For a probability measure-preserving system, weak mixing is the vanishing of averaged absolute correlation discrepancies:
By approximation with simple functions and the Cauchy-Schwarz inequality, this is equivalent to
Here , and . Absolute values are part of the definition: signed Cesaro convergence of a sequence of these correlations alone expresses ergodicity, not weak mixing.
Suppose the product system is ergodic. Fix a mean-zero and any . On the product take
These belong to , and . The mean ergodic theorem on the product, followed by pairing with , gives
The Cauchy-Schwarz inequality in bounds the averaged absolute correlation by the square root of this quantity. Subtract the mean from a general to obtain the definition above. This proves product ergodicity implies weak mixing, through the square-correlation proof of weak mixing from product ergodicity.
For the multiple averages, write and use the following Van der Corput lemma. If is bounded in a Hilbert space, every correlation average
exists, and , then in norm. One way to see the estimate is to replace by ; for fixed the change in its long average tends to zero. The Cauchy-Schwarz inequality and expansion of the squared block norm give
Let . This proves the auxiliary implication needed here.
A weak mixing system is ergodic: a mean-zero invariant would have the nonvanishing correlation . Every positive power is also weak mixing, since for nonnegative correlation discrepancies ,
This part of the stability of weak mixing under powers and products will control the induction.
In fact the stronger arithmetic-progression multiple averages under weak mixing holds:
For this is the mean ergodic theorem and ergodicity. Suppose it is known for and first assume . Put . For fixed , set
Using invariance of the integral to remove the common gives
This identity does not require an inverse of . Apply the induction hypothesis to the factors and pair their limit with . It follows that
The average in of the right side tends to zero because is weak mixing and . The Van der Corput lemma proves the zero limit. For general , split it into and its constant mean; the first term has the zero limit just proved, and the other term is times the induction average for . This completes the induction.
Pair this result with the real bounded . For
the requested Cesaro limit is
To obtain convergence in density of a sequence, we also need the product system to be weak mixing. For simple tensors, its correlations are products of single-system correlations. If and in averaged absolute discrepancy and both sequences are bounded, then
so the product discrepancy has zero average. Finite sums of tensors are dense in , and the Cauchy-Schwarz inequality extends the conclusion to arbitrary functions. Hence is weak mixing.
Apply the multiple-average result to on that product. Because the original are real,
Together with the first-moment limit this gives
The mean-square criterion for convergence in density now yields, for every ,
Therefore the density convergence of multiple weak-mixing correlations gives the same answer:
The second-moment argument is essential; the signed Cesaro limit alone would not imply this conclusion.
For each positive integer , consider the threshold set . If it were infinite, one could choose recursively a sequence of distinct elements from it. Every arithmetic average of that sequence would be at least , contradicting the assumed limit zero. Hence every is a finite set.
Every positive real number exceeds for some , by the Archimedean property. Therefore
A countable union of countable sets is countable, so . In fact, under the stipulated infinitude, is a countably infinite set. Positivity matters: it ensures that these thresholds cover . This is countability from vanishing averages of distinct sequences; ordinary Cesaro convergence of a sequence of one chosen enumeration would not suffice to control the whole set.
For a probability measure-preserving system, strong mixing means that for every pair of measurable sets ,
A sequence has convergence in density of a sequence to when for each the exceptional set has natural density zero. A weakly mixing measure-preserving transformation has convergence in density of to for every . Equivalently, because these correlations are bounded,
Indeed the mean of the absolute discrepancy is at least times the exceptional frequency, while it is at most plus a uniform bound times that frequency. A signed Cesaro convergence of a sequence without absolute values is insufficient to define weak mixing.
The standard three-cut Chacon map is obtained by cutting and stacking. Start on with normalized Lebesgue measure, an initial tower consisting of , and a reservoir for spacers. At stage , cut every level of the current tower into three equal subintervals, producing three subcolumns. Add one new interval of the same width above the middle subcolumn. Stack the first subcolumn at the bottom, then the middle subcolumn with its spacer, then the third at the top. Define the partial transformation by translation from each level to the next, leaving the current top unmapped. These assignments extend the earlier partial transformation. Repeat indefinitely.
If is the number of levels and their width, then
Hence , , and the stage- tower has measure . The spacers consume total measure , precisely the reservoir. The increasing partial maps give the Chacon map modulo null sets. The tower tops and unused reservoir have measures tending to zero, and the construction yields an invertible measure-preserving transformation. With marking an original level and a spacer, the tower words satisfy and , so the first new word is . This describes the spacer placement without needing a proof of well-definedness. The three-cut convention agrees with the classical constant spacer vector described in Ryzhikov's construction.
For the correlation assertion, take the L2 inner product to be , linear in its first argument, and put . The Koopman operator is an isometry on , even when is not invertible. For the hint gives
To extend rigorously to all test functions, centre the observable: . Invariance of the integral gives . Let
For each fixed , by the same isometry identity. Therefore the limit is zero for every finite linear combination of these orbit vectors. By the Cauchy-Schwarz inequality and , approximation extends this conclusion to every : the approximation error in the correlation is bounded by uniformly in . For , the correlation is identically zero because . The orthogonal decomposition by a closed subspace now gives the result for all . Thus
This is decay of autocorrelation implies weak convergence of an observable; no assumption that is an ergodic transformation, and no invertibility hypothesis was used, and is included.
Finally, strong mixing immediately implies the stated diagonal limit by taking . Conversely, suppose that limit holds for every . Apply the correlation result with and . Its hypothesis is exactly , and its conclusion is
Hence strong mixing is equivalent to diagonal set-correlation criterion for mixing. Using the orbit-span proof avoids an invalid polarization argument that would recover only the sum of the two directed cross-correlations from diagonal correlations.
On a probability measure-preserving system, for a finite measurable partition , the entropy of a finite measurable partition is
Use natural logarithms, so information entropy is measured in nats; another fixed logarithm base rescales all answers. The join of measurable partitions is their common refinement, and write , with an empty join the trivial partition. The entropy rate of a measurable partition and Kolmogorov-Sinai entropy are respectively
The block entropies form a subadditive sequence, so the first limit exists by the Fekete lemma. For finite partitions the conditional entropy of finite measurable partitions is .
Put and for . The chain rule for information entropy, applied from the last coordinate backwards, and measure preservation give
The second equality uses invariance of the joint partition atom probabilities under the common pullback ; invertibility is unnecessary. Since conditioning reduces entropy, decreases to a nonnegative limit . The Cesaro convergence of a sequence of this convergent sequence has the same limit. Therefore
Equivalently , where . Here conditional entropy of a countable measurable partition conditioned on a sigma-algebra is computed using conditional partition atom probabilities; the martingale convergence theorem gives continuity under increasing conditioning sigma-algebras. This is the infinite-future formula for partition entropy rate.
The Kolmogorov-Sinai generator theorem states that if a finite or countable measurable partition has finite entropy of a countable measurable partition and its iterates generate the whole completed sigma-algebra modulo null sets, then . For an invertible system, generating means modulo null sets. For a noninvertible system a one-sided generator, using , suffices. The two-sided and one-sided versions must not be confused.
For a Bernoulli shift with discrete symbol probabilities , the coordinate-zero measurable partition has independent coordinate iterates. Thus
For a finite alphabet the coordinate partition is a generator of finite entropy of a finite measurable partition; on the two-sided sequence space use all integer coordinate iterates, and on the one-sided space use the nonnegative ones. The Kolmogorov-Sinai generator theorem proves the displayed answer in both cases. The same calculation applies to countably many symbols when their Shannon entropy is finite, using the countable finite-entropy version of the theorem. If the Shannon entropy is infinite, merge all but the first symbols into one cell. These finite coordinate partitions have entropy rate , so the system entropy is infinite. Zero-probability symbols contribute zero. In particular a fair -symbol shift has entropy .
For the final assertion, let and complete it modulo null sets. The approximation property forces modulo null sets. Indeed for each , choose approximating sets from finite blocks with error tending to zero. Their indicators approach in , and is a closed vector subspace, so is -measurable modulo a null set.
Invertibility now gives modulo null sets. In particular the present partition is measurable with respect to its entire future, so . The infinite-future formula gives . Since the given one-sided generator is also a two-sided generator, the Kolmogorov-Sinai generator theorem finishes the proof:
This is finite one-sided generator of an invertible system forces zero entropy. Invertibility is essential: a fair binary one-sided Bernoulli shift has a finite one-sided generator and Kolmogorov-Sinai entropy .
The statement means convergence in density of a sequence: for every , the proportion of with tends to zero. The statement means Cesaro convergence of a sequence, .
Suppose . Splitting into the indices where and its complement gives
Thus density convergence implies Cesaro convergence of the absolute deviations to zero. Conversely, the Markov inequality gives
proving the reverse implication.
The product characterization of weak mixing says that if is weakly mixing, then is ergodic exactly when is ergodic; in particular, ergodicity of characterizes weak mixing.
Suppose . Unitarity of the Koopman operator gives . Weak mixing implies ergodicity, so is almost everywhere constant. On the product,
is invariant under . Since the square is ergodic, is constant, which forces to be constant almost everywhere. Thus there are no nonconstant Koopman eigenfunctions.
Finally use the density-one correlation characterization of a weakly mixing measure-preserving transformation. For each positive-measure pair , the integers for which form a density-one set after discarding finitely many terms; the corresponding sets for and therefore intersect, proving simultaneous hitting. Conversely, the simultaneous-hitting property is precisely the simultaneous hitting characterization of weak mixing, so it implies weak mixing.
Weakly mixing measure-preserving transformation Created 2026-10-03 Updated 2026-10-14
A probability measure-preserving transformation is weakly mixing when, for every pair of measurable sets , the average absolute correlation discrepancy tends to zero:
Equivalently, the correlations converge to their products in convergence in density of a sequence, its Cartesian product with itself is an ergodic transformation, or its product with every ergodic transformation is ergodic. The absolute values are essential: signed Cesaro convergence of a sequence of the correlations to their products characterizes ergodic transformations and does not imply weak mixing. For example, the transformation interchanging two equally weighted points has discrepancy for a singleton : its signed average tends to zero while its average absolute discrepancy stays .