Cocycles and their Lyapunov exponents
Lax606786.Cocycles · concepts/Lax606786/Cocycles.lean · lax-606786
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Definition
A cocycle consists of an invertible ergodic measure-preserving transformation of a Lebesgue probability space (a standard Borel space with a probability measure giving points measure zero), together with a map from into the bounded operators on a real Banach space which is
- strongly measurable: is measurable for each ;
- forward integrable: .
No invertibility of is assumed. Its iterates are and .
All logarithms below take values in with , and indices of exponents are shifted by one from the usual convention: is .
- The growth rate of a vector is .
- The -th Lyapunov exponent () is , with the Bernstein number. The sequence is non-increasing and is the top exponent.
- The distinct exponents are the distinct values of : and for the least with . The multiplicity of is the number of with . When there is no exponent after the recursion stops: is recorded as , and the later 's are .
- The index of compactness is .
- The cocycle is quasicompact if almost everywhere.
- A family of operators is tempered if is tempered for .
Concept map
In the paper
- page 2 of this submission's paper
Lean source view on GitLab
| 1 | import Lax606786.ExtendedLog |
| 2 | import Lax606786.OperatorStatistics |
| 3 | import Lax606786.TemperedFunctions |
| 4 | import Mathlib.Dynamics.Ergodic.Ergodic |
| 5 | import Mathlib.MeasureTheory.Function.L1Space.Integrable |
| 6 | |
| 7 | /-! |
| 8 | --- |
| 9 | title: Cocycles and their Lyapunov exponents |
| 10 | type: definition |
| 11 | --- |
| 12 | A **cocycle** consists of an invertible ergodic measure-preserving transformation of a |
| 13 | Lebesgue probability space (a standard Borel space with a probability measure |
| 14 | giving points measure zero), together with a map from |
| 15 | into the bounded operators on a real Banach space which is |
| 16 | |
| 17 | - *strongly measurable*: is measurable for each ; |
| 18 | - *forward integrable*: . |
| 19 | |
| 20 | No invertibility of is assumed. Its iterates are |
| 21 | and |
| 22 | . |
| 23 | |
| 24 | All logarithms below take values in with , and indices of |
| 25 | exponents are shifted by one from the usual convention: `lambda 0` is . |
| 26 | |
| 27 | - The **growth rate of a vector** is |
| 28 | . |
| 29 | - The **-th Lyapunov exponent** () is |
| 30 | , with |
| 31 | the Bernstein number. The sequence is non-increasing and |
| 32 | is the top exponent. |
| 33 | - The **distinct exponents** are the distinct values of |
| 34 | : and for the least with |
| 35 | . The **multiplicity** of is the number of with |
| 36 | . When there is no exponent after the recursion stops: is |
| 37 | recorded as , and the later 's are . |
| 38 | - The **index of compactness** is . |
| 39 | - The cocycle is **quasicompact** if almost everywhere. |
| 40 | - A family of operators is **tempered** if |
| 41 | is tempered for . |
| 42 | -/ |
| 43 | |
| 44 | namespace Lax606786.Cocycles |
| 45 | |
| 46 | open MeasureTheory Filter |
| 47 | open Lax606786.OperatorStatistics Lax606786.ExtendedLog Lax606786.TemperedFunctions |
| 48 | |
| 49 | variable {Ω X : Type*} [MeasurableSpace Ω] [StandardBorelSpace Ω] |
| 50 | [NormedAddCommGroup X] [NormedSpace ℝ X] [MeasurableSpace X] |
| 51 | |
| 52 | /-- A strongly measurable, forward-integrable cocycle of bounded operators on `X` over an |
| 53 | invertible ergodic transformation of a Lebesgue probability space. -/ |
| 54 | structure Cocycle (Ω X : Type*) [MeasurableSpace Ω] [StandardBorelSpace Ω] |
| 55 | [NormedAddCommGroup X] [NormedSpace ℝ X] [MeasurableSpace X] where |
| 56 | /-- The base transformation, a measurable bijection with measurable inverse. -/ |
| 57 | σ : Ω ≃ᵐ Ω |
| 58 | /-- The invariant measure. -/ |
| 59 | μ : Measure Ω |
| 60 | /-- The generator `ω ↦ 𝓛_ω`. -/ |
| 61 | L : Ω → X →L[ℝ] X |
| 62 | isProbability : IsProbabilityMeasure μ |
| 63 | nullSingleton : NullSingletonClass μ |
| 64 | ergodic : Ergodic σ μ |
| 65 | stronglyMeasurable : ∀ x : X, Measurable (fun ω => L ω x) |
| 66 | forwardIntegrable : Integrable (fun ω => Real.log (max ‖L ω‖ 1)) μ |
| 67 | |
| 68 | attribute [instance] Cocycle.isProbability Cocycle.nullSingleton |
| 69 | |
| 70 | namespace Cocycle |
| 71 | |
| 72 | /-- `𝓛^{(n)}_ω = 𝓛_{σ^{n-1}ω} ∘ ⋯ ∘ 𝓛_ω`. -/ |
| 73 | noncomputable def iterate (R : Cocycle Ω X) : ℕ → Ω → X →L[ℝ] X |
| 74 | | 0, _ => ContinuousLinearMap.id ℝ X |
| 75 | | n + 1, ω => (R.L (R.σ^[n] ω)).comp (R.iterate n ω) |
| 76 | |
| 77 | /-- `λ_ω(x) = limsup (1/n) log ‖𝓛^{(n)}_ω x‖`. -/ |
| 78 | noncomputable def lambdaAt (R : Cocycle Ω X) (ω : Ω) (x : X) : EReal := |
| 79 | limsup (fun n : ℕ => logEReal ‖R.iterate n ω x‖ / (n : EReal)) atTop |
| 80 | |
| 81 | /-- `χ_k(ω) = limsup (1/n) log ρ_k(𝓛^{(n)}_ω)`. Meaningful for `k ≥ 1`; `χ_0 = -∞`. -/ |
| 82 | noncomputable def chi (R : Cocycle Ω X) (k : ℕ) (ω : Ω) : EReal := |
| 83 | limsup (fun n : ℕ => logEReal (bernsteinNumber (R.iterate n ω) k) / (n : EReal)) atTop |
| 84 | |
| 85 | /-- The index `k` at which the `(i+1)`-st distinct exponent first occurs among the `χ_k`: |
| 86 | `1` for `i = 0`, then the least `t ≥ 1` with `χ_t` below the previous distinct exponent, |
| 87 | and `0` once there is none. -/ |
| 88 | noncomputable def lambdaIdx (R : Cocycle Ω X) : ℕ → Ω → ℕ |
| 89 | | 0, _ => 1 |
| 90 | | (i + 1), ω => sInf {t : ℕ | 1 ≤ t ∧ R.chi t ω < R.chi (R.lambdaIdx i ω) ω} |
| 91 | |
| 92 | /-- `lambda i` is the distinct exponent `λ_{i+1}`. -/ |
| 93 | noncomputable def lambda (R : Cocycle Ω X) (i : ℕ) (ω : Ω) : EReal := |
| 94 | R.chi (R.lambdaIdx i ω) ω |
| 95 | |
| 96 | /-- `mult i` is the multiplicity `m_{i+1}` of `λ_{i+1}`; `0` if `λ_{i+1}` is the last distinct |
| 97 | exponent. -/ |
| 98 | noncomputable def mult (R : Cocycle Ω X) (i : ℕ) (ω : Ω) : ℕ := |
| 99 | R.lambdaIdx (i + 1) ω - R.lambdaIdx i ω |
| 100 | |
| 101 | /-- `ν(ω) = inf_{k ≥ 1} χ_k(ω)`. -/ |
| 102 | noncomputable def nu (R : Cocycle Ω X) (ω : Ω) : EReal := ⨅ k : ℕ, R.chi (k + 1) ω |
| 103 | |
| 104 | /-- `ν < λ₁` almost everywhere. -/ |
| 105 | def IsQuasicompact (R : Cocycle Ω X) : Prop := |
| 106 | ∀ᵐ ω ∂(R.μ), R.nu ω < R.chi 1 ω |
| 107 | |
| 108 | /-- `ω ↦ log ‖P_ω‖` is tempered. -/ |
| 109 | abbrev IsTempered (R : Cocycle Ω X) (P : Ω → X →L[ℝ] X) : Prop := |
| 110 | Tempered R.σ R.μ (fun ω => Real.log ‖P ω‖) |
| 111 | |
| 112 | end Cocycle |
| 113 | |
| 114 | end Lax606786.Cocycles |
| 115 |
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