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 : ) (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