For a probability measure-preserving system, if , then converges weakly in to . Centre ; its autocorrelations tend to zero. The isometry identity gives the same decay against each , hence by approximation against their closed forward span. Against its orthogonal complement the correlations are exactly zero. Orthogonal decomposition by a closed subspace finishes the proof without invertibility.
Articles by others on the same topic
There are currently no matching articles.