Show that two ergodic non-mutually singular measures equal

ergodic-theorymeasure-theory

Let $X$ be a compact metric space and let $T: X\to X$ be continuous. Let $\mu$ and $\nu$ be two Borel probability measures on $X$ which are ergodic for $T$. If $\mu$ and $\nu$ are not mutually singular, how to show that $\mu = \nu$?

Best Answer

Welcome to MSE!

Hint:

The Ergodic Theorem tells you that for any $f : L^1(X)$ and for almost every $x$

$$\lim_{n \to \infty} \frac{1}{n} \sum_{i<n} f(T^ix)$$

equals something. Notice this limit doesn't depend on $\mu$ or $\nu$, whereas the something I'm alluding to does.

Can you leverage this (say by choosing $f = \chi_A$ to be a characteristic function) in order to prove $\mu = \nu$?


I hope this helps ^_^