Skip to main content
Notice removed Draw attention by CommunityBot
Bounty Ended with Ronnie Pavlov's answer chosen by CommunityBot
edited tags
Link
YCor
  • 63.9k
  • 5
  • 187
  • 286
edited mixing requirement on the base of the RDS
Source Link

For a measurable skew-product map $\Theta \colon \Omega \times X \to \Omega \times X$ whose state space is a standard Borel space $(X,\mathcal{X})$ and whose base is an invertible mixingmeasure-preserving dynamical system $(\Omega,\mathcal{F},\mathbb{P},\theta)$, given a $\Theta$-invariant measure $\mu$ on $\Omega \times X$ that projects onto $\mathbb{P}$ with disintegration $(\mu_\omega)_{\omega \in \Omega}$, one can define a "random correlation function" $\rho_{g_1,g_2}(n,\omega)$ for a pair of bounded measurable functions $g_1,g_2 \colon \Omega \times X \to \mathbb{R}$, by \begin{align*} &\rho_{g_1,g_2}(n,\omega) = \\ &\ \left| \int_X g_1\!(\omega,x) \, (g_2 \circ \Theta^n)(\omega,x) \, \mu_\omega(dx) - \int_X g_1(\omega,x) \, \mu_\omega(dx) \int_X g_2(\theta^n\omega,y) \, \mu_{\theta^n\omega}(dy) \right|\text{.} \end{align*} For each $g_1,g_2$, this is well-defined up to $\mathbb{P}$-a.s. equality.

Theorem. A measure-preserving dynamical system $(X,\mathcal{X},\mu_X,T)$ is nicely mixing if and only if for every invertible mixing measure-preserving dynamical system $(\Omega,\mathcal{F},\mathbb{P},\theta)$, taking $\Theta(\omega,x):=(\theta\omega,T(x))$ and $\mu:=\mathbb{P} \otimes \mu_X$, every $A,B \in \mathcal{F} \otimes \mathcal{X}$ has $\rho_{\mathbf{1}_A,\mathbf{1}_B}(n,\,\boldsymbol{\cdot}\,) \overset{\mathbb{P}\text{-a.s.}}{\to} 0$ as $n \to \infty$.

So the theorem holds even if "every invertible measure-preserving dynamical system" is replaced by "every Bernoulli automorphism".

Proof of "only if" direction in Theorem. Suppose that $(X,\mathcal{X},\mu_X,T)$ is nicely mixing, and take any invertible mixing measure-preserving dynamical system $(\Omega,\mathcal{F},\mathbb{P},\theta)$. Let $\mathcal{A}$ be the set of all $A \in \mathcal{F} \otimes \mathcal{X}$ with the property that every $B \in \mathcal{F} \otimes \mathcal{X}$ has $\rho_{\mathbf{1}_A,\mathbf{1}_B}(n,\,\boldsymbol{\cdot}\,) \overset{\mathbb{P}\text{-a.s.}}{\to} 0$ as $n \to \infty$. We will show that

For a measurable skew-product map $\Theta \colon \Omega \times X \to \Omega \times X$ whose state space is a standard Borel space $(X,\mathcal{X})$ and whose base is an invertible mixing dynamical system $(\Omega,\mathcal{F},\mathbb{P},\theta)$, given a $\Theta$-invariant measure $\mu$ on $\Omega \times X$ that projects onto $\mathbb{P}$ with disintegration $(\mu_\omega)_{\omega \in \Omega}$, one can define a "random correlation function" $\rho_{g_1,g_2}(n,\omega)$ for a pair of bounded measurable functions $g_1,g_2 \colon \Omega \times X \to \mathbb{R}$, by \begin{align*} &\rho_{g_1,g_2}(n,\omega) = \\ &\ \left| \int_X g_1\!(\omega,x) \, (g_2 \circ \Theta^n)(\omega,x) \, \mu_\omega(dx) - \int_X g_1(\omega,x) \, \mu_\omega(dx) \int_X g_2(\theta^n\omega,y) \, \mu_{\theta^n\omega}(dy) \right|\text{.} \end{align*} For each $g_1,g_2$, this is well-defined up to $\mathbb{P}$-a.s. equality.

Theorem. A measure-preserving dynamical system $(X,\mathcal{X},\mu_X,T)$ is nicely mixing if and only if for every invertible mixing measure-preserving dynamical system $(\Omega,\mathcal{F},\mathbb{P},\theta)$, taking $\Theta(\omega,x):=(\theta\omega,T(x))$ and $\mu:=\mathbb{P} \otimes \mu_X$, every $A,B \in \mathcal{F} \otimes \mathcal{X}$ has $\rho_{\mathbf{1}_A,\mathbf{1}_B}(n,\,\boldsymbol{\cdot}\,) \overset{\mathbb{P}\text{-a.s.}}{\to} 0$ as $n \to \infty$.

Proof of "only if" direction in Theorem. Suppose that $(X,\mathcal{X},\mu_X,T)$ is nicely mixing, and take any invertible mixing measure-preserving dynamical system $(\Omega,\mathcal{F},\mathbb{P},\theta)$. Let $\mathcal{A}$ be the set of all $A \in \mathcal{F} \otimes \mathcal{X}$ with the property that every $B \in \mathcal{F} \otimes \mathcal{X}$ has $\rho_{\mathbf{1}_A,\mathbf{1}_B}(n,\,\boldsymbol{\cdot}\,) \overset{\mathbb{P}\text{-a.s.}}{\to} 0$ as $n \to \infty$. We will show that

For a measurable skew-product map $\Theta \colon \Omega \times X \to \Omega \times X$ whose state space is a standard Borel space $(X,\mathcal{X})$ and whose base is an invertible measure-preserving dynamical system $(\Omega,\mathcal{F},\mathbb{P},\theta)$, given a $\Theta$-invariant measure $\mu$ on $\Omega \times X$ that projects onto $\mathbb{P}$ with disintegration $(\mu_\omega)_{\omega \in \Omega}$, one can define a "random correlation function" $\rho_{g_1,g_2}(n,\omega)$ for a pair of bounded measurable functions $g_1,g_2 \colon \Omega \times X \to \mathbb{R}$, by \begin{align*} &\rho_{g_1,g_2}(n,\omega) = \\ &\ \left| \int_X g_1\!(\omega,x) \, (g_2 \circ \Theta^n)(\omega,x) \, \mu_\omega(dx) - \int_X g_1(\omega,x) \, \mu_\omega(dx) \int_X g_2(\theta^n\omega,y) \, \mu_{\theta^n\omega}(dy) \right|\text{.} \end{align*} For each $g_1,g_2$, this is well-defined up to $\mathbb{P}$-a.s. equality.

Theorem. A measure-preserving dynamical system $(X,\mathcal{X},\mu_X,T)$ is nicely mixing if and only if for every invertible measure-preserving dynamical system $(\Omega,\mathcal{F},\mathbb{P},\theta)$, taking $\Theta(\omega,x):=(\theta\omega,T(x))$ and $\mu:=\mathbb{P} \otimes \mu_X$, every $A,B \in \mathcal{F} \otimes \mathcal{X}$ has $\rho_{\mathbf{1}_A,\mathbf{1}_B}(n,\,\boldsymbol{\cdot}\,) \overset{\mathbb{P}\text{-a.s.}}{\to} 0$ as $n \to \infty$.

So the theorem holds even if "every invertible measure-preserving dynamical system" is replaced by "every Bernoulli automorphism".

Proof of "only if" direction in Theorem. Suppose that $(X,\mathcal{X},\mu_X,T)$ is nicely mixing, and take any invertible measure-preserving dynamical system $(\Omega,\mathcal{F},\mathbb{P},\theta)$. Let $\mathcal{A}$ be the set of all $A \in \mathcal{F} \otimes \mathcal{X}$ with the property that every $B \in \mathcal{F} \otimes \mathcal{X}$ has $\rho_{\mathbf{1}_A,\mathbf{1}_B}(n,\,\boldsymbol{\cdot}\,) \overset{\mathbb{P}\text{-a.s.}}{\to} 0$ as $n \to \infty$. We will show that

added statement about Bernoulli shifts
Source Link

For example, Ronnie Pavlov has shown in the comments that a two-sided Bernoulli shift has re-orderable correlations (with $\mathcal{Y}$ the set of cylinder sets and with $\delta(\varepsilon)=\varepsilon$), and so a two-sided Bernoulli shift fulfils the property described in my question.

For example, Ronnie Pavlov has shown in the comments that a two-sided Bernoulli shift has re-orderable correlations (with $\mathcal{Y}$ the set of cylinder sets and with $\delta(\varepsilon)=\varepsilon$), and so a two-sided Bernoulli shift fulfils the property described in my question.

updated "progress update"
Source Link
Loading
added progress update
Source Link
Loading
Notice added Draw attention by Julian Newman
Bounty Started worth 500 reputation by Julian Newman
put question clearly at start
Source Link
Loading
added comment at the start
Source Link
Loading
edited body
Source Link
Loading
added theorem, and drastically improved structure
Source Link
Loading
added remark after question
Source Link
Loading
Considerably re-wrote question
Source Link
Loading
added further thought
Source Link
Loading
Source Link
Loading