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Mixing is checkable on a generating pi-system
Statement
Let be a measure-preserving probability system and a generating pi-system containing X. Strong mixing is equivalent to for . Weak mixing is equivalent to for , where .
Facts & Assumptions
The two properties quantify convergence of correlations or their absolute averages over all measurable pairs Strong and weak mixing on a probability space.
On a finite measure space every measurable set has arbitrarily accurate algebra approximants Approximation in symmetric difference by a generating algebra.
The measure of a finite union is at most the sum of its measures Finite and countable subadditivity of measures.
Integration of finite linear combinations of integrable functions is linear The Lebesgue integral is linear on .
Proof
Given: The objects and hypotheses in the statement.
Let consist of finite Boolean combinations of members of . Each indicator of an atom of a finite Boolean partition is a product of factors and . Expanding the product expresses it as a finite integer linear combination of indicators of intersections of members of . Empty intersections are X, which lies in , and all other intersections lie in by the pi-system property. Finite sums of these atom indicators express every , , in this way.
Integration and multiplication of finite sums now express as a finite linear combination . In the strong case each summand tends to zero. In the weak case the average of the absolute value is at most , which tends to zero. The respective test therefore holds on .
The family is an algebra generating . For measurable A,B and , choose C,D in it with . Measure preservation gives by repeated pullback. Thus the difference of the intersection measures is bounded by the sum of these two errors. Also , since all masses are at most one. Consequently uniformly in n.
In the strong case the limsup of is at most . In the weak case the same bound holds for the limsup of its absolute Cesaro averages. Letting decrease to zero proves the full respective property. Conversely either full property restricts to the pairs in by its definition.
Depends on
Used by
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Dependency tree · two levels
17 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
- Einsiedler–Ward Exercise 2.7.3(1)–(2), pp.52–53; local Boolean-algebra extension from a pi-system (standard reference, not scraped)