Properties of multicorrelation sequences and large returns under some ergodicity assumptions
Abstract
We prove that given a measure preserving system (X,B,μ,T1,…,Td) with commuting, ergodic transformations Ti such that TiTj-1 are ergodic for all i ≠ j, the multicorrelation sequence a(n)=∫X f0 · T1nf1 · …o · Tdn fd \ dμ can be decomposed as a(n)=ast(n)+aer(n), where ast is a uniform limit of d-step nilsequences and aer is a nullsequence (that is, N-M ∞ 1N-M Σn=MN-1 |aer|2=0). Under some additional ergodicity conditions on T1,…,Td we also establish a similar decomposition for polynomial multicorrelation sequences of the form a(n)=∫X f0 · Πi=1dTipi,1(n)f1·…o · Πi=1dTipi,k(n)fk \ dμ, where each pi,k: Z → Z is a polynomial map. We also show, for d=2, that if T1, T2, T1T2-1 are invertible and ergodic, we have large triple intersections: for all >0 and all A ∈ B, the set \n ∈ Z : μ(A T1-nA T2-nA)>μ(A)3-\ is syndetic. Moreover, we show that if T1, T2, T1T2-1 are totally ergodic, and we denote by pn the n-th prime, the set \n ∈ N : μ(A T1-(pn-1)A T2-(pn-1)A)>μ(A)3-\ has positive lower density.