The Cesàro limit of an observable of a contractable process is tail-measurable #
Layer 3 of the Exchangeability roadmap reaches weighted_sums_converge_L1_of_memLp: the block
averages of a square-integrable observable of a contractable process converge in L¹ to a common
limit, along every eventually-injective selection — fixed-start windows and disjoint windows
alike. That limit is produced as an abstract L¹ limit, so nothing about
where it lives comes for free.
Contractable.exists_tailProcess_measurable_cesaro_limit_of_memLp shows the limit has a
tailProcess X-measurable representative, with …_cesaro_limit the bounded-observable corollary.
This file's responsibility is measurability of the limit, deliberately separate from
identifying what the limit is: Exchangeability.L2.Cesaro.ToCondExp identifies it with
μ[f ∘ X 0 | tailProcess X]. Keeping the two apart is what lets the measurability argument avoid
the reverse-martingale theorem entirely.
The argument does not use the reverse-martingale convergence theorem tendsto_ae_condExp_iInf of
Layer 4, which is what distinguishes this route from the martingale one. The window starting at r
is tailFamily X r-measurable; L¹ convergence gives an a.e.-convergent subsequence, so the limit
is AEStronglyMeasurable[tailFamily X r] for every r, and tailProcess X is exactly the
infimum of that antitone family.
The roadmap maps Exchangeability/Bridge/CesaroToCondExp.lean in cameronfreer/exchangeability
(pin e0532e59ceff23edab44dda9ab0655debbc9cc22) as a Layer 3 source. This file is not
adapted from it: the
tail-measurability step is assembled from Tau Ceti's existing general helpers
aestronglyMeasurable_of_tendsto_ae' and aestronglyMeasurable_iInf_of_antitone (themselves
adapted from that repository's Probability/SigmaAlgebraHelpers.lean, and carrying attribution
there), rather than by porting a bridge file. The divergence is deliberate: separating tail
measurability from the conditional-expectation identification keeps this prerequisite independent
of the directing measure.
The Cesàro limit lives on the tail. For a measurable observable f whose composite with a
single coordinate is square-integrable, the common L¹ limit of the moving injective block
averages supplied by weighted_sums_converge_L1_of_memLp has a tailProcess X-measurable
representative.
The limit is the same function for every selection, so the conclusion carries the general form
through; fixed starts are only used inside the proof, where placing the limit on tailFamily X r
needs a window that begins at r.
Bounded-observable form. A uniform bound gives square-integrability of the composite on a
finite measure space, so this is the direct entry point for bounded observables — matching the
shape in which weighted_sums_converge_L1 states the underlying convergence.