of Proposition 38. Let us again denote by fyi gdi=1 := T 1 (x) and fyi0 gdi=1 :=
T0 1 (x) the d preimages under T and T0 , respectively, of a point x 2 X. Further-
more, we assume that the indexing is chosen so that yi is a small perturbation of
yi0 , for 1 i d. We can write
d d
!
L w(x) L0 w(x) 1 X w(yi ) X w(yi0 )
=
i=1
T 0 (yi ) i=1 T00 (yi0 )
d
! d
!
1 X 1 1 1 X w(yi ) w(yi0 )
= w(yi ) +
i=1
T 0 (y i) T00 (yi ) i=1
T00 (yi )
| {z } | {z }
=:(I) =:(II)
d
!
1 X 1 1
+ w(yi0 ) :
i=1
T00 (yi ) T00 (yi0 )
| {z }
=:(III)
For the …rst term we …rst di¤erentiate the expansion T (x) = T0 (x)+ (x)+oC 3 ( )
in x to get:
T 0 (x) = T00 (x) + 0
(x) + oC 2 ( ):
We can then write

d
!
1 X 1 1
(I) = w(yi ) 0 0
i=1
T (yi ) T0 (yi )
d
!
1 X w(yi ) T 0 (yi )
= 1
i=1
T 0 (yi ) T00 (yi )
d
!
1 X w(yi ) T00 (yi ) + 0
(yi ) + oC 2 ( )
= 0 (y )
1
i=1
T i T00 (yi )
d
!
X w(yi ) 0 (yi )
= + oC 2 (1):
i=1
T 0 (yi )T00 (yi )
Thus we have that
d
! d
!
1 X 1 1 X w(yi ) 0 (yi )
lim w(yi ) 0 0
= lim
!0
i=1
T (yi ) T0 (yi ) !0
i=1
T00 (yi )2
w 0
= L0
T00
and the limit converges in C 1 . For the second term of (8.1) we remark that by
Lagrange theorem, for any small h there if such that j j jhj and
1
w(yi0 + h) = w(yi0 ) + hw0 (yi0 ) + h2 w00 ( )
2
(yi0 )
considering Lemma 39 and setting to h = T00 (yi0 )
+ oC 2 ( ) we get
(yi0 )
(30) w(yi ) = w(yi0 + + oC 2 ( ))
T00 (yi0 )
(yi0 )
(31) = w(yi0 ) + w0 (yi0 )( + oC 2 ( ))
T00 (yi0 )
1 (yi0 )
(32) + ( + oC 2 ( ))2 w00 ( )
2 T00 (yi0 )
Since w00 is uniformly bounded, then
(yi0 )
w(yi ) = w(yi0 ) + w0 (yi0 ) + oC 2 ( ):
T00 (yi0 )
Thus
d d
1 X w(yi ) w(yi0 ) X w0 (y 0 ) i (yi0 )
(II) = = + oC 1 (1)
i=1
T00 (yi ) i=1
T00 (yi ) T00 (yi0 )
d
X (yi0 )w0 (yi0 )
= + oC 1 (1)
i=1
T00 (yi0 )T00 (yi )
1
and therefore, both pointwise and in the C topology
d
1 X w(yi ) w(yi0 ) w0
lim = L0 (x):
!0
i=1
T00 (yi ) T00
Finally, for the third term we can write

dyi
T00 (yi ) = T00 (yi0 ) + T000 (yi0 ) j =0 + oC 2 ( )
d
(yi0 )
= T00 (yi0 ) + T000 (yi0 ) + oC 2 ( );
T00 (yi0 )
again using the Lemma 39. Therefore
d
!
1 X 1 1
(III) = w(yi0 )
i=1
T00 (yi ) T00 (yi0 )
d
!
1 X T00 (yi0 ) T00 (yi )
= w(yi0 )
i=1
T00 (yi )T00 (yi0 )
0 0 (yi0 )
11
1 @X
d T00 (yi0 ) + T000 (yi0 ) T 0 (y 0 ) + T00 (yi0 )
= w(yi0 ) @ 0 i
0 (y )T 0 (y 0 )
AA + oC 1 (1)
i=1
T 0 i 0 i
d
!
X (yi0 )T000 (yi0 )
= w(yi0 ) + oC 1 (1)
i=1
T0 (yi0 )2 T00 (yi )
0
and thus, …nally,

d
!
1 X 1 1 T000
lim w(yi0 ) = L0 w (x)
!0
i=1
T00 (yi ) T00 (yi0 ) T002
1
in C .
Since we have obtained the existence of the operator L^ : C 2 ! W 1;1 , and we
know that T0 has spectral gap and then exponential contraction on the space of zero
average W 1;1 densities. By Theorem 34 with Remark 37 (recall that Assumption
3) of Theorem 34 is implied by Proposition 31 and Assumption 1) is trivial for this
family of maps) we get
Proposition 40. Let us assume that T is a C 1 family of C 3 expanding maps as
de…ned above. The density f 2 C 1 (X; R) varies in a di¤ erentiable way with respect
to and
f f0 ^ 0 jjW 1;1 = 0:
lim jj (1 L0 ) 1 Lf
!0
Hence we have a linear response formula
f f0 1^
lim = (1 L0 ) Lf0
!0
where the limit converge in W 1;1 :

8.2. Rigorous numerical methods for the computation of invariant mea-
sures. We brie‡y mention a possible application of the general methods here ex-
posed. It is possible to use the quantitative stability results on the invariant mea-
sures here explained to design e¢ cient numerical methods for the approximation of
the invariant measure and other important statistical features of a system.
The approximation can also be rigorous, in the sense that an explicit bound on
the approximation error can be provided (for example it is possible to approximate
the absolutely continuous invariant measure of a system up to a small given error in
the L1 distance). Thus the result of the computation has a mathematical meaning
.
This can be done by approximating the transfer operator L0 of the system by a
suitable …nite rank one L which is essentially a matrix, of which we can compute
…xed points and other properties.
There are many ways to construct a suitable L depending on the system which
is considered. The most used one (for L1 approximations) is the so called Ulam
discretization. In this approximation, the system is approximated by a Markov
chain.
In the Ulam Discretization method the phase space X is discretized by a partition
I = fIi g and the system is approximated by a (…nite state) Markov Chain with
transition probabilities
1
(33) Pij = m(T (Ij ) \ Ii )=m(Ii )
(where m is the normalized Lebesgue measure on the phase space). The approx-
imated operator L can be seen in the following way: let F be the algebra
associated to the partition I , let us consider the projection on the step functions
supported on the elements of the partition given by
(f ) = E(f jF )
(E is the conditional expectation), then we de…ne the approximated operator as:
(34) L = L :
In a series of works it was proved that in several cases the …xed point f of
L converges to the …xed point of L. Explicit bounds on the error have been
given, rigorous methods implemented and experimented in several classes of cases
(see e.g. [6],[11],[12],[14],[28] and [18] where several computations on nontrivial
systems are also shown). Ulam methods and similar methods have been also used
to rigorously compute (up to prescribed errors) other important quantities related
to the statistical properties of dynamics, as Linear Response (see [7]), dimension
of attractors (see [19]) or di¤usion coe¢ cients (see ??). Some more details on the
Ulam method will be given in Section 9.3 in the case of Piecewise Expanding maps
of the interval.
9. Piecewise expanding maps
A piecewise expanding map... ... and a plot of its a.c.i.m.
We now consider a class of maps on the interval which are expanding, but allow
discontinuities. This class is interesting and was much studied because it presents
a quite rich behavior, while being approachable with techniques similar to the ones
introduced in the previous sections.
De…nition 41. We call a nonsingular function T : ([0; 1]; m) ! ([0; 1]; m) piece-
wise expanding if
There is a …nite set of points d1 = 0; d2 ; :::; dn = 1 such that for each i,
jT 00 j
Ti := T j(di ;di+1 ) is C 2 and sup[0;1] (T 02 ) dx < 1.
0
inf x2[0;1] jT (x)j > 1 on the set where it is de…ned.
The transfer operator associated to a map of this class has general properties
similar to the ones of the expanding maps, if we apply the transfer operator to
measures having a density we obtain the following formula (see e.g. [15] chapter 4
) for the associated operator (which we continue denoting with L )
X f (Ti 1 x)1Ti (di ;di+1 )

(35) [Lf ](x) = :
i n
jT 0 (Ti 1 x)j
In the presence of discontinuities of the map T the transfer operator does not
necessarily preserve spaces of continuous densities. For this the introduction of a
suitable space of regular densities including discontinuous functions is important.
9.1. Bounded variation and the Lasota Yorke inequality for piecewise
expanding maps. Let : [0; 1] ! R a real function. Let fx1 ; :::; xk g [0; 1] be a
sequence of points. Let us de…ne the variation of with respect to fx1 ; :::; xk g as
k
X1
V arfx1 ;:::;xk g ( ) = j (xi ) (xi+1 )j
i=1
we de…ne the variation of as the supremum of V arfx1 ;:::;xk g ( ) over all the …nite
sequences fx1 ; :::; xk g
V ar( ) = sup V arfx1 ;:::;xk g ( ):
fx1 ;:::;xk g [0;1]
We say that has bounded variation if V ar( ) < 1. We call BV or BV [0; 1]

the set of bounded variation functions on the interval. An important property of
bounded variation functions is the following
Theorem 42 (Helly selection theorem). Let n be a sequence of bounded varia-
tion functions on the interval [0; 1] such that V ar( n ) M and jj n jj1 M are
uniformly bounded.
Then there is 2 BV and subsequence nk such that
nk !
in L1 .
Bounded variation functions are preserved by the transfer operator of a piecewise
expanding map, moreover the following Lasota Yorke inequality can be proved.
Theorem 43. Let T be a piecewise expanding map with branches Ti on the intervals
Ii . Let a bounded variation density on an interval Ii = (di ; di+1 ] and T : Ii !
[0; 1] a piecewise expanding function. Then
Z
2 T 00 2
(36) V ar(LT ) V ar( ) + (sup (j j) + ) j j:
inf [0;1] (T 0 ) [0;1] T
02 inf i jIi j
Before the proof we consider the behavior of the operator when acting on the
density on a single interval Ii .
Lemma 44. Let a bounded variation density on an interval Ii and T : Ii ! [0; 1]
an invertible expanding function. Then
Z
2 T 00 2
V ar(LT ) V ar( ) + (sup (j j) + ) j j:
inf Ii (T 0 ) Ii T 02 jIi j
Proof. Let us consider y1 ; :::; yk 82 [0; 1] and let us suppose there are h1 ; h and
< ; if i < h1
x1 ; :::; xh 2 Ii such that T 1 yi = xi h1 +1 if h1 i h1 + h :
:
; if i > h1 + h
k
X1
V ary1;:::; yk (LT ) = jLT (yi ) LT (yi+1 )j
1
h1X
+h 1
1 1 1 1
j 0 (xh1 )j + j 0 (xh1 +h )j + j 0 (xi ) (xi+1 )j
T (xh1 ) T (xh1 + h) T (xi ) T 0 (xi+1 )
h1
R
Since there must be x^ 2 Ii such that (^ x) jI1i j j j, then
1 1
j (xh1 )j + j 0 (xh1 +h )j
T 0 (xh1 ) T (xh1 + h)
1
(2 (^
x) + j (xh1 ) (^
x)j + j (xh1 +h ) (^
x)j)
inf Ii (T 0 )
Z
1 2
V ar( ) + j j:
inf Ii (T 0 ) jIi j
The other summand can be bounded by

h1X
+h 1 h1X
+h 1
1 1 1 1
j 0 (xi ) (xi+1 )j j (xi ) (xi+1 )j
T (xi ) T 0 (xi+1 ) T 0 (xi ) T 0 (xi )
h1 h1
1 1
+j (xi+1 ) (xi+1 )j
T 0 (xi ) T 0 (xi+1 )
h1X
+h 1
1 1 1
V ar( ) + j 0 (xi+1 ) (xi+1 )j
inf Ii (T 0 ) T (xi ) T 0 (xi+1 )
h1
h1X
+h 1
1 T 00 ( i )
V ar( ) + j jxi xi+1 j (xi+1 )
inf Ii (T 0 ) T 0( i)
h1
by Lagrange theorem, for i 2 [xi ; xi+1 ]. And

h1X
+h 1
1 T 00 ( i )
V ar( ) + j jxi xi+1 j (xi+1 )
inf Ii (T 0 ) T 0( i)
h1
h1X
+h 1
1 T 00
V ar( ) + sup (j j) jxi xi+1 jj (xi+1 )j:
inf Ii (T 0 ) Ii T 02
h1
Ph1 +h 1
Remarking that R8 , if the subdivision fxi g is …ne enough then h1 jxi
xi+1 jj (xi+1 )j Ii
+ and collecting all summands we have the statement.
This allow to conclude
P R
Proof.
P R (of Thm43) Let i = jIi . We have that V ar( ) = V arIi i and j j=
i j i j. Then X
V ar(LT ) V arL i
i
by Lemma 44
X X Z
2 T 00 2
V arL i V ar( i ) + (sup (j j) + ) j ij
i i
inf Ii (T 0 ) Ii T 02 jI ij
Z
2 T 00 2
V ar( ) + (sup(j j) + ) j j
inf [0;1] (T 0 ) [0;1] T 02 inf i jIi j
De…ning the Bounded Variation norm jj jjBV as

jjf jjBV = V ar(f ) + jjf jj1
then it is immediate to deduce from (36) the Lasota Yorke inequality for the
bounded variation norm: there is B such that
2
jjLT jjBV jj jjBV + Bjj jj1 :
inf Ii (T 0 )
2
Like done before for expanding maps, writing = inf Ii (T 0 ) and iterating the
inequality we obtain
n B
jjLnT jjBV jj jjBV + jj jj1 :
1
2
This inequality is for maps such that inf I ((T n )0 ) < 1. The inequality can be
i
applied to the other piecewise expanding maps by previously iterating the map
2
until inf I ((T n )0 ) < 1.
i
In this case, as before, a straightforward computation lead to the general Lasota
Yorke inequality valid for any piecewise expanding map: there are A; B 0 and
2 [0; 1) such that
n
(37) jjLnT jjBV A jj jjBV + Bjj jj1 :
The …rst consequence of the inequality is the existence of a bounded variation
invariant density for each piecewise expanding map. By (37) and Theorem 42,
repeating the arguments stated in Section 4.2 we get the existence of an absolutely
continuous invariant measure with bounded variation density for this kind of maps.
By arguments very similar to the ones presented in Section 6 it is also possible to
obtain that a mixing piecewise expanding map has spectral gap on the space of
bounded variation densities14 .
This kind of maps however, have a more complicated behavior than expanding
ones, with respect to perturbations. We point out that the Lasota Yorke inequality
we have proved, works only if the expansion rate of the map is bigger than 2. In the
previous paragraph, to prove the existence of an absolutely continuous invariant
2
measure we had to take an iterate of the map such that inf I ((T n )0 ) < 1. When
i
considering the statistical stability of a family of maps, this is not only a technical
point but is substantial, because sometime it is not possible to …nd a uniform iterate
which is suitable for the whole family. While many of the stability arguments
outlined in the previous sections applies also to piecewise expanding maps with
expansion rate greater than 2, for the maps T such that 1 inf Ii (T 0 ) 2 the
stability questions are more dedicated. We present below some examples of results
illustrating the questions.
9.2. The stability under deterministic perturbations. We have seen that

piecewise expanding maps associated transfer operators have spectral gap on bounded
variation functions.
Now let us consider perturbations and a family L of operators. If we consider
BV and L1 as a weak and strong spaces, and we consider perturbations for which
UF1,...,UF4 are satis…ed, then Proposition 23, gives us a quantitative statistical
stability estimation
jjh h0 jj1 = O( log )
where h ; h0 are the absolutely continuous invariant measures of L ; L0 . UF1,...,UF4
are satis…ed by a wide variety of stochastic and deterministic perturbations.
In particular let us consider deterministic perturbations so that L is the transfer
operator of a family of maps T satisfying a uniform Lasota Yorke inequality (UF1)
with BV and L1 as strong and weak space (we remark that given a family or a
given perturbation of some map, the existence of a uniform Lasota Yorke inequality
is something that can me checked easily). The assumptions UF3 UF4 are auto-
matically satis…ed. If also UF2 is (jj(L L0 )gjj1 CjjgjjBV ) then we have our
quantitative statistical stability estimation to hold.
14 Using the BV and L1 as strong and weak spaces and its Lasota Yorke inequality, Theorem
16 and Theorem 42 to obtain the compact inclusion property.
Figure 1. The map W is continuous, piecewise linear and ex-

panding with slopes a=r and 2b=(1 2r)
It is not di¢ cult to characterize families of deterministic perturbations for which

UF2 hold. For example families whose diameter is small in the Skorokhod metric
(38) ds (T1 ; T2 ) = inff > 0 : 9A I and 9 : [0; 1] ! [0; 1]

s:t:m(A) 1 ; is a dif f eomorphism; T1 jA = T2 jA and
1
8x 2 A; j (x) xj ;j 0 1j g
(x)
(see e.g. [15], chapter 11.2). Also uniform contraction (Proposition 29) holds, but
Lipschitz continuity is expected to hold only in particular cases because the dif-
ference jj(L L0 )h0 jjBV (see assumptions in Proposition 31 ) of the initial and
perturbed operators applied to the initial invariant measure is not small in the
strong norm (the BV norm in this case) for many typical deterministic perturba-
tions one would like to consider (consider perturbations moving discontinuities or
values at discontinuities for example). For examples of non Lipschitz behavior of
families of piecewise expanding maps satisfying a uniform Lasota Yorke inequality
see [3] or [25].
Even more complicated behavior can be found if we consider the case when the
family of maps have not a uniform Lasota Yorke inequality. The simplest case is
when the slope is not uniformly above 2 (see Theorem 43). In this case we can have
a discontinuous behavior of the family of associated invariant measures, as shown
by [24] (see also [17] for further examples).
Consider the 3 parameters family of maps Wa;b;r de…ned by
8
< a(1 x=r) f or 0 x r
Wa;b;r (x) = (2b=(1 2r))(x r) f or r x 1=2
:
Wa;b;r (1 x) f or 1=2 x 1:
The maps are piecewise expanding, let ha;d;r denote the unique invariant density
for Wa;b;r . Now let us consider a sequence (an ; dn ; rn ) ! ( 21 ; 12 ; 14 ) and the related
densities han ;dn ;rn . In [24] (page 331) is shown that h1; 12 ;r = 23 1[0; 12 ] + 12 1( 12 ;1] and
h 12 ; 21 ;r = 21[0; 21 ] while if 12 < bn 1 2rn then han ;dn ;rn ! 1=2 weakly. This is due
to the fact that for 21 < b 1 2r the interval [1 b; b] is sent to itself by the map,
and "attracts" all the measure while iterating the map. Hence for a = 1=2 and
a = 1 the limit measure does not coincide with the invariant absolutely continuous
measure of the limit map shown above (by the way the limit map has 1=2 as a non
absolutely continuous invariant measure since 1=2 is a …xed point). We remark
that for this family of maps we cannot have a uniform Lasota Yorke inequality as
in UF1, as the slopes tend to 2. On the other hand if one takes iterates of the maps
to increase the slope, the smaller and smaller invariant interval around 1=2 let the
second coe¢ cient of the inequality to converge to 1.
9.3. The approximation of the invariant measure for piecewise expand-

ing maps. Let us consider a piecewise expanding map T and its transfer operator
L. Suppose we want to approximate its invariant measure h by the Ulam method
outlined in Section 8.2. Here L is approximated by L de…ned in 34. Suppose T sat-
is…es a Lasota Yorke inequality. Then the family L satis…es the same LasotaYorke
inequality
Lemma 45. If L is such that jjL jjBV jj jjBV + Bjj jj1 then
jjL jjBV jj jjBV + Bjj jj1 :
Proof. We remark that jjE(f jF )jjBV jjf jjBV (see [28] Lemma 4.1).
Then
jjL jjBV = jj L ( )jjBV jjL ( )jjBV
jj ( )jjBV + Bjj jj1 jj jjBV + Bjj jj1 :
As outlined before, on the interval [0; 1] we consider a partition made of intervals

having length . As remarked in Item I2 we need an estimation on the quality of
approximation by Ulam discretization.
2
Lemma 46. For piecewise expanding maps such that inf I ((T )0 ) < 1, if L is given
i
by the Ulam discretization as explained before we have that there is C > 0 such that
jjLf L f jj1 C jjf jjBV
Proof. It is not di¢ cult to see that for f 2 BV , it holds
jj f f jjL1 jjf jjBV :
P
Indeed from the de…nition of the norm we can see that jjf jjBV i j supIi (f )
inf Ii (f )j, where Ii are the various intervals composing F. R
By this, since supIi (f ) E(f jIi ) inf Ii (f ), it follows Ii jE(f jF ) f j
j supIi (f ) inf Ii (f )j.
By this it holds
jj(L L )f jjL1 jj L (f ) L(f )jjL1 + jj (Lf ) Lf jjL1 ;
and
jj L (f ) L(f )jjL1 jj (Lf ) Lf jjL1 jjLf jjBV ( jjf jjBV +Bjjf jj1 ) (B+1)jjf jjBV :
Moreover, it is easy to see that if L is given by the Ulam method

jjL f jjL1 jjf jjL1 ;
indeed jjLf jjL1 jjf jjL1 and jjE(f jF )jjL1 jjf jjL1 , and L comes from the com-
position of such functions.
Hence we proved that UF1,...,UF4 applies and thus we can apply Proposition
2
23, concluding that for Piecewise expanding maps with inf I ((T )0 ) < 1 the Ulam
i
method approximation h converge to the real invariant density h and we have a
quantitative estimation
jjh h0 jj1 = O( log ):
In [11] it is proved that this rate is the optimal one. There are examples of map
for which the approximation rate is asymptotically proportional to log :
10. A look to hyperbolic systems

The approach we described also work for a large class of systems with uniform
expansion and contraction rate, when appropriate functional spaces are considered.
In this section, we give an example of this for a class of uniformly hyperbolic
solenoidal maps. Following an approach of [21], based on the disintegration along
stable manifolds, we show how to de…ne spaces of measures with sign adapted
to this system. We show some properties of the transfer operator restricted to
these spaces, giving the existence of a physical measure for these systems and a
Lasota Yorke inequality allowing to estimate the regularity of iterates of measures.
Quantitative statistical stability and spectral gap can be obtained with these kind
of construction, but this is outside the scope of these elementary lectures, for more
information about this see [21], [20].
A solenoidal map is a C 2 map F : X ! X where X = S 1 D2 the …lled torus,
such that F is a skew product
(39) F (x; y) = (T (x); G(x; y));
where T : S 1 ! S 1 and G : X ! D2 are di¤erentiable maps. We suppose the
map T : S 1 ! S 1 to be C 2 , expanding of degree q, giving rise to a map [0; 1] ! [0; 1],
which by a small abuse of notation we denote by T and whose branches will be
denoted by Ti , i 2 [1; ::; q] and we make the following assumptions on G :
Consider the F -invariant foliation F s := ffxg D2 gx2S 1 . We suppose that
F s is contracted: there exists 0 < < 1 such that for all x 2 N1 holds
(40) jG(x; y1 ) G(x; y2 )j jy1 y2 j f or all y1 ; y2 2 D2 :
jj @G
@x jj1 < 1:
We construct now some function spaces which are suitable for the systems we
consider. The idea is to consider spaces of measures with sign, with suitable norms
constructed by disintegrating measures along the stable foliation. Thus a measure
will be seen as a collection (a path, see Remark 52) of measures on each leaf. In
the stable direction (and on the leaves) we will consider a norm which is the dual of
the Lipschitz norm. In the expanding direction, as in the expanding case, we will
consider the L1 norm or a suitable Sobolev norm.
Let (X; d) be a compact metric space, g : X ! R be a Lipschitz function and
let L(g) be its best Lipschitz constant, i.e.
jg(x) g(y)j
L(g) = sup :
x;y2X d(x; y)
De…nition 47. Given two signed measures and on X; we de…ne a Wasserstein-

Kantorovich Like distance between and by
Z Z
(41) W10 ( ; ) = sup gd gd :
L(g) 1;jjgjj1 1
From now, we denote

jj jjW := W10 (0; ):
As a matter of fact, jj jjW de…nes a norm on the vector space of signed measures
de…ned on a compact metric space.
Remark 48. The space of signed measures is not complete with respect to the
W10 distance, and its completion would be a distribution space. However for our
purposes it is sometime su¢ cient to consider sequences of positive measures. The
set of positive Borel measures on X is complete with respect to the distance W10
(see [9], [10]).
Let SM( ) be the set of Borel signed measures on . Given 2 SM( ) denote
+
by and the positive and the negative parts of it ( = + ).
Denote by AB the set of signed measures 2 SM( ) such that its associated
marginal signed measures, x = x are absolutely continuous with respect to
the Lebesgue measure m, on S 1 i.e.
+
(42) AB = f 2 SM( ) : x << m and x << mg
1
where x : X ! S is the projection de…ned by (x; y) = x.
Let us consider a …nite positive measure 2 AB on the space X foliated by the
contracting leaves F s = f l gl2N1 such that l = x 1 (l). The Rokhlin Disinte-
gration Theorem describes a disintegration f g ; x = x m by a family f g
of probability measures on the stable leaves15 and a non negative marginal density
1
x :S ! R with j x j1 = (X).
Remark 49. The disintegration of a measure is the x -unique measurable family
(f g ; x ) such that, for every measurable set E X it holds
Z
(43) (E) = (E \ )d x ( ):
S1
De…nition 50. Let ;y : ! D2 be the restriction y j , where y : X ! D2

is the projection de…ned by y (x; y) = y and 2 F s . Given a positive measure
2 AB and its disintegration along the stable leaves F s , f g ; x = x m1 , we
de…ne the restriction of on as the positive measure j on D2 (not on the
leaf ) de…ned, for all mensurable set A D2 , as
j (A) = ;y ( x ( ) )(A):
+
For a given signed measure 2 AB and its decomposition = , de…ne the
restriction of on by
+
(44) j = j j :
15 In the following to simplify notations, when no confusion is possible we will indicate the
generic leaf or its coordinate with .
De…nition 51. Let L1 AB be de…ned as

Z
(45) L1 = 2 AB : W10 ( + j ; j )dm1 ( ) < 1
N1
and de…ne a norm on it, jj jj"1" : L1 ! R, by

Z
(46) jj jj"1" = W10 ( + j ; j )dm1 ( ):
N1
The notation we use for this norm is similar to the usual L1 norm.
Remark 52. Indeed this is formally the case if we associate to ; by disintegration,
a path G : S 1 ! SB(D2 ) de…ned by G ( ) = j . In this case, this will be the
L1 norm of the path. For more details about the disintegration and the properties
of the restriction, see the appendix of [21].
Later, similarly we will de…ne a norm jj jjW 1;1 which will work as a Sobolev norm
for these paths (see De…nition 61).
10.1. Transfer operator associated to F . Let us now consider the transfer

operator LF associated with F , i.e. such that
1
[LF ](E) = (F (E))
for each signed measure on and for each measurable set E . Being a
pushforward map, the same function can be also denoted by F we will use this
notation sometime. There is a nice characterization of the transfer operator in our
case, which makes it work quite like a one dimensional transfer operator. For the
proof see [21] .
Proposition 53. For a given leaf 2 F s , de…ne the map F : D2 ! D2 by
1
F = y Fj ;y :
For all 2 L1 and for almost all 2 S 1 holds

q F
X jT 1
1 ( )
T i ( ) i
(47) (LF )j = 0 1 f or almost all 2 N1 :
i=1
jTi Ti ( ))j
10.2. General properties of L1 like norms.

Remark 54. If F is a weak contraction : X ! X, where X is a metric space, for
every Borel measure with sign it holds
jjLF jjW jj jjW :
Indeed, since F is a contraction, if jgj1 1 and Lip(g) 1 the same holds for
g F . Then
Z Z
g d(LF ( )) = g F d
jj jjW :
Taking the supremum over jgj1 1 and Lip(g) 1 we …nish the proof of the
inequality.
Proposition 55 (The weak norm is weakly contracted by LF ). If 2 L1 then

(48) jjLF jj"1" jj jj"1" :
Proof. In the following we consider, for all i, the change of variable = Ti ( ).

Thus by Remark 54 and equation (47), we have
Z
jjLF jj"1" = jj(LF )j jjW dm1 ( )
N1
XZ
q FT 1
( )
jT
i
1
( )
i
dm1 ( )
i=1 T ( i)
jTi0 (Ti 1 ( ))j
W
Xq Z
= jjF j jjW dm1 ( )
i=1 i
Xq Z
= jj j jjW dm1 ( )
i=1 i
= jj jj"1" :
10.2.1. Convergence to equilibrium. Now we prove that F has exponential conver-

gence to equilibrium. This, coupled with a suitable Lasota Yorke inequality which
will be proved below, will lead to a spectral gap result for a strong, Sobolev like
norm. First we need some preliminary lemma.
Lemma 56. Let F be a contraction : X ! X, where X is a metric space, for
every Borel measure with sign it holds
jj F jjW jj jjW + (X):
(where is the rate of contraction of F ). In particular, if (X) = 0 then
jj F jjW jj jjW :
Proof. If Lip(g) 1 and jjgjj1 1, then g F is -Lipschitz. Moreover since

jjgjj1 1 then jjg F jj1 for some 1. This implies
Z Z
gd F = g Fd
Z Z
= g F d + d
Z
g F
= d + (X)
= jj jjW + (X):
And taking the supremum over jgj1 1 and Lip(g) 1 we have jj F jjW
jj jjW + (X). In particular, if (X) = 0 we get the second part.
Proposition 57. For all signed measure 2 L1 it holds
(49) jj F jj"1" jj jj"1" + ( + 1)jj x jj1 :
Proof. Consider a signed measure 2 L1 and its restriction on the leaf , j =

;y ( x ( ) ). Set
j = ;y :
If is a positive measure then j is a probability on N2 . Moreover j = x ( ) j .

By the above comments and the expression given by remark 53 we have
q Z +j + 1
(Ti 1 ( ))
X FT 1
( ) Ti 1
( ) x (Ti ( )) FT 1
( )
jT
i
1
( ) x
i i
jj F jj"1" dm1 ( )
i=1 I jTi0 j Ti 1 ( ) jTi0 j Ti 1 ( )
W
q Z +j + 1 +j 1
X FT 1
( ) Ti 1
( ) x (Ti ( )) FT 1
( ) Ti 1
( ) x (Ti ( ))
i i
1 dm1 ( )
i=1 I jTi0 j Ti ( ) jTi0 j Ti 1 ( )
W
q Z +j 1 1
X FT 1
( ) Ti 1
( ) x (Ti ( )) FT 1
( )
jT
i
1
( ) x (Ti ( ))
i i
+ 1 dm1 ( )
i=1 I jTi0 j Ti ( ) jTi0 j Ti 1 ( )
W
= I1 + I2
where
q Z +j + 1 +j (Ti 1 ( ))
X FT 1
( ) Ti 1
( ) x (Ti ( )) FT 1
( ) Ti 1
( ) x
i i
I1 = dm1 ( )
i=1 I jTi0 j Ti 1 ( ) jTi0 j Ti 1 ( )
W
and
q
X Z FT +j 1 (Ti 1 ( )) FT jT 1 (Ti 1 ( ))
1
( ) Ti ( ) x 1
( ) i ( ) x
i i
I2 = dm1 ( ):
i=1 I jTi0 j Ti 1 ( ) jTi0 j Ti 1 ( )
W
Let us estimate I1 and I2 .

By remark 56 and a change of variable we have
q
X Z +
j x x j
I1 = FT 1
+j
Ti 1
( ) Ti 1 ( )dm1 ( )
I i ( ) W jTi0 j
Zi=1
+j +
= F j x x j( )dm1 ( )
I W
Z
+
= j x x j( )dm1 ( )
I
= jj x jj1
and by Lemma 56 we have
q
X Z
x
I2 = FT 1
+j
Ti 1
( ) jT 1
( ) Ti 1 ( )dm1 ( )
i=1 I i ( ) i W jTi0 j
Xq Z
+j j ( )dm1 ( )
F x
Ii W
i=1
Z
+j j ( )dm1 ( )
x
I W
Z
+j +j +
x ( ) x( ) dm1 ( )
I W
Z Z
+j +j + +j +
x ( ) x( ) dm1 ( ) + x( ) j x ( ) dm1 ( )
I W I W
= jj x jj1 + jj jj"1" :
Summing the above estimates we …nish the proof.
Iterating (49) we get the following corollary.
Corollary 58.
jjLnF jj"1" n
jj jj"1" + jj x jj1 ;
1+
where = 1 .
Let us consider the set of zero average measures
(50) V = f 2 L1 : (X) = 0g:
R
Since x = x m1 ( x = + x x ) we have x dm1 = 0. From the last
corollary and the convergence to equilibrium for expanding maps with respect to
L1 and W 1;1 norms (see Remarks 17 and 18) it directly follows:
Proposition 59 (Exponential convergence to equilibrium). There exist D 2 R and
0 < 1 < 1 such that, for every signed measure 2 V, it holds
n
jjLnF jj"1" D2 1 (jj jj1 + jj x jjW 1;1 )
for all n 1.
We now prove the existence of an invariant measure for the solenoidal system in
the set L1 it is not di¢ cult to deduce that this should be a physical measure (points
in the same stable leaves must have the same long time average for a continuous
observable).
Proposition 60. There is a unique 2 L1 such that LF = .
Proof. The base map T is expanding and has an absolutely continuous invariant
measure. Let us call it 'x . Consider the measure = 'x m (the measure
having marginal 'x and Lebesgue measure on the sable leaves) and the sequence
n
n = LF : By Proposition 59 jj n m jj"1" D2 n1 and n is a Cauchy sequence.
By passing to a subsequence we can …nd nk such that for almost each leaf , nk j
is a Cauchy sequence for the jj jjW norm. By Remark 48 this sequence must have a
limit which is a positive measure. This de…nes a limit measure which is invariant.
The integrability of jj jjW follows by the fact that jj nk j jjW sup 'x and thus
it is a bounded sequence and jj nk j jjW converges pointwise to jj jjW :
The uniqueness follow trivially by Proposition 59.
10.3. Strong norm and Lasota Yorke inequality. We give here an example of
a strong space satisfying a kind of Lasota Yorke inequality which holds for positive
measures.
Given 2 L1 let us denote by its marginal density. Let us consider the
following space of measures
( )
1;1
2 L1 : 2 W 1;1 8 1 lim 2 ! 1 jj j 2 j 1 jjW = 0 and
"W "= j j 1
f or almost all 1 ; D( ; 1 ) := lim sup 2 ! 1
jj 2 jjW < 1
2 1
De…nition 61. Let us consider the norm
jj jj"W 1;1 " := jj jj"1" + jjD( ; 1 )jj1
this will play the role of the strong norm in the solenoid case. Indeed the following
Lasota-Yorke-like inequality can be proved
Proposition 62. Let F be a solenoidal map, then.LF "W 1;1 " "W 1;1 "and there
are < 1; B > 0 s.t 8 2 "W 1;1 " such that 0.
0
jjLF jj"W 1;1 " ( jj jj"W 1;1 " + jj jj1 )+Bjj jj"1" :
Proof. Since the map is C 2 it is obvious that lim 2! 1

jj j 2
j 1 jjW = 0 and
1;1
LT ( ) 2 W . Let us estimate
Z
(LF )j 1
(LF )j 2
jjD(LF ; 1 )jj1 = lim sup jj jjW dm:
2! 1 2 1
By Equation 47 we have
q F
X jT 1
1 ( )
T i ( ) i
(51) (LF )j = 0 1 f or almost all 2 N1 :
i=1
jTi Ti ( ))j
Then
q Z
X FT jT 1 FT jT 1
1 i
1
( 1) i ( 1) i
1
( 2) i ( 2)
jjD(LF ; 1 )jj1 lim sup jj ( 0 1 0 1 )jj dm( 1)
i=1 2! 1 2 1 jTi Ti ( 1 ))j jTi Ti ( 2 ))j W
Xq Z FT jT 1 FT jT 1
1 i
1
( 1) i ( 1) i
1
( 2) i ( 2)
lim sup jj 0 1 jjW dm
i=1 2! 1 2 1 jTi Ti ( 1 ))j
Z
1 1 1
+j lim sup jj FT 1 jT 1
( 2)
( 1 )jjW dm
Ti 1 (
( 0 0
2) jTi Ti ( 1 ))j jTi 2 ))j
i i
2! 1 2 1
q Z
X FT jT 1 FT jT 1
1 i
1
( 1) i ( 1) i
1
( 2) i ( 2)
0 1 lim sup jj jjW dm
i=1
jTi Ti ( 1 ))j 2! 1 2 1
Z
1 1 1
+ jj FT 1 jT 1
( 1)
jjW lim sup ( )jdm
Ti 1 ( Ti 1 (
( 0 0
1) jTi 2 ))j jTi 1 ))j
i i
2! 1 2 1
Hence
q Z
X FT jT 1 FT jT 1
1 i
1
( 1) i ( 1) i
1
( 1) i ( 2)
jjD(LF ; 1 )jj1 0 1 lim sup jj jjW
i=1
jTi Ti ( 1 ))j 2! 1 2 1
1 FT 1
(
jT 1
( 2)
FT 1 jT 1
( 2)
i 1) i i ( 2) i
+ 0 1 lim sup jj jj dm
jTi Ti ( 1 ))j 2! 1 2 1
Z
1 1 1
+ jj FT 1 jT 1
( 1)
jjW lim sup ( 1 )jdm
Ti 1 (
( 0 0
1) jTi Ti ( 2 ))j jTi 1 ))j
i i
2! 1 2 1
= I + II + III
Let us estimate the …rst summand
q Z
X FT jT 1 jT 1
1 i
1
( 1) i ( 1) i ( 2)
I= 0 1 lim sup jj jjW
i=1
jTi Ti ( 1 ))j 2! 1 2 1
We recall that by Lemma 56 jj F jjW jj jjW + (D2 ) then
8 9
q Z
X < jT 1 jT 1 jT 1 (D 2
) jT 1 (D 2
) =
1 i ( 1) i ( 2) i ( 1) i ( 2)
I lim sup jj jjW +j j d 1
Ti 1 (
0
jTi 1 ))j 2! 1
: 2 1 2 1 ;
i=1
and
q Z
X jT jT
1 Ti 1 ( 2) Ti 1 ( 1) i
1
( 1) i
1
( 2)
I 0 1 [lim sup lim sup jj 1 1 jjW
i=1
jTi Ti ( 1 ))j 2! 1 2 1 2! 1 Ti ( 2) Ti ( 1)
Ti 1 ( Ti 1 ( jT 1 (D2 ) jT 1 (D2 )
2) 1) i ( 1) i ( 2)
+ lim sup lim sup j j]d 1
2! 1 2 1 2! 1 Ti 1 ( 2) Ti 1 ( 1)
q
X Z
Ti 1 ( 2) Ti 1 ( 1) 0
sup lim sup D( ; Ti 1 ( 1 )) +j 1 1
x (Ti ( 1 ))jdTi ( 1 ):
i=1 1 2! 1 2 1 Ii
Then summing the contributions from all branches Ti and intervals Ii
Ti 1 ( 2) Ti 1 ( 1) 0
I sup lim sup [ jjD( ; 1 )jj1 + jj jj1 ]
i; 1 2! 1 2 1
1 0
[ jjD( ; 1 )jj1 + jj jj1 ]:
inf jT 0 j
Now the other summands,

XZ 1 FT 1
(
jT 1
( 2)
FT 1 jT 1
( 2)
1) i ( 2) i
II 0 1 lim sup jj i i
jjW d 1
i I jTi Ti ( 1 ))j 2 ! 1 2 1
Ti 1 ( 2) Ti 1 ( 1)
sup lim sup
i; 1 2! 1 2 1
XZ 1 FT 1
(
jT 1
( 2)
FT 1 jT 1
( 2)
i 1) i i ( 2) i
0 1 lim sup jj 1 1 jjW d 1
i I jTi Ti ( 1 ))j 2! 1 Ti ( 2) Ti ( 1)
Ti 1 ( Ti 1 ( XZ FT jT 1 FT jT 1
2) 1)
1 ( 1
( 1) 2) ( 2)
( 2)
jjW dTi 1 (
i i i i
sup lim sup lim sup jj 1 1 1)
i; 1 2! 1 2 1 i Ii 2! 1 Ti ( 2) Ti ( 1)
1 @G
0
jj jj1 jj jj1 :
inf jT j @x
where in the last step we used that 0. Finally
XZ 1 1 1
III jj FT 1 ( ) jT 1 ( 1 ) jjW lim sup ( )jdm( 1)
Ti 1 ( Ti 1 (
0 0
i
i 1 i
2! 1 2 1 jTi 2 ))j jTi 1 ))j
T 00
jjT 0 jj1 jj jj1 jj jj1 :
(T 0 )2
Summarizing
(52)
1 0 @G T 00
jjLF jjW 1;1 ( jj jj"W 1;1 " + jj jj1 +jj jj1 jj jj1 )+(1+jjT 0 jj1 jj 0 2 jj1 )jj jj1 :
inf jT 0 j @x (T )
As done before, iterating the inequality, gives

Corollary 63. There are B > 0; < 1 such that
n 0
jjLnF jj"W 1;1 " (jj jj"W 1;1 " + jj jj1 )+Bjj jj1 :
This inequality shows that the iteration of a positive measure keeps a bounded
regularity in this strong norm.
11. Appendix: Convergence speed and correlation integral

Convergence to equilibrium is often estimated or applied in the form of correla-
tion integrals. In this section we show how to relate these with the notion we used
in Section 5.1.
We consider here the spaces W 1;1 and L1 as strong and weak spaces. Similar
arguments applies to many other spaces.
R R R
11.1. Estimating T n g dm g dm d (another kind of convergence
to equilibrium estimation).
R From the convergence to equilibrium we get that
for each g such that g dm = 0
jjLn gjj1 (n)jjgjjW 1;1
1
8 2L Z
T n g dm (n)jj jj1 jjgjjW 1;1 :
R
Now let us consider g such that g dm 6= 0
Z Z Z
T n g dm g dm d
Z Z Z
n g
( g dm)[ T R dm T n h dm]
g dm
Z Z
g
( g dm) Tn [R h] dm
g dm
R
and since R ggdm h dm = 0
Z Z Z Z
(53) T n g dm g dm d (n)jj jj1 jjg h g dmjjW 1;1
(54) Ch (n)jj jj1 jjgjjW 1;1

Hence modulo a constant which depends on h and not on g; and n we have
that the decay of the integrals is the same as the convergence to equilibrium de…ned
in 5.1.
R R R
11.2. Estimating Tn g d g d d (a decay of correlation
estimation). For many applications it is useful to estimate the speed of decreasing
of the following integral
Z Z Z
n
(55) j g ( F )d d g d j:
R
where is invariant. Again, supposing g d = 0, 2 L1
Z Z
j g ( F n) d j j g ( F n ) h dmj (n)jj jj1 jjghjjW 1;1
Ch (n)jj jj1 jjgjjW 1;1 :

R
Now let us consider g such that g d 6= 0
Z Z Z Z Z Z
g
Tn g d gd d ( g d )[ Tn R h dm T n h dm]
gd
Z Z
g
( gd ) Tn [R 1] h dm
gd
R
and since R gg d 1d =0
Z Z Z
(56) Tn g d gd d Ch (n)jj jj1 jjgjjW 1;1 :
12. Appendix: absolutely continuous invariant measures,

convergence and mixing
In this Section we present some general tool which are useful when working with
absolutely continuous invariant measures.
Let us suppose that X is a manifold, let us denote by m the normalized Lebesgue
measure, consider non singular transformations, and iterate absolutely continuous
measures.
R
Proposition 64. If for some f 0 with f dm = 1;
n
L f !h
1
weakly in L . Then T has an absolutely continuous invariant probability measure
with density h:
R w R
Proof. Let us suppose without loss of generality hdm = 1: Ln f ! h f dm if
and only if 8 2 L1
Z Z Z
h dm = lim Ln+1 f dm = lim ( T ) Ln f dm
n!1 n!1
Z Z
= ( T ) h dm = Lh dm:
Proposition 65. If the system has an absolutely R continuous invariant measure

with density h 2 L1 and for all f 2 L1 such that f dm = 0
weaky
Ln f ! 0
then T is mixing.
R w
Proof. By the assumptions, given any f the sequence Ln f h f dm ! 0: And
w R
then Ln f ! h f dm; 8f 2 L1 :
Now let us consider two measurable sets E and F . Let us denote by hm, the
measure with density h with respect to the Lebesgue measure m.
Z Z
[hm](E \ T n F ) = 1E (1F T n ) hdm = 1F Ln (h1E ) dm
Z Z Z Z
! 1F [h (h1E ) dm] dm = (h1F ) dm (h1E ) dm = [hm](E) [hm](F ):
n!1
13. Bibliographic remarks and acknowledgements

The books [2], [15], [33] are detailed introductions to subjects similar to the
one considered in these notes (from di¤erent points of view). Our point of view
is closer to the one given in the notes [27] and [31], from which some de…nition
and statement is taken. We recommend to consult all these texts for many related
topics, generalizations, applications and complements we cannot include in these
short introductory notes.
The author whish to thank C. Liverani, J. Sedro and I. Nisoli for useful conver-
sations and warmly thank the students of the Ergodic Theory course of "Laurea
magistrale in matematica", University of Pisa, year 2015, and in particular A. Pigati
for useful comments and corrections to the earlier versions of this text.
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STATISTICAL PROPERTIES OF DYNAMICS

INTRODUCTION TO THE FUNCTIONAL ANALYTIC

These notes are intended for the Hokkaido-Pisa University summer

9. Piecewise expanding maps 29

Dipartimento di Matematica, Universita di Pisa, Via Buonarroti 1,Pisa - Italy

for almost each x, where Snf = f + f T + : : : + f T n 1 :

let us see some other important basic properties

Proposition 2. L : L1 ! L1 is a weak contraction for the L1 norm. If f is a L1

Proposition 3. Consider f 2 L1 (m), and g 2 L1 (m), then:

Proof. Let us …rst prove it for simple functions if g = 1B then

and since T is nonsingular

jj[g g^]jj1 jjf jj1 ;

directly leading to the statement.

4. Expanding maps: regularizing action of the transfer operator

The expanding map

3 For which f (x) = f (0) + R x f 0 (t) dt for some f 0 2 L1 .

4.1. Lasota-Yorke inequalities. A main tool to implement this idea is the so

Taking the derivative of (2) (remember that T 0 (y) = T 0 (T ( 1) (x)) )

Iterating the inequality7

4.1.1. A Lipschitz Lasota Yorke inequality. By Equation 4, jj(Ln f )jj is uniformly

Then there is n1 such that n1 M < 1.

Remark 4. In this section we have shown two examples of regularization esti-

7 jjL2 f jj jjLf jj + BjjLf jj1

4.2. Existence of a regular invariant measure. The following theorem pro-

Now let us prove the existence of an absolutely continuous invariant measure

Then h is an invariant density.

8 The strong ball centered in 0 with radius K.

5. Convergence to equilibrium and mixing

It easily follows (see Proposition 65)

9 This speed is also related to the decay of correlation integrals, like

for observables f; g in suitable function spaces, see Section 11

We remark that in this case if is a starting probability measure in Bs and is

6. Spectral gap and consequences

De…nition 15 (Spectral gap). The operator L has spectral gap if

Now, by item (4) suppose that 8n jjLn jVs jjw M , then

7. Stability and response to perturbation

7.1. Stability of …xed points, a general statement. We state a general result

Proof. The proof is a direct computation

Proposition 23. Suppose L is a uniform family of operators satisfying UF1,...,4.

7.2. Application to expanding maps. In the previous section we considered

The …rst summand can be estimated as follows

It is easy to verify that a family of expanding maps uniformly satisfying the

7.3. Uniform family of operators and uniform Vs contraction. Now we show

of Proposition 29. Let us apply the Lasota Yorke inequality

8. Some general Linear Response statements

De…nition 33. (Convergence to equilibrium) Let (n) be a real sequence converging

(26) jjLn0 (g)jjw (n)jjgjjs :

Theorem 34 (Weak Linear Response). Let f be …xed points of L ( 2 [0; ) ).

(3) (strong statistical stability) lim !0 jjjf f0 jjs = 0

then in the weak norm, as !0

Remark 37. If jjLn0 (g)jjs

is the usual norm on C 3 functions.

(28) x = T (yi (x)) = T0 (yi (x)) + (yi (x)) + E( ; yi (x))

We can write the …rst term in the …nal line of (28) as

and the second term in the last line as

(yi0 (x) + i (x) + Fi ( ; x)) = (yi0 (x)) + Fi ( ; x) + oC 2 ( )

0 = T00 (yi0 (x))( i (x) + Fi ( ; x)) + (yi0 (x)) + Fi ( ; x) + E( ; yi (x)) + oC 2 ( ):

T00 (yi0 (x))Fi ( ; x) + Fi ( ; x) = E( ; yi (x)) + oC 2 ( )

from which the result follows.

We now return to the proof of Proposition 38.

We can then write

Finally, for the third term we can write

and thus, …nally,

where the limit converge in W 1;1 :