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.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Unique ergodicity is equivalent to uniform ergodic averages
Statement
Assume the Axiom of Countable Choice. Let be a continuous self-map of a nonempty compact metric space . The following are equivalent.
- is uniquely ergodic, with invariant Borel probability .
- For every , the functions converge uniformly on to a constant.
When these conditions hold, the constant is .
Facts & Assumptions
Given: Countable choice, , and as in the Statement.
Under countable choice, every sequence of Borel probabilities on has a subsequence whose integrals converge on every real continuous function to those of a Borel probability (Probability sequences on compact metric spaces have integral-convergent subsequences, The Axiom of Countable Choice ()).
Continuous functions determine Borel probabilities on (Continuous functions determine Borel probabilities on compact metric spaces).
Integrals are invariant under a measure-preserving map (Integral invariance under measure-preserving maps).
Every continuous real function on nonempty compact is bounded (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
The integral triangle inequality and monotonicity bound the integral of a bounded error by its uniform norm times the total mass (The modulus of an integral is bounded by the integral of the modulus, Monotonicity and nonnegative homogeneity of the nonnegative integral).
Proof
Assume unique ergodicity with invariant probability . If uniform convergence to failed for some continuous , countable choice would give , strictly increasing , and such that Define the empirical Borel probabilities ; finite additivity and countable additivity of each point mass make this a probability.
By [F1], pass to a subsequence, not relabelled, and a Borel probability such that for every . For such , because is bounded by [F4]. Taking limits shows that and its pullback probability have identical continuous test integrals; [F2] makes them equal. Hence is invariant.
Unique ergodicity gives , but and the closed inequality in step 1.1 passes to the limit, contradicting . Thus uniformly for every .
Conversely, assume all continuous averages converge uniformly to constants . Fix and form . By [F1], a subsequence has a continuous-test limit probability . The telescoping calculation of step 2.1 makes invariant, and uniform convergence gives
If is any invariant Borel probability, then [F3] gives . Moreover [F5] gives Hence for every continuous real . By [F2], . Thus an invariant probability exists and is unique, and its integral is the asserted constant.
Steps 1.1–3.1 prove the forward implication and steps 3.2–4.1 prove the converse. Countable choice is used precisely through [F1] and to select the failure witnesses in step 1.1; no stronger choice principle is invoked.
Depends on
- Unique ergodicity
- Continuous functions determine Borel probabilities on compact metric spaces
- Probability sequences on compact metric spaces have integral-convergent subsequences
- Integral invariance under measure-preserving maps
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- The modulus of an integral is bounded by the integral of the modulus
- Monotonicity and nonnegative homogeneity of the nonnegative integral
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
Dependency tree · two levels
49 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
- Charles Walkden, Ergodic Theory lecture notes (standard reference, not scraped)