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Kingman's theorem along shifted and backward orbits

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

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    Natural Language Statement

    Theorem

    Let σ\sigma be an ergodic measure-preserving transformation of a probability space (Ω,μ)(\Omega, \mu) and (fn)(f_n) a subadditive family over σ\sigma with f1+f_1^+ integrable, and let CC be the constant of Kingman's theorem (the concept KingmanTheoremKingmanTheorem). Then, for μ\mu-a.e. ω\omega,

    1nfn(σnω)→C,\tfrac1n f_n(\sigma^n \omega) \to C,

    and, if σ\sigma is invertible, also 1nfn(σ−nω)→C\tfrac1n f_n(\sigma^{-n}\omega) \to C. Limits are taken in the extended reals. For the shifted averages see Ferrando (1995); both forms are used in Lee (2024, Lemma 22 and Corollary 21).

    Concept map
    4 concepts
    100%
    Proven claimDefinitionThis conceptRelated conceptA → B: B builds on A
    Evidence

    This concept declares 2 statements. Each proof establishes one of them relative to its assumptions.

    Lean source view on GitLab

    1import Lax606786.SubadditiveFamilies
    2import Lax606786.LowerIntegrals
    3import Lax606786.KingmanTheorem
    4import Mathlib.Dynamics.Ergodic.Ergodic
    5import Mathlib.MeasureTheory.Function.L1Space.Integrable
    6
    7/-!
    8---
    9title: Kingman's theorem along shifted and backward orbits
    10type: theorem
    11---
    12Let σ\sigma be an ergodic measure-preserving transformation of a probability space
    13(Ω,μ)(\Omega, \mu) and (fn)(f_n) a subadditive family over σ\sigma with f1+f_1^+ integrable, and let
    14CC be the constant of Kingman's theorem (the concept `KingmanTheorem`). Then, for μ\mu-a.e.
    15ω\omega,
    161nfn(σnω)→C,\tfrac1n f_n(\sigma^n \omega) \to C,
    17and, if σ\sigma is invertible, also 1nfn(σ−nω)→C\tfrac1n f_n(\sigma^{-n}\omega) \to C. Limits are taken in
    18the extended reals. For the shifted averages see Ferrando (1995); both forms are used in Lee (2024,
    19Lemma 22 and Corollary 21).
    20-/
    21
    22namespace Lax606786.KingmanVariants
    23
    24open MeasureTheory Filter Topology
    25open Lax606786.SubadditiveFamilies Lax606786.LowerIntegrals
    26
    27variable {Ω : Type*} [MeasurableSpace Ω]
    28
    29/-- Kingman's theorem along the shifted orbit, `f_n(σⁿω)/n → C`. -/
    30axiom kingman_shifted (μ : Measure Ω) [IsProbabilityMeasure μ] (σ : Ω → Ω) (hσ : Ergodic σ μ)
    31 (f : ℕ → Ω → ℝ) (hf : IsSubadditiveFamily σ f)
    32 (h1 : Integrable (fun ω => max (f 1 ω) 0) μ) :
    33 ∃ C : EReal, C < ⊤ ∧
    34 (∀ᵐ ω ∂μ, Tendsto (fun n : ℕ => (f n (σ^[n] ω) / n : EReal)) atTop (𝓝 C)) ∧
    35 Tendsto (fun n : ℕ => lowerIntegral μ (fun ω => f n ω / n)) atTop (𝓝 C)
    36
    37/-- Kingman's theorem along the backward orbit, `f_n(σ⁻ⁿω)/n → C`. -/
    38axiom kingman_backward (μ : Measure Ω) [IsProbabilityMeasure μ] (σ : Ω ≃ᵐ Ω)
    39 (hσ : Ergodic σ μ) (f : ℕ → Ω → ℝ) (hf : IsSubadditiveFamily σ f)
    40 (h1 : Integrable (fun ω => max (f 1 ω) 0) μ) :
    41 ∃ C : EReal, C < ⊤ ∧
    42 (∀ᵐ ω ∂μ, Tendsto (fun n : ℕ => (f n ((σ.symm : Ω → Ω)^[n] ω) / n : EReal)) atTop (𝓝 C)) ∧
    43 Tendsto (fun n : ℕ => lowerIntegral μ (fun ω => f n ω / n)) atTop (𝓝 C)
    44
    45end Lax606786.KingmanVariants
    46
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