For real bounded observables, the Cesaro limit of the correlation comes from arithmetic-progression multiple averages under weak mixing. Apply the same result on the weakly mixing product system to to obtain its second moment. The averaged squared error tends to zero, so the mean-square criterion for convergence in density gives the displayed density limit.
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.