Zulip Chat Archive
Stream: maths
Topic: time averages for ergodic theorems?
Yury G. Kudryashov (Jul 22 2023 at 03:53):
In #6053, I prove von Neumann Mean Ergodic Theorem (for an isometric linear operator in a Hilbert space). Neither the statement, nor the proof look like they should. I think that a more readable way to introduce
def timeAverage (f : α → α) (g : α → E) (N : ℕ) (x : α) : E :=
(N : ??)¯¹ • ∑ n in range N, g (f^[n] x)
then reformulate the theorem in terms of this function. However, it is not clear which field we should cast N
to. Also, should we allow N = 0
or use N + 1
in the definition so that f x = x → ∀ N, timeAverage f g N x = g x
?
Yury G. Kudryashov (Jul 22 2023 at 03:54):
(I know that the proof is not readable and I should move many steps to lemmas before making it awaiting-review
)
Yury G. Kudryashov (Jul 22 2023 at 03:54):
@Sebastien Gouezel @Oliver Nash :up:
Sebastien Gouezel (Jul 22 2023 at 05:46):
I would define birkhoffSum f g N x = ∑ n in range N, g (f^[n] x)
, and then reformulate your theorem with (N : 𝕜)⁻¹ • birkhoffSum f g N x
. This is already more readable, and avoids the casting issue. And also the N = 0
issue: in your case, you always have birkhoffSum f g N x = N • g x
.
Last updated: Dec 20 2023 at 11:08 UTC