From the First BorelCantelli Lemma to Poincar's Recurrence Theorem

Author(s): Xiongping Dai

Source: The American Mathematical Monthly, Vol. 122, No. 2 (February 2015), pp. 173-174
Published by: Mathematical Association of America
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 From the First BorelCantelli Lemma to
Poincares Recurrence Theorem
Xiongping Dai

Abstract. In this note, we prove the classical Poincares recurrence theorem by using the first
BorelCantelli lemma.

1. INTRODUCTION. It is widely known that although their proofs are short and
easy, the first BorelCantelli lemma, in probability theory, and Poincares recurrence
theorem, in statistical mechanics and ergodic theory, are both important fundamental
results and tools.
Throughout this note, let (, F , P) represent a probability space. For any sequence
of events An F , for n = 1, 2, . . . , we set

+ 
+
lim sup An = An ;
n+
m=1 n=m

in other words, lim supn An consists of points belonging to infinitely many events An .
The first BorelCantelli lemma is stated as follows.

The first BorelCantelli lemma ([2, Theorem 4.3]). If n=1 P(An ) converges for a
sequence of events An F , then P(lim supn An ) = 0.
 
Proof. From lim supn An nm An , it follows that P(lim supn An ) n=m P(An )
for all m 1. This completes the proof.

Recall that an F -measurable transformation T :   is said to be measure-

preserving, provided that P(B) = P(T 1 (B)) for each B F . For the discrete-time
case, Poincares recurrence theorem may then be formulated as follows.
Poincares recurrence theorem ([9, Theorem 1.4]). Let T be a measure-preserving
transformation on (, F , P). Then for any E F with P(E) > 0, almost all points
of E return infinitely often to E under positive iteration by T .
For the continuous-time case of Poincares recurrence theorem, readers can see [7,
Theorem VI.3.02].
In this note, we will present a connection between the above two different field
results. Precisely speaking, we will simply reprove Poincares recurrence theorem us-
ing the first BorelCantelli lemma. It should be noted here that the idea of using the
BorelCantelli lemma around the subject of recurrence is not new, but as far as we
know, it has been used only for the stronger quantitative rate of recurrence for smooth
invariant measures of expanding or hyperbolic C1+ systems in the literature; see, e.g.,
[1, 3, 4, 5, 6, 8].

http://dx.doi.org/10.4169/amer.math.monthly.122.02.173
MSC: Primary 37A05, Secondary 28D05; 60F20

February 2015] NOTES 173

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2. QUALITATIVE POINTWISE RECURRENCE. Using the first BorelCantelli
lemma, we now are able to simply reprove Poincares recurrence theorem as follows.

Proof of Poincares recurrence theorem. For all n 1, let

An = {x E | x  T kn (E) k 1}.

Then for n 1, the sets An , T n (An ), . . . , T kn (An ), . . . are pairwise disjoint, since
An E and T kn (An ) T (k+m)n (An ) = imply An T mn (E) = , a contradic-
tion. Hence, by P() = 1, we have P(An ) = 0 for all n. Then, from the first Borel
Cantelli lemma, it follows that P(E \ lim supn An ) = P(E). Clearly for any point
x E \ lim supn An , there is a sequence n k such that T nk (x) E.
This completes the proof of Poincares theorem.

REFERENCES

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(2002) 3361.
2. P. Billingsley, Probability and Measure. John Wiley, New York, 1995.
3. N. I. Chernov, D. Y. Kleinbock, Dynamical BorelCantelli lemmas for Gibbs measures, Israel J. Math.
122 (2001) 127.
4. D. Dolgopyat, Limit theorems for partially hyperbolic systems, Trans. Amer. Math. Soc. 356 (2004) 1637
1689.
5. C. Gupta, M. Nicol, W. Ott, A BorelCantelli lemma for nonuniformly expanding dynamical systems,
Nonlinearity 23 (2010) 19912008.
6. D. Kleinbock, G. Margulis, Logarithm laws for flows on homogeneous spaces, Invent. Math. 138 (1999)
451494.
7. V. V. Nemytskii, V. V. Stepanov, Qualitative Theory of Differential Equations. Princeton University Press,
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9. P. Walters, An Introduction to Ergodic Theory. Springer-Verlag, New York, 1982.

Department of Mathematics, Nanjing University, Nanjing 210093, Peoples Republic of China

xpdai@nju.edu.cn

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c THE MATHEMATICAL ASSOCIATION OF AMERICA [Monthly 122

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