Kingman's theorem along shifted and backward orbits
Lax606786.KingmanVariants · concepts/Lax606786/KingmanVariants.lean · lax-606786
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Theorem
Let be an ergodic measure-preserving transformation of a probability space and a subadditive family over with integrable, and let be the constant of Kingman's theorem (the concept ). Then, for -a.e. ,
and, if is invertible, also . 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).
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| 1 | import Lax606786.SubadditiveFamilies |
| 2 | import Lax606786.LowerIntegrals |
| 3 | import Lax606786.KingmanTheorem |
| 4 | import Mathlib.Dynamics.Ergodic.Ergodic |
| 5 | import Mathlib.MeasureTheory.Function.L1Space.Integrable |
| 6 | |
| 7 | /-! |
| 8 | --- |
| 9 | title: Kingman's theorem along shifted and backward orbits |
| 10 | type: theorem |
| 11 | --- |
| 12 | Let be an ergodic measure-preserving transformation of a probability space |
| 13 | and a subadditive family over with integrable, and let |
| 14 | be the constant of Kingman's theorem (the concept `KingmanTheorem`). Then, for -a.e. |
| 15 | , |
| 16 | |
| 17 | and, if is invertible, also . Limits are taken in |
| 18 | the extended reals. For the shifted averages see Ferrando (1995); both forms are used in Lee (2024, |
| 19 | Lemma 22 and Corollary 21). |
| 20 | -/ |
| 21 | |
| 22 | namespace Lax606786.KingmanVariants |
| 23 | |
| 24 | open MeasureTheory Filter Topology |
| 25 | open Lax606786.SubadditiveFamilies Lax606786.LowerIntegrals |
| 26 | |
| 27 | variable {Ω : Type*} [MeasurableSpace Ω] |
| 28 | |
| 29 | /-- Kingman's theorem along the shifted orbit, `f_n(σⁿω)/n → C`. -/ |
| 30 | axiom 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`. -/ |
| 38 | axiom 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 | |
| 45 | end Lax606786.KingmanVariants |
| 46 |
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