I had a look on the proof of the following Recurrence Theorem of Poincaré:
Let (Ω,Σ,T,m) be a conservative dynamical system in measure theory for which the function T−1 preserves null sets. If f:Ω→R is measurable, it follows that
lim inf
Proof
Let B\subset\mathbb{R} be a measurable set with m(f^{-1}(B))>0 and \text{diam}(B)<\varepsilon. With the Theorem of Halmos (cited below) it follows that
S_{\infty}1_{f^{-1}(B)}=1_{f^{-1}(B)}+1_{f^{-1}(B)}\circ T+1_{f^{-1}(B)}\circ T^2+\ldots+1_{f^{-1}(B)}\circ T^n+\ldots=\infty
alomost surely on f^{-1}(B).
So it follows that f(T^n(z))\in B for almost all n\geqslant 0. So with Halmos it is
\lvert f(z)-f(T^n(z))\rvert\leqslant\text{diam}(B)=\sup_{x,y\in B}\lvert x-y\rvert<\varepsilon.
From this it follows that
\liminf_{n\to\infty}\lvert f(z)-f(T^n(z))\rvert<\varepsilon~~~~~(*)
almost surely on f^{-1}(B).
Now if one covers \Omega by sets f^{-1}(B) with diam smaller than \varepsilon one has (*) almost surely and the Theorem follows with \varepsilon\to 0.
Is that okay?
Why is it possible to cover \Omega by set of the form f^{-1}(B) with \text{diam}<\varepsilon? Is \Omega \sigma-finite?
Last but not least
here is the Theorem of Halmos that is used:
Let (\Omega,\Sigma,T,m) a dynamical System in measure theory so that T^{-1} preserves null sets. If A\in\Sigma has positive measure then
A\in\mathcal{C}(T)\Leftrightarrow S_{\infty}1_B=\infty \text{ a.s. on } B \text{ for each }B\subset A\cap\Sigma.
(Here with \mathcal{C}(T) the conservative part of the system is meant.)
With Greetings and best regards
math12
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