Block averages as conditional expectations #
The block-average step graphon of a measurable finite partition agrees almost everywhere with conditional expectation onto the σ-algebra recording the partition part of each coordinate. This identifies the strict block-average construction with the analytic conditional-expectation API, so approximation along refining partitions can use martingale convergence.
The identification includes partitions with null parts: the strict representative uses zero on null rectangles, while conditional expectation determines values only almost everywhere.
References #
- L. Lovász, Large Networks and Graph Limits, AMS Colloquium Publications 60 (2012), §9.2.
theorem
TauCeti.DenseGraphLimits.stepGraphonAvg_ae_eq_condExp
{Ω : Type u_1}
[MeasurableSpace Ω]
{μ : MeasureTheory.Measure Ω}
[MeasureTheory.IsProbabilityMeasure μ]
(P : Finpartition Set.univ)
(hP : ∀ p ∈ P.parts, MeasurableSet p)
(W : Graphon Ω μ)
:
(fun (z : Ω × Ω) => (stepGraphonAvg P hP W) z.1 z.2) =ᵐ[μ.prod μ]
(μ.prod μ)[fun (z : Ω × Ω) => W z.1 z.2 | MeasurableSpace.comap (Prod.map P.indexedPartition.index P.indexedPartition.index) ⊤]
Block averaging is conditional expectation given the two partition indices. The equality is almost everywhere, so it is independent of values on null rectangles.