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Von Neumann mean ergodic theorem in L2
Statement
Assume the Axiom of Choice. For a measure-preserving system and ,
where and is the orthogonal projection onto . Neither finite measure, ergodicity, nor invertibility of is required.
Facts & Assumptions
Given: AC, a measure-preserving system, and complex .
Composition is a well-defined linear isometry on complex (Ergodic averages are measurable, representative independent, and Lp contractive).
Under AC, Cesaro averages of any linear isometry on a closed complex subspace converge in norm to the orthogonal projection onto its fixed space, even when the isometry is not surjective (Hilbert cesaro averages converge to the fixed subspace, The Axiom of Choice).
The fixed space of is exactly by Ergodic partial sums, time averages, and the invariant L2 subspace.
Proof
By [F1], is a linear isometry of complex . Its fixed vectors are precisely the classes with a.e., namely by [F3].
The operator averages in [F2] satisfy Applying [F2] therefore gives in . AC is spent exactly in the published projection/Cesaro supplier. That supplier treats a nonsurjective isometry through its closed range, so no inverse of or of on all of has been assumed.
This argument used neither the pointwise Birkhoff theorem nor any finite-measure or ergodicity hypothesis. In particular its norm conclusion alone makes no assertion about pointwise convergence of the full sequence.
Depends on
Used by
Dependency tree · two levels
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Sources
- Omri Sarig, Lecture Notes on Ergodic Theory (2023) (standard reference, not scraped)
- Charles Walkden, Ergodic Theory lecture notes (standard reference, not scraped)