The past -algebra is a single pullback along the restriction
ProvedMarkovChainCLT.processSigma_Iic_eq_comap_restrictFor the coordinate process on path space, the -algebra generated by the coordinates up to time coincides with the pullback of the product -algebra on along the restriction map :
Companion to the future--algebra identification. Mixing coefficients compare the past with the future ; both appear in their definitions as suprema of single-coordinate pullbacks. This theorem handles the past exactly as its companion handles the future: every past event is for a single measurable .
This is what allows the Ionescu–Tulcea decomposition to be applied: that decomposition conditions on the first coordinates, and the statement that a past event is determined by those coordinates has to be available in the form " is a pullback along ", not as membership in an abstract supremum. Together with the future identification, a mixing estimate becomes a genuine computation: condition on , use the restart property on the shifted future, and compare with stationarity.
Proof. The product -algebra on is the supremum of the pullbacks along its own coordinate evaluations; pullback commutes with suprema and composition, so the right-hand side is the supremum over of the pullbacks along . Matching this with is the translation between the subtype of the finite set and the condition , in both directions.
import Definitions.Def_MixingCoefficients open MeasureTheory MeasurableSpace open MarkovChainCLT
theorem MarkovChainCLT.processSigma_Iic_eq_comap_restrict {X : Type*} [MeasurableSpace X] (k : ℕ) :
processSigma (fun i (ω : ℕ → X) => ω i) (Set.Iic k)
= MeasurableSpace.comap
(fun ω : ℕ → X => fun i : Finset.Iic k => ω i.1) inferInstance := by sorry