How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
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Mixing implies weak mixing, which implies ergodicity
Statement
Every strongly mixing probability system is weakly mixing, and every weakly mixing probability system is ergodic.
Facts & Assumptions
Strong mixing is convergence of set correlations; weak mixing is convergence of their absolute Cesaro averages Strong and weak mixing on a probability space.
In a probability system ergodicity means invariant sets have mass zero or one Ergodicity relative to an invariant measure.
Proof
Given: The objects and hypotheses in the statement.
For a fixed measurable pair let . Strong mixing says . Given , choose m so that for . For , . The first term tends to zero because it is a fixed finite sum divided by N. As is arbitrary, weak mixing follows.
For a strictly invariant E, for every n. Thus its weak-mixing average against itself is exactly . A constant sequence tends to zero only if that constant is zero. Since , this gives or , which is ergodicity.
Depends on
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
4 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- E–W §2.7 pp.49–50; Sarig Proposition 1.2 (standard reference, not scraped)