Annals of Mathematics On Iterations of 1 - ax2 on (- 1,1) Author(s): Michael Benedicks and Lennart Carleson Source: Annals of Mathematics, Second Series, Vol. 122, No. 1 (Jul., 1985), pp. 1-25 Published by: Annals of Mathematics Stable URL: http://www.jstor.org/stable/1971367 . Accessed: 03/10/2014 12:05 Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp . JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. . Annals of Mathematics is collaborating with JSTOR to digitize, preserve and extend access to Annals of Mathematics. http://www.jstor.org This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 122 (1985), 1-25 AnnalsofMathematics, ax2 on (-1,1) On iterationsof 1 By MICHAEL BENEDICKS AND LENNART CARLESON Chapter I 1. Introduction - < x < 1, where a is a We study iterationsof F(x; a) = 1-ax2, parameterin theinterval(0, 2). Let the Pth iterationof F be denotedby Fv(x; a) and in particularset ~(ja) = F'(O; a). We shallconsidertwo relatedproblems. cycle?It is known,see Section4 below,that 1) Does F have an attractive thisis not the case iflim, pooI dxFv(1;a) I = xo. 2) Suppose thatfora certainvalue of a thereare no attractivecycles.In of { (^ }?= I thiscase, the questionarisesas to whatcan be said ofthedistribution invariantmeasureofthemap and in particularofwhattypeis thecorresponding x -- F(x; a). The last problemwas treatedby Jakobson[3]. For the firstproblemand relatedresultssee thebook [1] and the paper [2] by Collet-Eckmann. In Part II of our paper we provethatfora set of a-values A,,,of positive Lebesgue measure x -- F(x; a) has no attractivecycles,and in Part III it is proved that foralmostall a E A,,, x -* F(x; a) has an absolutelycontinuous invariantmeasure.We even prove that the densityfunctionof the invariant measurebelongs to LP forp < 2, whichis best possiblein general.The proof also showsthatfor2 - a0 smallenoughthe set of a E (a0, 2) forwhichF(x; a) has an attractivecycleis open and dense in A0. A firstdraftofthispaperwas readyin early1983. In thepresentversionwe oftherefereeand J.Gheinerforwhich have profited verymuchfromsuggestions we are verygrateful. 2. Notation We shall study how ~(ja) = F'(O; a) returnsto a (fixed) shortinterval I* = (- 8, 8), 8 = e-E, and in particularhow close theyare to the origin.We ) forp > 0 divide I* = Uiu >aIA so that 1 = (c,,c,1) where c, = exp{-} < O. and 1 = - Imp This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 2 M. BENEDICKS AND L. CARLESON We shallconsiderthreetypesof returnsto (-8, 8), called free,bound and inessential and denoted by x, y and z respectively.If the free returnsare x1,x2 ... ., each xi is followedby bound returnsYij, j = 1,... , Yi and these could be followedby inessentialreturnszij, j = 1,... ,Zi. The sequence i.e. xif(a)= e(a). as iterations, { mi) 1consists of theindicesofthefreereturns 3. Some lemmas about the behaviourof For the proofwe need some initialinformation calculationfromthe case iterationsof F. Here thisis obtainedby a perturbation in the followingsequenceoflemmas. F(x; 2) = 1 - 2x2, whichis formulated small 8 > 0. thereexistsaO < 2 such that if LEMMA 1. For sufficiently a E [a0, 2] and if qh)e [- 1, 1] and k are such that j = 0,1,2, .. .,k lFj(rjo; a) I 2 8, 1, - and |Fk( %; a) I< 85 then dxFk(no; a) I (3.1) (1.9)k Proof:We makethe standardchangeof variablesx = p(O) = sin(7/2)0. expressedin the new variables;i.e., Let F(0; a) denotethe transformation F(0; a) = -arcsin(I -a sin 2j@). is Its 0-derivative 'IT Cos - di(0; 2 a) =-2asgn(0) Icos2 0 + (sin2 )(1- - Let Do= Fl'( 0; a) andassumethat I 1-282, mlq, but qjl < 1 - 282 and writeFk k-1i (3.2) , = = p'k-j 0,1,2, ... ,j 0 - 1, (p-9 o Fi. We have - - T -(Ni) H ( -2a^) dXFk = w'(Ok) H daf(o.; a) Since Ini-1i 2 3, v = 1,2,... ., j, it followsinductivelythat nal ? This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 1- a32, ITERATIONS OF 1 - ?1 j,...,k and from(3.2) and 1i to establish. = - 3 ax2 2832, V ...,j- = 1, (3.1) is easy 2. There are constants y > 0 and K = K(8) such that when close to 2, forall a E (a0, 2] and all IxI > ca+i, there (Or 2) is sufficiently ao0 < K that 1 such exists = l(x, a) i = 1, ... ., -1 1 (i) IF'(x; a) I 2 85 > d (ii) logI xF1x; a) I -y. LEMMA Proof:Let ok = F'(x;a). When I1 1 2 2 Id F(o0)I = 12aq201 a. We + 4e. < e < 1 implies( < F(t) <-I observethat =-1+, (2-a)/a We chose l so that2'l' 2 'io1 ? 2 -', 1> 22 and notethat '(d?o;a) I 22aq0I ? 12amIl ... 12am1_1I 2-l (2a)(1 -2 (2a) * (2a)(1 -4 = (a)' .I - 2) 2 (1 ... The lemmais therefore provedwithy = 2-21+2) 2-21+2) (2a) -(I- * -2-21+3 log2 and K = 2 + [2log(1/8)]. 2 small 8 > 0. any aO < 2 and any positive 3. For any sufficiently integerN, thereis an integerml ? N and an intervalAOc (a0, 2) such that: (i) For any a Ec A0, (,,a) = F"(O; a) < for 2 < < ml- 1. (ii) a -* Ftm(O;a) is a one-to-onemap of AO onto 1* = (- , 8). j = 12,.. ., ml -1. (iii) IdxFi(1;a) I ? (1.9)h 1; LEMMA Proof. Since (I+-( = 1 - =2- at _- I a + a(t, + I)ti- - it followsthatwhile (^ < - , ( 1 + (r } is exponentially increasing.Furthermore thatif (^ < 0 for2 < v < j thena it followsinductively l(a) is decreasing j+ - since =t~ da =_ 2atj di< i - ~~da 42 _ (j2 j (i) and (ii) of the lemmaare therefore easy to establishand since j |dxFj(l; a) I = I I (- 2a(^) v= 1 This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 4 M. BENEDICKS AND L. CARLESON = 1 and - 1 < where 4j evident. -2, v= 2,...,j, j m - 1. (iii) is also We next turn to an importantgeneral principle,which will be used of Fk the x-and a-derivatives thispaper: Undersuitableassumptions throughout are comparable. For the derivativesdx and da we have in our case the two recursion formulas a F0= 1 d FV+l =-2aFvdaFV, and 1 =- aa F 2aF'd Fv_ aaF0 = 0. (F")2 This gives v-1 (3.3) dXFP = v=1,2,..., H(-2aF'), i=O and aaF = a F2 daF =-x (3.4) U(1+ v=2,3..., di\)' 2. These formulasshow that dXF" and daF" grow at the same rate. The followingversionof thisprinciplewillbe used in the sequel. LEMMA 1. 1 - 2. ao 4. Thereexist8 > 0 and a0 282 < < q a < 2 3. IaFi-L'(l; a) I (3.5) (3.5) < 2 such that,if <1 ? ej / forj = 8,9, ..., k, then 1 aFkl(,i;a) aF ~~~16 a k-1(qj;a) 16 < < 16. and a simplenumericalcalculationthat Proof:Firstit followsby continuity ? 1, < ao < a < 2 and 1 -22<2 if if 8 is sufficiently small, 1-82/10 then This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions ITERATIONS OF 1 - ax2 5 we verifythat Furthermore tI8 (1 ei2,3) 2 When theseestimatesare insertedin (3.4), then(3.5) readilyfollows. Remark. Withcomputercalculationssimilarlemmascould be provedfora are then in smallintervalsAO in a moregeneralposition.Certainmodifications would seem to be investigation also needed laterin theproof.Such a systematic of interest. Chapter 1I cycles ofattractive 4. The non-existence Our firstmainresultis 1. Thereis a set A., c (0, 2) of positiveLebesguemeasure,such - 1 - ax2 from [-1,1] into [-1,1] A.. the map F(; a): x has no attractivecycles(stable periodicorbits). THEOREM that for all a c From CorollaryII.4.2 of Collet and Eckmann [1] it followsthat if for a certaina the point x = 0 is not attractedto a stableperiodicorbitthen F(; a) has no stable periodicorbits. Thus Theorem1 followsfrom: 2. Thereis a set Ax,c (0, 2) ofpositiveLebesguemeasureand an such thatforall a E Art, integerP0, THEOREM dxFv(l;a) I 2 e 2/3 v>20. of the proofwe can replace e '23 by e 0 Remark. By a minormodification forany a < 1. What one expectsto be trueis howeverthat IaxFv(1; a) I grows on OO. almosteverywhere exponentially This is indicatedby the followingargument.In the second partwe prove the existenceof a "good" invariantmeasureIt. It followsthatforalmostall a logidxFF(1 a) I vf(logl2axl)dt(x) and djL(x) ? J(logl2axl) 0, and one can therefore expectexponentialincreasein general.However,we do This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 6 M. BENEDICKS AND L. CARLESON not have uniformexponentialincreaseforall a considered,and the introduction of A O. of a < 1 has allowedus to makeverysimplerulesforthe definition The restof the firstpartof the paper is devotedto the proofof Theorem2. .. \ A The set A is constructedas f=oAk, A. A,,,, where Ak is definedat the kth inductionstep. 5. The partition the conceptof a freereturnto l* and the We wish to definerecursively partitionassociatedwitha freereturn. The indexof a freereturnis denotedby k. By Lemma 3 there is an integer ml such that a a) is a one-to-one map of A0 onto 1*. Also ml is theindexof thefirstfreereturn.The corresponding partitionis {fi- l(Ia+l)f- - Fml(O; and A, = fI7'(I(a+1)) 1(I_ (al))} U fi7'(Ia+1). consideration. The set E1 = A0\ Al is excludedfromfurther co k ? 1. We intendto define partition, kth of the interval Let now be an partition. the (k + 1)Stfreereturnand the corresponding = -* X that a Fmk(O;a) maps Suppose [a,, a2] onto I,. For convenience we assume that pu> 0. We wish to studythe furtherevolutionof co under stoppingrule: mappingsby F. The integerp = p(co) is definedby thefollowing (5.1) holds forall a E (5.2) |t(a) - o,andall 1,? < P+(aPl -FP+ Fj(i1;a) < c l(q; '' a) < Ij(a) l0j2 , forj = 1,2,...,p but > (OPR+a1(a) + 1)2 10~~~(p forsome a E X and some q,0 < X <cam. For certainj's, 1 ? j ? p, { Ykjki I 1 5mk~j(a) may returnto 1*. Those are the boundreturns Let i be the smallestintegeri ? p + 1, such that Fmk+i(O; a) n I* = Ji 0. Let Si be theset of v so that(i) I, c Jiand (ii) IPI < a + k. The setsof E I, withIjl ? a + k + 1 arenowexcluded andare a E Ak forwhich{mk+i(a) denoted Eki. butgo on to ofa partition (a) If Si = 0 we do notmakeanyconstruction = i of the first index is the + mk + i 1. Then nki considerthe nextinteger (5.1) bytherelations defined returns inessential return. Now"bound"inessential p. = = return At the follow. may where and (5.2) with IPOI min,5sIlvi vo, This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions ITERATIONS OF 1 - ax2 7 case (a) mayoccuragain. In thatcase this"free"inessentialreturnis thereafter, by "bound" inessentialreturnsand thena nk2'whichin itsturnmaybe followed "free" inessentialreturn etc. The set of all inessentialreturnsfollowingXk up to Xk+1 is denoted {Zki }Zk . These are thus all returnsbetween nk1 and (nk3 mk+?1 (b) If Si / 0, let xiv be the subinterval of X mapped to I, v e Si. Then > Let K be one of the 1 or 2 intervalsof the set a. possibly0, lvI U Iv) u(- FMk +i(0;c)\(( Ca+k+l1Ca+k+1))' If K c IV,,forsome Ii,, whichis then adjacentto one of the selected I 's we co so thatFmk+i(O; &v) = Iv + 1 U K. Observethatif expandthe corresponding v = + a thismeansthatwe go slightly outside(- 8,3). The construction meansthat (5.3) C F Mk + i(0; cV CoiV) C Iv U IIl, 1 forsuitablev and suitablesign +. For a E wi, the nextfreereturnmk+l(a) mk + i is defined. = We have now constructedxi>, v E S, in our partitionP and have obtained 0, 1 or 2 remainingintervalsof w. On each of thesewe repeatthe construction by consideringi + 1,i + 2,. .. untilwe get an intersection with 1* as above. We continuethe construction and get a partitionP(C; Mk) = { wiV }. The set o maybe expressedas the disjointunion (Au) i) UR U(UEEi) whereR consistsof thosea whichneverreturnto I* inside[ By Lemma 2 and Lemma 3, (iii), tdxFv(l; a)I 2 ely, a E R. y > O, ca+ 1' Ca +1 v > v0, and hence Theorem2 holdsfora E 1R. The set Ak+1 is nowdefined as Ak+1 = Ak\ U WCAk UEiv i, v We maketwocomments.It followsfromSection12 thatthemeasureof R is zero. From the presentpoint of view this is irrelevantsince it is obviousthat attractivecycles do not exist for a E R. The second commentconcernsthe partitionP. For the intervalsa, the associatedintervals c I* are precisely intervalsIA except at the ends wherewe can have the situation(5.3). In what This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 8 M. BENEDICKS AND L. CARLESON in orderto avoid cumbersome followswe are going to ignorethis possibility, notation. 6. The maininductionstep We assume that for all free returnsof order k and for all a E followingare true: (i) If mk = mk(a) is an indexof a freereturnof orderk > 1, dxFmk(1(; ? a) A?k the e2m k (ii) If 4 < i ? mk(a), then > ei3 | d~i-(l;a) 1< j (iii) If.(a)I > < mk. Note firstthatLemma3 impliesthat(i), (ii) and (iii) hold fork = 1. We shall now turnto the proofof the main inductionstep and intendto prove(i), (ii) and (iii) forindex k + 1. Let co be an intervalof Ak and let p = p(w), mk and yI be as definedin Section5. We also assumethatthe inductionstep is provedin the case whereco is mapped onto an intervalI. with IvI < It if such v exist.We firstuse the inductionassumption(i) and (5.1) to give an upper bound forp in termsof I. By the mean value theorem (6.1) -(a)-FP(; a) = FP-1(1; a) - FP-'(1 = aq2dxFP- 1(1 where 0 < 71' < q < - a2; a) ar'2; a), - C, 1. From (3.3) (the productformulafordXF) and (5.1), it followsthat 2-1 < C-l < dXFv(1 (6.2) v = 1, 2, ... p - - ) an2; < C< 2 1, since C maybe chosenas 0 i} ?2 exp(7ji (1 Xn and the same estimate holds forall q', 0 < a' < Hence it followsfrom(5.1) and (6.1) that q. 1 ?e2V-. |dxFj- (; a) I < e22 10j 2a This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 1 - ax2 ITERATIONS OF As long as j 9 1 < Mk, the inductionhypothesis (ii) impliesthat - < e2/3 e2. By (5.1) and Lemma3, j (6.3) k)3/4? 23/2(a3/4 + k3/4) ? 23/2y2/4? 23/2(a + m1 + 2mk) < 15-3Mk <Mk ? 15-3( providedthat 8 is smallenoughand a0 is close enoughto 2. Hence the inequalityj < 23/273/4will be violatedbeforethe inequality j mk as j increasesand it followsthat p < 23/213/4 (6.4) Let co= (a, b). Next we give a lower bound for the length of 52= w) whichmaybe expressedas F111k+ P +1(0; (6.5) 121 =I |Fmk+P+l(0; - a) m(a); FP+?( - a) F b) I (0; MkP - FP+ ((m (b); b) Since (mka) mk(b) = la - bl aaFmk(0; a') 2 la -bl *16-em a < < a' b) the explicitdependenceon the parametersa and b in (6.5) is inessential. < 0 < 1, From the mean value theoremit followsthatforsome 0, 1 -a2 (6.6) 2 1521 > (a) 2a|(m 3acjIj I |m(a)- I I dxFP(O; m(b) a)| IaxFP(0; a) From (5.2) and (6.1) with p replacedby p + 1, it followsthatforsome 71and ? < 71/ < 71 < C1,-1, 71/f, (6.7) a q2 a FP(1 X - a(q ")2; a) | 10 __v_)_ 10 ~~~~(p + 1)2 From (6.4), (6.5) and the uniformity estimate(6.2) we concludethat (6.8) (6.8) ? 1~21I ? YIj Cl I 1 I 2 e L_2 10 3_2 By the induction assumption (iii), , +? ____(a)_I (p + 1)2 -P ? 1. It follows from(6.4), (6.8) This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions M. BENEDICKS AND L. CARLESON 10 and [ ? a = (log 1/8)2 that (6.9) 1 u12 e - (2?+3/4)1/2 2?e 2i3/8 providedthat 8 is smallenough. Proofof (i) at thenextfreeretum.We firstprove: (6.10) axFmk+P- ? 1(1; a) a E Ak. e2(mk+P)2/3+(1/1o)P2/3 By the chain rule a) xFn'k+P-P(1; a)2am = aXFmkkl(1; dxFP- k(a) (Mmk l(a); a) estimate(6.2) and (5.2), By (6.7), the uniformity (6.11) mk 2atmk(a)axFP-1( 2_2e- - 2 (a); a) 1 2!L- 1 1 40 (p +12 1 40 (p + 1)2IPI expt 2/23 xf p+ p+1 1 e p2/3 small.(Note that(6.4) implies ?2 1p22/3 and that(5.2) if 8 is made sufficiently impliesthatthereis a lowerboundforp ofthetype ((log 1/8) so thatp is large forsmall 8.) Hence,sinceby(6.3) mk ? 153p, |adFmk+P-1(1; a) ? e2(mk+P)2/3+(1/1o)P2/3 fora E a, and (6.10) is verified. of the partitionwe now followthe Accordingto the rulesof the definition image of X until Fmk+P+i(O; co) hits I* fori = il. From Lemma 1 and (6.10) it followsthat |a Fmk p?ii-1(1; a) ? e2(mk?P~iI)2/3 If the return ?mk+P+ l(a) is free,theproofof (i) is complete.If the returnis w) hits I, I with v < p. The precedingargumentforI. maybe used to concludethatat the nextreturn inessential it followsfrom(8.9) that Fmk+P+il(O; n8Fk2(la) a) dxFnk2(1; ? 2en2. We keep on until the return nk is free.This happens eventuallysince the lengthsof the imagesof coat the returnsare rapidlyincreasing. This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions ITERATIONS OF 1 - ax2 11 Note thatwe have also provedthat (6.12) ? e2nk3 a) axFnkj F(l; holdsfortheinessential returns (nkj. Proofthat (ii) holds for mk < i < mk~l. We give the proofin the case < nk1l The case nk' < i < nk j?1 is similar.Assumefirstthat i - mk < Pk < mk, where p = Pk is definedby (5.1) and (5.2). From the induction assumption(i) combinedwith(ii) and the chainruleit followsthat mk < i - 'l-te~i1Mk)3 axF'-1(1; a) >2 e~'e + i1-Mk e m2k/3 2 123emk/3- i ? e. i2/3 In the last inequalitywe have used the factthat mk ? ,. For i use (6.10) and Lemma 2 and notethat 2(mk + Pk)2"3 + Y(i - 1 - Pk Mk) - Klog4 - > Pk + mk we ? i 2/3. This completesthe proofof (ii). Proofof (iii). We have to prove Ijl ? e-i forMk < j < Mk+1. Note that by Lemma 3, ml maybe chosen ? 2a. It followsthat mk ? 2ink + for 2 - 2ml small, since mik ? a0 sufficiently j formk ?< 2 e- a >k ? k+ 1 + a m1and m1 - e-V 2 xo, as a 0 - 2. Hence eVJ, <Mk+? Estimateof theexcludedset. To completethe proofof Theorem2 we have to show that the set Ak+l definedin Section5 satisfiesIAk+lI ? 1AkI(1 - ak), where0 < ak < 1 and Ht' 1(1 - ak) > 0. We assumetemporarily that C-1 ? aaF Mk+1(o;a a,) aaFmk+I(0; a2)1 fora1, a2 e w, wheretheconstantC is independentof k. This willbe provedin the nextsection. It followsfrom(6.9) thatthe portionof cwexcludedwhen Ak+l is formedis less than e - a ~+k+ 1 Const e ay3/8 e- 2,13/ This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 12 M. BENEDICKS AND L. CARLESON From thiswe see that ak and Hl1(1 -ak) > < Conste(2(k+a)3/8 0. Hence UI - a +k I Uk=lAkI = + 1) > 0. 7. A uniformestimateforthe a-derivative To finishthe proofof Theorem2 we mustprove: 5. Suppose that xk(a) E I,] is a free returnaftermk iterations and that FMk(O; a) C I . Then thereare constantsC and C' such that for a, b e w c Ak and j < Mk+1 LEMMA axFj(l; b) (7.1) C and axFj(1;a) | aFi(l ; ab)| (7.2) << aFC(1;b) aaFi(l; a) I Proof.It is enoughto provetheestimate(7.1), since(7.2) followsfrom(7.1) and Lemma 2. Note that(7.1) is equivalentto (b )iIi ((b ) <C. First,by the inductionassumption(i) and Lemma 4 < Ij| Cemk/3 Thus the firstfactoris inessential.It is sufficient to estimate Mk = E vS= 1 - (Vjb)|I ltva) ( Let { tj} N be the indices of the freeand the freeinessentialreturnsto I* arrangedin increasingorder.We shallsubdividethe sum Nk-1 S= j=1 tj+1 L v=tj 1 Nk-1 E Sj j=1 At time tjItj c I~j, and we denote aj = (tj(a), t(b)) C Ilj. We shall first estimatethe sum S . The contribution fromthe bound part tj < i < t1 + pj can This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions ITERATIONS 1 OF 13 ax2 - be estimatedby an absoluteconstanttimes IjaTj Pi C,,Ilt Ida Fs -'(l; a) ~~~~Iaj lajl + laj M (7.3) (7.3) E (We have used (6.2) and themean value theorem;compare(6.6).) The sum is splitintotwo parts pi Pi pi =E+ s=1 s=1 where P= E, s=p?+l j. In the first we invokethe elementary estimates ( IdxFsl< 4s lj(a) ?e- and in the second we use the stoppingrule(5.1) and (6.1). The resultis thatthe term(7.3) may be estimatedby ConstII 1 Aftertime tj + pj the intervalmovesup to time tj+ outside1*. Note that by Lemma 1 and (3.2), la < ) - .^(b) ? [I tj+ - l / 19\2 - X+ (l)I 2 t+,- tl(a) - t~(b) | where at 1-1 is veryclose to 1/ r4. Therefore t.?1 -S v=tj+pj+l ~ jbII (b) t+(a)-\ < Const jib fil)l lt(a)I so thiscontribution maybe absorbedin Et Nk j=1X 1 Therefore +2 -1. ij+I Ia1I IIL1 This sum is estimatedas follows.By an argumentequivalentto thatin Section6 (cf. (6.9)) it followsthat (7.4) FPi(IM;aa') e-2e , a' E [a,b]. This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 14 M. BENEDICKS AND L. CARLESON During the bound period 1 < i < pj, consider I2xF(X~a) dXF'(x2; = l 1F j i=1 i 1 a2 a2) (xl; a) F(x; a 1) 1 v=l Jp for x1, X2 E a,, a2E2ec jF"(1 - a2) (X2;a2)1 F"(x2; jF"(xj;aj)-F {a, i . Since - ax2;a) FP(1;a) I ?< 1 ^ +Aa) 10(v + 1)2 x e I, a e , this quotient is uniformlybounded by an absolute constant C2. From this uniformityand Lemma 1 it followsthat (7.4) la1+?1 ? |? > A IIjI 2 C27 p(b) - (? 1(a) 1a C- leVe I2j8ila. small S. (Note that L ? a = (log 1/8)2.) Hence, Iaj +1 ? 51ajI for sufficiently Because of this exponential increase Nk 1 Ia I 1 1a IJ()I ConstE where J(s) is the last j forwhich [j = s. This amounts to the fact that the [ j's can be assumed to be distinct. The sum A 1 II is then split into two parts. Let J, be the set of indices such that (1/ !Lj)(lajl/I IM I) < [L-2 and J2 is the set of remaining indices. The sum 1 IaI< jeIh II~jL' 1 =1 V2 This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 1 ITERATIONS OF - 15 ax2 bounded.If j E J2 and is therefore uniformly 1 1 lajl / I yI M1~ - H2 41L1P~ and by (7.4) it followsfork > j that ~i78-2iL/~/1 IakI ? C~12e e-2'ij e-uF _> if 8 is sufficiently small.Since I 2DUk, therefore verylacunaryand hence ja12 1 ki I I1T 1 IEI e-33/ < Ik 9?3/4. a21 The set { 1i}ie2 is M1 is uniformly bounded.The proofof Lemma 5 is complete. Chapter III 8. The distribution problem Let again ~(ja) be theimagesof 0 underthe nthiteration.Let (8.1) MPn= 1 n = Shiv n 1 __1 We shall studythe asymptoticbehaviourof Mnand more preciselyprove the followingtheorem. 3. For almostall a E A., definedin Section6, theweak-*limit is }n= absolutelycontinuous,dI = gdx, and g E LP forall p < 2. IL of {(ILn THEOREM offree The strategyoftheproofis as follows.We firststudythe distribution returnsxn on 1*. It turnsout thatxn behavesin a pseudo-random way as a "pseudo-Markovin process"and fromthiswe deduce in Section11 thatthe xn have a distribution I* witha bounded density. We next provein Section 10 thatthe inessentialreturnsto I* are so few stillgive that-althoughwe have no controlof the locationof thesereturns-they riseto a bounded density. reflectthe tendencyof the processto repeatits The bound returns, finally, early historyand can thereforebe describedin termsof the precedingfree This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 16 M. BENEDICKS AND L. CARLESON s in g, whichhave the form returns.These returnsproducesingularities fxi-x41 -1/2 X> u (resp. x < u) x< u (resp. x> u), =1 wherethe u are the freereturnsto 1*. From thisit followsthat g 4 L2. These is knownin I* it can be resultsare provedin Section11. Whenthe distribution transferred to (-1, 1) (Section12). 9. Distribution ofthefreereturns In the previoussectionwe defineda set A = A0 c AO,wherethe mapping is aperiodic. Let us renormalizethe Lebesgue measureso that mA = 1 and measure.We can thenspeak of expectationsE and considerit as a probability in the usual way. We are goingto studyreturnsto some conditionalprobability In on returns, fixedintervalX 0 0. doingthatwe can disregardthe restrictions of A. whichwere the basis of the definition Let / be a subsetof A0whichis definedby conditionson the freereturns x, ..., xX. More precisely,let 1 < v1 < v2 < < v1< n and 1M,2,' . NIIl = 1,...,1}, or W= A. Sets of this be given. Then _= {a E AnIxj EIej) to the different type can be subdividedintosubsetsdV(i) corresponding itineraries i goingthroughthesedifferent intervalsIj at the vlhfreereturn. We definethe sets AV= {ae -lXn(a) AVP(i) = {aaedVxn(a) E I>,) E IV, xn+1(a) y Il itin.i} As= UAv(i). ', I available(see (6.9)) is thatforeach i, I, is increasedto The onlyinformation an intervalU2(i), where (p(v) = e L(v, i) which is then subdividedinto intervalsII. This is the significanceof the estimates of the partitionP (Section5). Withregardto the uniformity definition in Section7 thismeansthat (9.1) |i2(i) = < Const mAVM,(i) L (v,) (9.2) EmA5vk(i) k lemma. We have the following 6. Let _V1=UVA. be given C A or d C An as above. Thereis a constantCO, independent of si, so thatifforsome Q > CO mA. < 2QII5Ims forall v, LEMMA This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 1 - ax2 ITERATIONS OF 17 then mA' < QItIm-W forall [t. Remark. The statementclearly means that we have an estimate of "conditional probability" of transitionfrom v to [t. Proof From (9.2) we get mAf= EmA,(i) < mA,(i) E v, i 1?vqi E 1 + CI1IMI E~k' V>q L(vi) 2mAkkU), and by (11.1) the second sum may be estimated by 1 E II Im < 2Q2 EmAvk(i) q( v>q i,k qV v>q < 22 Mae, 2C if q is suitably chosen since EZII,/cp(v) < ox. For v < q we have L(v, i) ? Lo, so that E v<q mA v(i) < i if CO ? (2C/Lo). C L 1t1 >EmAvk(j) 0 vk ?< ?L I m f This implies mA? < 2IlI + Ci1,1i m-{< QjI, Am'l, which completes the proof. We formulatea special case of this in LEMMA 7. IfA,,,,= {a e A, Ixn(a) e I,}, n = 1, 2,, mAn thenforall n < COV1I. Proof. For n = 1 this holds by Lemma 3. We then use Lemma 6 induc- tively. With these lemmas it is now easy to estimate the distribution function of the not containing 0, and assume that c x1's. Let co be an interval of length I o. Then with the notation for some v. Let X, be the characteristic function of above with _/= A E(X(Xn)) -|XA(Xn(a)) da This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 18 M. BENEDICKS AND L. CARLESON itinerariesi. For each i the A. can be decomposed,AV= UjAj(i) fordifferent distribution of xj(a) in I,, has a uniform densityby Lemma 5. Hence ? ConstE < ConstmA. E(Xjx(x)) wherethe last inequalityfollowsfromLemma 7. Hence if l N FN(a) = 1=1 X(XJ) then (9.3) E(FN) < ConstE. We now choose h as a largeinteger(fixedas N -- oo). (9.4) (9.4) h) = E(F~ NNf -h E ji A -, jh <N ... ,(X jxi)j)...X( a h XII(jh)d The numberof h-tuples(UjP*. j,) M forwhichminklIk < vN is bounded - ill fromthesetermsto (9.4) is therefore by C( h)Nh- (1/2), The contribution /2 O(N ). Take jl < j2 < jh< N so thatjk+l - jk 2/ , k = 1,..., and consideran intervalX C I>. Suppose that x;L X for s < 1. We choose,in Lemma6, n = j, and s&'=s-, = {a c AIx1 C I,, s < 1). The assumptionsof Lemma 6 are satisfiedwith 2Q = 11,1-' and A= {a E--/Ix 1(a) e I}. Let A(k) {a EC-Ix ?+k(a) E II}. It followsthat h-i, - mA(1) <Qm-Vl and afterk = j I It, j, ? we have A iterations FN k) < 2-k+ 1 QMVl. mA( |1,II Clnl fl providedthat VN221og(1/lIIp I CO); i.e. IIj > CO-12- FN.Hence, M-VI + 1 < Co IIVImffll; i.e. mJ&'h ? (CoIIjI)h forN largeenough.Now, ifforeach js we requirethat xe c fromLemma 5 in Section7 thatthe measureis decreasedby X c I,, it follows Ch( (We have used thefactthatx1k has a probability densityboundedabove.) Hence E(FN) ? (Coc)h, N ? NO(h,co), This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions ITERATIONS OF 19 1 - ax2 so that lim 11 FNII N --+ o 00 < COE has a densityboundedby withprobability1. It followsthatthelimitdistribution of a pointmassat x = 0 is COoutsidethe pointx = 0. The remainingpossibility in n and v, and the fact that excluded by Lemma 6, whichholds uniformly xn # 0, forall n. 10. The inessentialreturns j = Zki As describedabove, a freereturnXk to IA is followedby a sequence Yk;, 1,2,... Y,, ofboundreturnsand, possibly,a sequenceof inessentialreturns i = 1, .. Zk' ., 2 thatwhenXk Forthesequence{ Yk; } we knowbyTheorem describesIW,Ykj describesan intervalJ so that |1 J|< 4NkjI e Nki2"|I| | < 1I where Yk(a) = mk+Nk (a). Rememberthat Xk(a) = Jmk(a). we know from(6.8) that that p < 23/2t3/4 and furthermore By (8.4) it follows > 20 I101 1s120 2 e--VP p Let us genericallydenotethisinterval52by I'. When the firstinessential returnZk1 occurs,PI is mappedintoan intervala, suchthata, C 1 U I +1. It mustthen hold that pu < 4p 3/4 (cf. (6.9)). Ity(togetherwith I +l ) may now have a bound evolutionand al mapped into 'a v = 1,2, ..., ZV). Afterthis time our intervalal may be mapped onto a2, whichintersectsIjA2' The results in Section7 give of the derivatives about the uniformity Alall Clalle2>/-?i2 1a21? C0afl forsome fixedA ? 2 (say). This processis continueduntilthe intervalsa or av are so long thata freereturntakesplace. Observethatinessentialreturnsoccur forall a1 and aj . Let again o be a fixedintervaland consider (10.1) 1 G(a) = -N N1?k?N L X.(Zkj(a)) N = N E k=1 Gk(a), to freereturnsXk, k = 1,2,..., N. We where Gk are the sums corresponding i so that Xk E 1p. shallestimateE(G(a)). Let us fix and consideran itinerary on I1 with it's,and Xkis distributed E is the sum of expectationsEi fordifferent o, to the corresponda boundeddensity(Section11). For thoseZkj whichreturn ,. This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 20 AND L. CARLESON M. BENEDICKS ing densityis bounded fromabove and below by fixedpositiveconstants.We shall makethe worstpossibleassumptionand assumethatall Zkj returnto W.As to G. When Iaj, I > Ic I we get a long as IajVI < IwI we get 1 as a contribution expectationEi( Gk(a)) can < X The conditional relativecontribution Cl l/ ll I. be estimatedby a constanttimes therefore ( (10.2) co < 1I l'apvI and we claim that ) + Co l < Const jel/2)+ 1 E (10.3) 1 < IcI ElyjvI IapI > IcoI illjV Observe firstthat by the mean value theorem(cf. (6.9), (6.2) and (ii) of the inductionstep) 2l2e| yjvl > 4 tL3/8e ^2/3>21e - 4tL3/8 the lengthof each boundevolutionofsome a, is less or equal to Ct,3/4. Since Iai the numberof a 's < Const ,.t and (10.3) follows. increasesexponentially, To completethe proofwe mustagain considerhighpowersh of G(a): ... = (a). Gjh N hL Gjh(a) By (10.2) and (10.3), the argumentof Section 9 can be repeated when G(a)h ik il ? N. The numberof remainingtermsis < C(h)Nh-(l/2). For such a choice of { hk} observethat ji ih h li Note that the numberof termsin Gk forXk E= LG h(a) da < C IC A A is less than Ct5/44.Therefore EI,(5/4)he V< <0 of G(a) is made by dividingby N. i.e. the We note that the normalization smaller. of Sunin (8.1) is therefore numberof freereturns.The normalization oftheinessentialreturnsalso have a We concludethatthelimitdistributions bounded density. 11. Distributionofbound returns of the bound returns{ y,}, We are now goingto studythe distributions forfixedj < J and = 1,2...... We firststudythe distribution n = 1,N...,N j to j > J is small. thenshow thatthe totalmass corresponding This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions ITERATIONS OF Take j ? J and let the { jth 1 - ax2 21 return of 0 to 1* occur at time q, and set = We call the returnodd (even) if the correspondingkneading sequence is odd (even). Let p and 1 > 0 be givenand let o(a) be the interval uj(a) (uj .~a) = - u -p), p - 1, (uj + p, p + 1), + We consider HNI) = HN(a) oddreturns even returns. N L xco(a)(Ynj(a)) = n=l 1GI,},. Suppose that uj(a) is the qjth Let U be an intervalin { a E A0Ixn(a) E iteration of 0. For a E U. consider the images of a = (0, ? c ,LI - i) D 1,, under F. i.e. a/(a) = Fqj(a; a). It followsby (6.2), Theorem2 and the mean value theorem that |l (a)l 2 Contia(a)12eq2/ (11.1) Contla(a)12ej/ Note thatthe right(left)endpointof a1 is u; if { kneadingsequence. 0 qj}i 1 has an odd (even) uj w(a) It followsthatthe "conditionalprobability"p, thata point x, from1,2at the jth bound returnbelongsto c(a), satisfies ( p < Const lujl ? p ~~if jail j if IjaI <p. t0 withrespectto xn By conditioning E(X.(a)( Ynj( a ))) E 1 and by (11.1), we concludethat < Const 11,2 _2/3 le E2GM CU where M = {(.lcp? Const peU273} (The set M contains{fp 1aj1? p}.) This gives < Constle( --1/2)j2/3p E(H()(a)) -1/2 We consideragain highpowers.The sum N-h ? EX(a)hYnlj(a))... Xw(a)(Ynhj(a))) This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 22 M. BENEDICKS AND L. CARLESON I ?< VNand Ins+1 - intothecasesminshs+ 1 bysplitting is estimated 11 and 12. The resultis A as in Sections BE NEx < Constle ( - 1/2)j/p X (a)(ynj( a) )] 1/2 + nsI (Cl( h)N- 1/2) / of the ynj's to the limit As beforeit now followsthatthe contribution g1 so that has foralmostall a E A, a density distribution f g1(x)dx< Constle(- 1/2)j2/3p-1/2 @(a) foreverychoice of p, l > 0, and j 1,2, ..,J. withj > J. Let to returns We nextturnto thetotalmasscorresponding = otherwise. and set We define 1 exists the return if 0 On= Onj= yj Onj(a) = l+ n, and have to estimate EJ+ N TN = L n= 1 Of Therenj < 23/2j3/4 ? Itti. concludethat foreOn< I I and On:$ 0 onlywhenI 2I J+ 1. We therefore If x EI p,/3 ? a, it followsfrom(6.4) that 00 E(On) < Const L jL=1+ 1 ae-r < e(- 1/2)yl and the same estimateholdsforE(TN). As beforewe estimateE(TN) and since E(Onh) < C. Lthe-rt' theargument is thesameas in Section10. We concludethat < lim TN(a) e?(- 1/2)V N-.o foralmostall a E A. theorem. so farin thefollowing We can summarize theresults THEOREM of free and of 4. For almostall a E A, any limitdistribution of A limitdistribution boundeddensity. inessential toI* hasa uniformly returns g(x) and boundreturns has a density g(x) < Const E U, e( 1/2)j2/3T(u -Ux) odd + E e(-1/2)i2S/3(x us even where > 0 1 < ~0. This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions -u )] ITERATIONS OF 23 1 - ax2 12. IteratedpointsoutsideI* In thepreviousdiscussionwe have onlydescribedthereturnsto 1*. We now keep a e A fixedand studythe orbitmorein detail.Let ln tin = E 8tv,(a)' V=1 For { ji }n 1 the following resultholds. { 5. For almostall a E A everyweak-*convergent subsequenceof n}?=1 has an absolutelycontinuouslimitgdx and g E L P(-1, 1) for every THEOREM p < 2. Proof.As before,let { u(a)}M'L be the returnsto I* up to time n. Then /A M n v=1 k=i E SUV+ kE n E v 6Fk(uv) M k) E jU~nk = k=O The primein the summationsignindicatesthat 8Fk(u ) is includedin the sum if and onlyif F j(ut,) i 1*, j = 1,2,. . ., k. Let p* denote the weak-*limitof 0{ }=L . We have alreadyprovedthat lim (??* ELP for p < 2 (Theorem4), and we turnto the { }0 whichare supportedon [1 - a82, 1]. Let X be a subinterval of [1 - a82, 1]. Now F'1 consistsof two intervals5; and -52 in 1*. We have symmetric ?=1, Pn(C) = -f(n)(W) = t(n)(Q U 2). - By Theorem4, M1*(@)< | QU h(x) Ax, where 00 h(x) = Const , e(-1/2)v2/3 1 By a change of variables wU-h F) L| }Fa 2 __h(x) dxA= h(F71(x))(Fj l)'dx, where tFi- )j.,= are the two branchesof F-'. We claim that the density This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions 24 M. BENEDICKS AND L. CARLESON 2 lh( Ft- (x))( Ft- )'(x) E LP forp < 2. We have (12.1) i=1 1 ~ h(F (X)) I|I C(Fo t(x))jh| ~ ~ ~ dx p <?ConstLfIh(x)l p < Const I , h(x)l dx p dx 1 00It <Const L e(P-'), Ifh(x)1P dx. ,u= aI But l/p dx (ph(x)1P < Const [L 7/8] (-p/2)v i/P 2/3 d Xf_ dx)Up/ z V= 00 + To estimate S1 we use the relation u. I2? e? Ie-,7/16 V < [I7/8] x C Si + S2. + V=V~~~~~~~~~~~~/8] which implies Ix - u. v, . Hence X ([,L7/8] S < Const 2 e(/2)23jI11/P i'=1 < Const exp(,t7/16 -(1/p) /). The second sum is estimatedas follows: 00 S2 < Const /] /2) e( d 23d/3/l < Const e(- and the convergenceof (12.1)1/2),I7/12 follows.Hence (12.2) y*(1-a321 ) E LP Let now cobe an intervalcontained in (- forp < 2. 1, 1 Lemma 3, (iii), we conclude that for x E (1v= 1.2 ...,k)- 1 (12.3) |dxF k(x) I 2 - a82) \ 1*. From Lemma 2 and a82, 1) such that F'(x) O 1*, A,5 This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions ITERATIONS OF 1 - ax2 25 constant.From(12.3) it now followsthat where X > 1 is a uniform k = 2,3,- lM An.I (CO) < Igk(X)dx, j-o 00 < ConstX-k,p < 2. where IlgktIp Let Ek = {x e I*IFV(x) 4 1*, v = 1,2,...,k}. By (12.3), cf. [1], Theorem 11.5.2,part3, thereis some q < 1 such that IEkI = C(9Crk).By thisfactand of 1(I- a32, 1) it is clear thatforeverye > 0 thereis a the absolutecontinuity q = q(e) such that n - Zy k=q+1 < II ?e. it|) We finallyconcludethat < whereZ:k.2gk ak=2 gk(X) dx, M*(co) E LP and Theorem 5 is proved. ROYAL INSTITUTE OF TECHNOLOGY, STOCKHOLM, SWEDEN INSTITUT MITTAG-LEFFLER, DJURSHOLM, SWEDEN REFERENCES [1] P. COLLET AND J.-P. EcIMANN, IteratedMaps on the Interval as Dynamical Systems, Birkhauser,1980. , On the abundanceof aperiodicbehaviourformaps on the interval,Comm. Math. [2] Phys.73 (1980), 115-160. [3] M. JAKOBSON, Absolutelycontinuousinvariantmeasuresfor one-parameter familiesof onedimensionalmaps. Comm. Math.Phys.81 (1981), 39-88. of stochasticand deterministic [4] S. M. ULAM AND J.VON NEUMANN, On combinations processes, Bull. A. M. S. 53 (1947), 1120. (ReceivedMarch1, 1983) This content downloaded from 157.92.4.12 on Fri, 3 Oct 2014 12:05:26 PM All use subject to JSTOR Terms and Conditions
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