Rotational (and other) representations of stochastic matrices

Abstract

Joel E. Cohen (1981) conjectured that any stochastic matrix P = fpi;jg could be represented by some circle rotation f in the following sense: For some par- tition fSig of the circle into sets consisting of nite unions of arcs, we have (*) pi;j = (f (Si) \ Sj) = (Si), where denotes arc length. In this paper we show how cycle decomposition techniques originally used (Alpern, 1983) to establish Cohen�s conjecture can be extended to give a short simple proof of the Coding Theorem, that any mixing (that is, PN > 0 for some N) stochastic matrix P can be represented (in the sense of * but with Si merely measurable) by any aperiodic measure preserving bijection (automorphism) of a Lesbesgue proba- bility space. Representations by pointwise and setwise periodic automorphisms are also established. While this paper is largely expository, all the proofs, and some of the results, are new