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Cocycles and their Lyapunov exponents

Lax606786.Cocycles · concepts/Lax606786/Cocycles.lean · lax-606786

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    Natural Language Statement

    Definition

    A cocycle consists of an invertible ergodic measure-preserving transformation σ\sigma of a Lebesgue probability space (Ω,μ)(\Omega, \mu) (a standard Borel space with a probability measure giving points measure zero), together with a map ω↦Lω\omega \mapsto \mathcal{L}_\omega from Ω\Omega into the bounded operators on a real Banach space XX which is

    • strongly measurable: ω↦Lωx\omega \mapsto \mathcal{L}_\omega x is measurable for each x∈Xx \in X;
    • forward integrable: log⁡+∥Lω∥∈L1(μ)\log^+ \|\mathcal{L}_\omega\| \in L^1(\mu).

    No invertibility of Lω\mathcal{L}_\omega is assumed. Its iterates are Lω(0)=id\mathcal{L}^{(0)}_\omega = \mathrm{id} and Lω(n+1)=Lσnω∘Lω(n)\mathcal{L}^{(n+1)}_\omega = \mathcal{L}_{\sigma^n \omega} \circ \mathcal{L}^{(n)}_\omega.

    All logarithms below take values in [−∞,∞)[-\infty, \infty) with log⁡0=−∞\log 0 = -\infty, and indices of exponents are shifted by one from the usual convention: lambda0lambda 0 is λ1\lambda_1.

    • The growth rate of a vector is λω(x)=lim sup⁡n1nlog⁡∥Lω(n)x∥\lambda_\omega(x) = \limsup_n \frac1n \log \|\mathcal{L}^{(n)}_\omega x\|.
    • The kk-th Lyapunov exponent (k≥1k \ge 1) is χk(ω)=lim sup⁡n1nlog⁡ρk(Lω(n))\chi_k(\omega) = \limsup_n \frac1n \log \rho_k(\mathcal{L}^{(n)}_\omega), with ρk\rho_k the Bernstein number. The sequence χ1≥χ2≥⋯\chi_1 \ge \chi_2 \ge \cdots is non-increasing and χ1=λ1\chi_1 = \lambda_1 is the top exponent.
    • The distinct exponents λ1>λ2>⋯\lambda_1 > \lambda_2 > \cdots are the distinct values of χk\chi_k: λ1=χ1\lambda_1 = \chi_1 and λi+1=χt\lambda_{i+1} = \chi_t for the least tt with χt<λi\chi_t < \lambda_i. The multiplicity mim_i of λi\lambda_i is the number of kk with χk=λi\chi_k = \lambda_i. When there is no exponent after λi\lambda_i the recursion stops: mim_i is recorded as 00, and the later λ\lambda's are −∞-\infty.
    • The index of compactness is ν(ω)=lim⁡kχk(ω)=inf⁡kχk(ω)\nu(\omega) = \lim_k \chi_k(\omega) = \inf_k \chi_k(\omega).
    • The cocycle is quasicompact if ν<λ1\nu < \lambda_1 almost everywhere.
    • A family of operators ω↦Pω\omega \mapsto P_\omega is tempered if ω↦log⁡∥Pω∥\omega \mapsto \log \|P_\omega\| is tempered for (σ,μ)(\sigma, \mu).
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    In the paper

    • page 2 of this submission's paper

    Lean source view on GitLab

    1import Lax606786.ExtendedLog
    2import Lax606786.OperatorStatistics
    3import Lax606786.TemperedFunctions
    4import Mathlib.Dynamics.Ergodic.Ergodic
    5import Mathlib.MeasureTheory.Function.L1Space.Integrable
    6
    7/-!
    8---
    9title: Cocycles and their Lyapunov exponents
    10type: definition
    11---
    12A **cocycle** consists of an invertible ergodic measure-preserving transformation σ\sigma of a
    13Lebesgue probability space (Ω,μ)(\Omega, \mu) (a standard Borel space with a probability measure
    14giving points measure zero), together with a map ω↦Lω\omega \mapsto \mathcal{L}_\omega from
    15Ω\Omega into the bounded operators on a real Banach space XX which is
    16
    17- *strongly measurable*: ω↦Lωx\omega \mapsto \mathcal{L}_\omega x is measurable for each x∈Xx \in X;
    18- *forward integrable*: log⁡+∥Lω∥∈L1(μ)\log^+ \|\mathcal{L}_\omega\| \in L^1(\mu).
    19
    20No invertibility of Lω\mathcal{L}_\omega is assumed. Its iterates are
    21Lω(0)=id\mathcal{L}^{(0)}_\omega = \mathrm{id} and
    22Lω(n+1)=Lσnω∘Lω(n)\mathcal{L}^{(n+1)}_\omega = \mathcal{L}_{\sigma^n \omega} \circ \mathcal{L}^{(n)}_\omega.
    23
    24All logarithms below take values in [−∞,∞)[-\infty, \infty) with log⁡0=−∞\log 0 = -\infty, and indices of
    25exponents are shifted by one from the usual convention: `lambda 0` is λ1\lambda_1.
    26
    27- The **growth rate of a vector** is
    28 λω(x)=lim sup⁡n1nlog⁡∥Lω(n)x∥\lambda_\omega(x) = \limsup_n \frac1n \log \|\mathcal{L}^{(n)}_\omega x\|.
    29- The **kk-th Lyapunov exponent** (k≥1k \ge 1) is
    30 χk(ω)=lim sup⁡n1nlog⁡ρk(Lω(n))\chi_k(\omega) = \limsup_n \frac1n \log \rho_k(\mathcal{L}^{(n)}_\omega), with
    31 ρk\rho_k the Bernstein number. The sequence χ1≥χ2≥⋯\chi_1 \ge \chi_2 \ge \cdots is non-increasing and
    32 χ1=λ1\chi_1 = \lambda_1 is the top exponent.
    33- The **distinct exponents** λ1>λ2>⋯\lambda_1 > \lambda_2 > \cdots are the distinct values of
    34 χk\chi_k: λ1=χ1\lambda_1 = \chi_1 and λi+1=χt\lambda_{i+1} = \chi_t for the least tt with
    35 χt<λi\chi_t < \lambda_i. The **multiplicity** mim_i of λi\lambda_i is the number of kk with
    36 χk=λi\chi_k = \lambda_i. When there is no exponent after λi\lambda_i the recursion stops: mim_i is
    37 recorded as 00, and the later λ\lambda's are −∞-\infty.
    38- The **index of compactness** is ν(ω)=lim⁡kχk(ω)=inf⁡kχk(ω)\nu(\omega) = \lim_k \chi_k(\omega) = \inf_k \chi_k(\omega).
    39- The cocycle is **quasicompact** if ν<λ1\nu < \lambda_1 almost everywhere.
    40- A family of operators ω↦Pω\omega \mapsto P_\omega is **tempered** if
    41 ω↦log⁡∥Pω∥\omega \mapsto \log \|P_\omega\| is tempered for (σ,μ)(\sigma, \mu).
    42-/
    43
    44namespace Lax606786.Cocycles
    45
    46open MeasureTheory Filter
    47open Lax606786.OperatorStatistics Lax606786.ExtendedLog Lax606786.TemperedFunctions
    48
    49variable {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
    53invertible ergodic transformation of a Lebesgue probability space. -/
    54structure 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
    68attribute [instance] Cocycle.isProbability Cocycle.nullSingleton
    69
    70namespace Cocycle
    71
    72/-- `𝓛^{(n)}_ω = 𝓛_{σ^{n-1}ω} ∘ ⋯ ∘ 𝓛_ω`. -/
    73noncomputable 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‖`. -/
    78noncomputable 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 = -∞`. -/
    82noncomputable 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,
    87and `0` once there is none. -/
    88noncomputable 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}`. -/
    93noncomputable 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
    97exponent. -/
    98noncomputable 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)`. -/
    102noncomputable def nu (R : Cocycle Ω X) (ω : Ω) : EReal := ⨅ k : ℕ, R.chi (k + 1) ω
    103
    104/-- `ν < λ₁` almost everywhere. -/
    105def 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. -/
    109abbrev 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
    112end Cocycle
    113
    114end Lax606786.Cocycles
    115

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