Cylinder set

Cylinder sets in products of discrete sets

Let ${\displaystyle S=\{1,2,\dots ,n\}}$ be a finite set, containing n objects or letters. The collection of all bi-infinite strings in these letters is denoted by $${\displaystyle S^{\mathbb{Z}}=\{x=(\dots ,x_{-1},x_0,x_1,\dots ):x_k\in S\mathrm{\forall }k\in \mathbb{Z}\}.}$$

The natural topology on ${\displaystyle S}$ is the discrete topology. Basic open sets in the discrete topology consist of individual letters; thus, the open cylinders of the product topology on ${\displaystyle S^{\mathbb{Z}}}$ are $${\displaystyle C_t[a]=\{x\in S^{\mathbb{Z}}:x_t=a\}.}$$

The intersections of a finite number of open cylinders are the cylinder sets $${\displaystyle \begin{array}{cc}{C}_t[a_0,\dots ,a_m]& =C_t[a_0]\cap C_{t+1}[a_1]\cap \cdots \cap C_{t+m}[a_m]\\ & =\{x\in S^{\mathbb{Z}}:x_t=a_0,\dots ,x_{t+m}=a_m\}\end{array}.}$$

Cylinder sets are clopen sets. As elements of the topology, cylinder sets are by definition open sets. The complement of an open set is a closed set, but the complement of a cylinder set is a union of cylinders, and so cylinder sets are also closed, and are thus clopen.

Definition for vector spaces

Given a finite or infinite-dimensional vector space ${\displaystyle V}$ over a field K (such as the real or complex numbers), the cylinder sets may be defined as $${\displaystyle C_A[f_1,\dots ,f_n]=\{x\in V:(f_1(x),f_2(x),\dots ,f_n(x))\in A\}}$$ where ${\displaystyle A\subset K^n}$ is a Borel set in ${\displaystyle K^n}$, and each ${\displaystyle f_j}$ is a linear functional on ${\displaystyle V}$; that is, ${\displaystyle f_j\in (V^{\ast }{)}^{\otimes n}}$, the algebraic dual space to ${\displaystyle V}$. When dealing with topological vector spaces, the definition is made instead for elements ${\displaystyle f_j\in (V^{\prime }{)}^{\otimes n}}$, the continuous dual space. That is, the functionals ${\displaystyle f_j}$ are taken to be continuous linear functionals.

Applications

Cylinder sets are often used to define a topology on sets that are subsets of ${\displaystyle S^{\mathbb{Z}}}$ and occur frequently in the study of symbolic dynamics; see, for example, subshift of finite type. Cylinder sets are often used to define a measure, using the Kolmogorov extension theorem; for example, the measure of a cylinder set of length m might be given by 1/m or by 1/2^m.

Cylinder sets may be used to define a metric on the space: for example, one says that two strings are ε-close if a fraction 1−ε of the letters in the strings match.

Since strings in ${\displaystyle S^{\mathbb{Z}}}$ can be considered to be p-adic numbers, some of the theory of p-adic numbers can be applied to cylinder sets, and in particular, the definition of p-adic measures and p-adic metrics apply to cylinder sets. These types of measure spaces appear in the theory of dynamical systems and are called nonsingular odometers. A generalization of these systems is the Markov odometer.

Cylinder sets over topological vector spaces are the core ingredient in the definition of abstract Wiener spaces, which provide the formal definition of the Feynman path integral or functional integral of quantum field theory, and the partition function of statistical mechanics.