Documentation

Oseledets.Multifractal.BernoulliTwoSided

The two-sided Bernoulli foundation: an invertible shift base #

The suspension/flow construction (Oseledets/Continuous/Suspension*.lean) requires an invertible base automorphism T : X ≃ᵐ X. The on-main one-sided Bernoulli shift (Oseledets/Multifractal/SymbolicDimensionBernoulli.lean) is non-invertible. This file builds the two-sided analogue: the full shift over the index type , equipped with the i.i.d. (Bernoulli) product measure, with the left shift packaged as a MeasurableEquiv.

The construction mirrors the one-sided foundation node for node, over instead of .

The single-symbol Shannon entropy Hnu (alphabet-only) is reused unchanged from the one-sided file; there is deliberately no two-sided HnuZ.

The bi-infinite shift space and the shift map #

@[reducible, inline]
abbrev Oseledets.Multifractal.BiShift (α₀ : Type u_2) :
Type u_2

The two-sided full shift space over the alphabet α₀: bi-infinite sequences ℤ → α₀. It carries the product MeasurableSpace.

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    def Oseledets.Multifractal.biShiftMap {α₀ : Type u_1} :
    BiShift α₀BiShift α₀

    The left shift map on the two-sided full shift: (biShiftMap x) n = x (n + 1).

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      The two-sided shift map is measurable: each output coordinate is a measurable coordinate projection of the input.

      The invertible shift #

      The invertible left shift on the two-sided full shift, as a MeasurableEquiv. The forward map is n ↦ x (n + 1) and the inverse is n ↦ x (n - 1); on the round trips close by (n + 1) - 1 = n and (n - 1) + 1 = n.

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        The coercion of biShiftEquiv is definitionally the shift map biShiftMap.

        @[simp]
        theorem Oseledets.Multifractal.biShiftEquiv_symm_apply {α₀ : Type u_1} [MeasurableSpace α₀] (x : BiShift α₀) (n : ) :
        biShiftEquiv.symm x n = x (n - 1)

        The two-sided Bernoulli measure #

        noncomputable def Oseledets.Multifractal.bernZ {α₀ : Type u_1} [MeasurableSpace α₀] (ν : MeasureTheory.Measure α₀) :

        The two-sided Bernoulli (i.i.d.) measure on the full shift BiShift α₀: the infinite product of the single-symbol law ν over all integer coordinates.

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          The two-sided Bernoulli measure is a probability measure. (The global instance on infinitePi does not fire through the bernZ definition, so it is provided explicitly.)

          Measure preservation #

          The coordinate-shift embedding n ↦ n + 1 of into itself. Used to re-index a measurable box under the shift preimage.

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            theorem Oseledets.Multifractal.preimage_biShiftMap_pi {α₀ : Type u_1} (s : Finset ) (t : Set α₀) :
            biShiftMap ⁻¹' (↑s).pi t = (↑(Finset.map shiftEmbZ s)).pi fun (n : ) => t (n - 1)

            Box preimage. The biShiftMap-preimage of a measurable box Set.pi ↑s t is the box over the re-indexed support s.map shiftEmbZ with the symbol sets shifted by one: biShiftMap ⁻¹' (Set.pi ↑s t) = Set.pi ↑(s.map shiftEmbZ) (fun n => t (n - 1)).

            Measure preservation. The invertible left shift preserves the two-sided Bernoulli measure bernZ ν. The preimage of a box re-indexes by n ↦ n + 1 (preimage_biShiftMap_pi); both sides evaluate by infinitePi_pi to the same finite product of ν-masses, since every marginal is the same ν and Finset.prod_map absorbs the injective reindex.

            Cylinder mass #

            theorem Oseledets.Multifractal.bernZ_pi_eq_prod {α₀ : Type u_1} [MeasurableSpace α₀] (ν : MeasureTheory.Measure α₀) [MeasureTheory.IsProbabilityMeasure ν] (s : Finset ) (t : Set α₀) (ht : ∀ (i : ), MeasurableSet (t i)) :
            (bernZ ν) ((↑s).pi t) = is, ν (t i)

            Cylinder-mass factorization. The two-sided Bernoulli mass of a measurable box Set.pi ↑s t is the finite product of the single-symbol masses ν (t i) over the support s. This is the key handle the entropy identification consumes.

            The coordinate-0 partition #

            The time-0 coordinate partition of the two-sided full shift: the cell at i is the set {x | x 0 = i} of bi-infinite sequences whose 0-th symbol is i. The cells are pairwise disjoint and cover the whole space, so they form a genuine measurable partition.

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