Endpoint limit at +∞ for alphaIicCE #
L¹ and almost-everywhere pointwise convergence of alphaIicCE to 1 as t → +∞.
Main result #
alphaIicCE_ae_tendsto_one_atTop: For a.e. ω,alphaIicCE X _ t ω → 1ast → +∞.
The L¹ stepping stone alphaIicCE_L1_tendsto_one_atTop is private to this file.
References #
- Kallenberg (2005), Probabilistic Symmetries and Invariance Principles, Chapter 1, "Second proof of Theorem 1.1"
theorem
Exchangeability.DeFinetti.ViaL2.alphaIicCE_ae_tendsto_one_atTop
{Ω : Type u_1}
[MeasurableSpace Ω]
{μ : MeasureTheory.Measure Ω}
[MeasureTheory.IsProbabilityMeasure μ]
(X : ℕ → Ω → ℝ)
(hX_contract : Contractable μ X)
(hX_meas : ∀ (i : ℕ), Measurable (X i))
(hX_L2 : ∀ (i : ℕ), MeasureTheory.MemLp (X i) 2 μ)
:
∀ᵐ (ω : Ω) ∂μ, Filter.Tendsto (fun (n : ℕ) => alphaIicCE X hX_contract hX_meas hX_L2 (↑n) ω) Filter.atTop (nhds 1)
A.e. pointwise endpoint limit at +∞.
Proof strategy: Similar to the -∞ case, using monotonicity + boundedness + L¹ → 1.