You are currently browsing the tag archive for the ‘Loeb measure’ tag.

In graph theory, the recently developed theory of *graph limits* has proven to be a useful tool for analysing large dense graphs, being a convenient reformulation of the Szemerédi regularity lemma. Roughly speaking, the theory asserts that given any sequence of finite graphs, one can extract a subsequence which converges (in a specific sense) to a continuous object known as a “graphon” – a symmetric measurable function . What “converges” means in this context is that subgraph densities converge to the associated integrals of the graphon . For instance, the edge density

converge to the integral

the triangle density

converges to the integral

the four-cycle density

converges to the integral

and so forth. One can use graph limits to prove many results in graph theory that were traditionally proven using the regularity lemma, such as the triangle removal lemma, and can also reduce many asymptotic graph theory problems to continuous problems involving multilinear integrals (although the latter problems are not necessarily easy to solve!). See this text of Lovasz for a detailed study of graph limits and their applications.

One can also express graph limits (and more generally hypergraph limits) in the language of nonstandard analysis (or of ultraproducts); see for instance this paper of Elek and Szegedy, Section 6 of this previous blog post, or this paper of Towsner. (In this post we assume some familiarity with nonstandard analysis, as reviewed for instance in the previous blog post.) Here, one starts as before with a sequence of finite graphs, and then takes an ultraproduct (with respect to some arbitrarily chosen non-principal ultrafilter ) to obtain a nonstandard graph , where is the ultraproduct of the , and similarly for the . The set can then be viewed as a symmetric subset of which is measurable with respect to the Loeb -algebra of the product (see this previous blog post for the construction of Loeb measure). A crucial point is that this -algebra is larger than the product of the Loeb -algebra of the individual vertex set . This leads to a decomposition

where the “graphon” is the orthogonal projection of onto , and the “regular error” is orthogonal to all product sets for . The graphon then captures the statistics of the nonstandard graph , in exact analogy with the more traditional graph limits: for instance, the edge density

(or equivalently, the limit of the along the ultrafilter ) is equal to the integral

where denotes Loeb measure on a nonstandard finite set ; the triangle density

(or equivalently, the limit along of the triangle densities of ) is equal to the integral

and so forth. Note that with this construction, the graphon is living on the Cartesian square of an abstract probability space , which is likely to be inseparable; but it is possible to cut down the Loeb -algebra on to minimal countable -algebra for which remains measurable (up to null sets), and then one can identify with , bringing this construction of a graphon in line with the traditional notion of a graphon. (See Remark 5 of this previous blog post for more discussion of this point.)

Additive combinatorics, which studies things like the additive structure of finite subsets of an abelian group , has many analogies and connections with asymptotic graph theory; in particular, there is the arithmetic regularity lemma of Green which is analogous to the graph regularity lemma of Szemerédi. (There is also a higher order arithmetic regularity lemma analogous to hypergraph regularity lemmas, but this is not the focus of the discussion here.) Given this, it is natural to suspect that there is a theory of “additive limits” for large additive sets of bounded doubling, analogous to the theory of graph limits for large dense graphs. The purpose of this post is to record a candidate for such an additive limit. This limit can be used as a substitute for the arithmetic regularity lemma in certain results in additive combinatorics, at least if one is willing to settle for qualitative results rather than quantitative ones; I give a few examples of this below the fold.

It seems that to allow for the most flexible and powerful manifestation of this theory, it is convenient to use the nonstandard formulation (among other things, it allows for full use of the transfer principle, whereas a more traditional limit formulation would only allow for a transfer of those quantities continuous with respect to the notion of convergence). Here, the analogue of a nonstandard graph is an *ultra approximate group* in a nonstandard group , defined as the ultraproduct of finite -approximate groups for some standard . (A -approximate group is a symmetric set containing the origin such that can be covered by or fewer translates of .) We then let be the external subgroup of generated by ; equivalently, is the union of over all standard . This space has a Loeb measure , defined by setting

whenever is an internal subset of for any standard , and extended to a countably additive measure; the arguments in Section 6 of this previous blog post can be easily modified to give a construction of this measure.

The Loeb measure is a translation invariant measure on , normalised so that has Loeb measure one. As such, one should think of as being analogous to a locally compact abelian group equipped with a Haar measure. It should be noted though that is not *actually* a locally compact group with Haar measure, for two reasons:

- There is not an obvious topology on that makes it simultaneously locally compact, Hausdorff, and -compact. (One can get one or two out of three without difficulty, though.)
- The addition operation is not measurable from the product Loeb algebra to . Instead, it is measurable from the coarser Loeb algebra to (compare with the analogous situation for nonstandard graphs).

Nevertheless, the analogy is a useful guide for the arguments that follow.

Let denote the space of bounded Loeb measurable functions (modulo almost everywhere equivalence) that are supported on for some standard ; this is a complex algebra with respect to pointwise multiplication. There is also a convolution operation , defined by setting

whenever , are bounded nonstandard functions (extended by zero to all of ), and then extending to arbitrary elements of by density. Equivalently, is the pushforward of the -measurable function under the map .

The basic structural theorem is then as follows.

Theorem 1 (Kronecker factor)Let be an ultra approximate group. Then there exists a (standard) locally compact abelian group of the formfor some standard and some compact abelian group , equipped with a Haar measure and a measurable homomorphism (using the Loeb -algebra on and the Baire -algebra on ), with the following properties:

- (i) has dense image, and is the pushforward of Loeb measure by .
- (ii) There exists sets with open and compact, such that
- (iii) Whenever with compact and open, there exists a nonstandard finite set such that
- (iv) If , then we have the convolution formula
where are the pushforwards of to , the convolution on the right-hand side is convolution using , and is the pullback map from to . In particular, if , then for all .

One can view the locally compact abelian group as a “model “or “Kronecker factor” for the ultra approximate group (in close analogy with the Kronecker factor from ergodic theory). In the case that is a genuine nonstandard finite group rather than an ultra approximate group, the non-compact components of the Kronecker group are trivial, and this theorem was implicitly established by Szegedy. The compact group is quite large, and in particular is likely to be inseparable; but as with the case of graphons, when one is only studying at most countably many functions , one can cut down the size of this group to be separable (or equivalently, second countable or metrisable) if desired, so one often works with a “reduced Kronecker factor” which is a quotient of the full Kronecker factor . Once one is in the separable case, the Baire sigma algebra is identical with the more familiar Borel sigma algebra.

Given any sequence of uniformly bounded functions for some fixed , we can view the function defined by

as an “additive limit” of the , in much the same way that graphons are limits of the indicator functions . The additive limits capture some of the statistics of the , for instance the normalised means

converge (along the ultrafilter ) to the mean

and for three sequences of functions, the normalised correlation

converges along to the correlation

the normalised Gowers norm

converges along to the Gowers norm

and so forth. We caution however that some correlations that involve evaluating more than one function at the same point will not necessarily be preserved in the additive limit; for instance the normalised norm

does not necessarily converge to the norm

but can converge instead to a larger quantity, due to the presence of the orthogonal projection in the definition (4) of .

An important special case of an additive limit occurs when the functions involved are indicator functions of some subsets of . The additive limit does not necessarily remain an indicator function, but instead takes values in (much as a graphon takes values in even though the original indicators take values in ). The convolution is then the ultralimit of the normalised convolutions ; in particular, the measure of the support of provides a lower bound on the limiting normalised cardinality of a sumset. In many situations this lower bound is an equality, but this is not necessarily the case, because the sumset could contain a large number of elements which have very few () representations as the sum of two elements of , and in the limit these portions of the sumset fall outside of the support of . (One can think of the support of as describing the “essential” sumset of , discarding those elements that have only very few representations.) Similarly for higher convolutions of . Thus one can use additive limits to partially control the growth of iterated sumsets of subsets of approximate groups , in the regime where stays bounded and goes to infinity.

Theorem 1 can be proven by Fourier-analytic means (combined with Freiman’s theorem from additive combinatorics), and we will do so below the fold. For now, we give some illustrative examples of additive limits.

Example 2 (Bohr sets)We take to be the intervals , where is a sequence going to infinity; these are -approximate groups for all . Let be an irrational real number, let be an interval in , and for each natural number let be the Bohr setIn this case, the (reduced) Kronecker factor can be taken to be the infinite cylinder with the usual Lebesgue measure . The additive limits of and end up being and , where is the finite cylinder

and is the rectangle

Geometrically, one should think of and as being wrapped around the cylinder via the homomorphism , and then one sees that is converging in some normalised weak sense to , and similarly for and . In particular, the additive limit predicts the growth rate of the iterated sumsets to be quadratic in until becomes comparable to , at which point the growth transitions to linear growth, in the regime where is bounded and is large.

If were rational instead of irrational, then one would need to replace by the finite subgroup here.

Example 3 (Structured subsets of progressions)We take be the rank two progressionwhere is a sequence going to infinity; these are -approximate groups for all . Let be the subset

Then the (reduced) Kronecker factor can be taken to be with Lebesgue measure , and the additive limits of the and are then and , where is the square

and is the circle

Geometrically, the picture is similar to the Bohr set one, except now one uses a Freiman homomorphism for to embed the original sets into the plane . In particular, one now expects the growth rate of the iterated sumsets and to be quadratic in , in the regime where is bounded and is large.

Example 4 (Dissociated sets)Let be a fixed natural number, and takewhere are randomly chosen elements of a large cyclic group , where is a sequence of primes going to infinity. These are -approximate groups. The (reduced) Kronecker factor can (almost surely) then be taken to be with counting measure, and the additive limit of is , where and is the standard basis of . In particular, the growth rates of should grow approximately like for bounded and large.

Example 5 (Random subsets of groups)Let be a sequence of finite additive groups whose order is going to infinity. Let be a random subset of of some fixed density . Then (almost surely) the Kronecker factor here can be reduced all the way to the trivial group , and the additive limit of the is the constant function . The convolutions then converge in the ultralimit (modulo almost everywhere equivalence) to the pullback of ; this reflects the fact that of the elements of can be represented as the sum of two elements of in ways. In particular, occupies a proportion of .

Example 6 (Trigonometric series)Take for a sequence of primes going to infinity, and for each let be an infinite sequence of frequencies chosen uniformly and independently from . Let denote the random trigonometric seriesThen (almost surely) we can take the reduced Kronecker factor to be the infinite torus (with the Haar probability measure ), and the additive limit of the then becomes the function defined by the formula

In fact, the pullback is the ultralimit of the . As such, for any standard exponent , the normalised norm

can be seen to converge to the limit

The reader is invited to consider combinations of the above examples, e.g. random subsets of Bohr sets, to get a sense of the general case of Theorem 1.

It is likely that this theorem can be extended to the noncommutative setting, using the noncommutative Freiman theorem of Emmanuel Breuillard, Ben Green, and myself, but I have not attempted to do so here (see though this recent preprint of Anush Tserunyan for some related explorations); in a separate direction, there should be extensions that can control higher Gowers norms, in the spirit of the work of Szegedy.

Note: the arguments below will presume some familiarity with additive combinatorics and with nonstandard analysis, and will be a little sketchy in places.

There are a number of ways to construct the real numbers , for instance

- as the metric completion of (thus, is defined as the set of Cauchy sequences of rationals, modulo Cauchy equivalence);
- as the space of Dedekind cuts on the rationals ;
- as the space of quasimorphisms on the integers, quotiented by bounded functions. (I believe this construction first appears in this paper of Street, who credits the idea to Schanuel, though the germ of this construction arguably goes all the way back to Eudoxus.)

There is also a fourth family of constructions that proceeds via nonstandard analysis, as a special case of what is known as the *nonstandard hull construction*. (Here I will assume some basic familiarity with nonstandard analysis and ultraproducts, as covered for instance in this previous blog post.) Given an unbounded nonstandard natural number , one can define two external additive subgroups of the nonstandard integers :

- The group of all nonstandard integers of magnitude less than or comparable to ; and
- The group of nonstandard integers of magnitude infinitesimally smaller than .

The group is a subgroup of , so we may form the quotient group . This space is isomorphic to the reals , and can in fact be used to construct the reals:

Proposition 1For any coset of , there is a unique real number with the property that . The map is then an isomorphism between the additive groups and .

*Proof:* Uniqueness is clear. For existence, observe that the set is a Dedekind cut, and its supremum can be verified to have the required properties for .

In a similar vein, we can view the unit interval in the reals as the quotient

where is the nonstandard (i.e. internal) set ; of course, is not a group, so one should interpret as the image of under the quotient map (or , if one prefers). Or to put it another way, (1) asserts that is the image of with respect to the map .

In this post I would like to record a nice measure-theoretic version of the equivalence (1), which essentially appears already in standard texts on Loeb measure (see e.g. this text of Cutland). To describe the results, we must first quickly recall the construction of *Loeb measure* on . Given an internal subset of , we may define the elementary measure of by the formula

This is a finitely additive probability measure on the Boolean algebra of internal subsets of . We can then construct the *Loeb outer measure* of any subset in complete analogy with Lebesgue outer measure by the formula

where ranges over all sequences of internal subsets of that cover . We say that a subset of is *Loeb measurable* if, for any (standard) , one can find an internal subset of which differs from by a set of Loeb outer measure at most , and in that case we define the *Loeb measure* of to be . It is a routine matter to show (e.g. using the Carathéodory extension theorem) that the space of Loeb measurable sets is a -algebra, and that is a countably additive probability measure on this space that extends the elementary measure . Thus now has the structure of a probability space .

Now, the group acts (Loeb-almost everywhere) on the probability space by the addition map, thus for and (excluding a set of Loeb measure zero where exits ). This action is clearly seen to be measure-preserving. As such, we can form the *invariant factor* , defined by restricting attention to those Loeb measurable sets with the property that is equal -almost everywhere to for each .

The claim is then that this invariant factor is equivalent (up to almost everywhere equivalence) to the unit interval with Lebesgue measure (and the trivial action of ), by the same factor map used in (1). More precisely:

Theorem 2Given a set , there exists a Lebesgue measurable set , unique up to -a.e. equivalence, such that is -a.e. equivalent to the set . Conversely, if is Lebesgue measurable, then is in , and .

More informally, we have the measure-theoretic version

of (1).

*Proof:* We first prove the converse. It is clear that is -invariant, so it suffices to show that is Loeb measurable with Loeb measure . This is easily verified when is an elementary set (a finite union of intervals). By countable subadditivity of outer measure, this implies that Loeb outer measure of is bounded by the Lebesgue outer measure of for any set ; since every Lebesgue measurable set differs from an elementary set by a set of arbitrarily small Lebesgue outer measure, the claim follows.

Now we establish the forward claim. Uniqueness is clear from the converse claim, so it suffices to show existence. Let . Let be an arbitrary standard real number, then we can find an internal set which differs from by a set of Loeb measure at most . As is -invariant, we conclude that for every , and differ by a set of Loeb measure (and hence elementary measure) at most . By the (contrapositive of the) underspill principle, there must exist a standard such that and differ by a set of elementary measure at most for all . If we then define the nonstandard function by the formula

then from the (nonstandard) triangle inequality we have

(say). On the other hand, has the Lipschitz continuity property

and so in particular we see that

for some Lipschitz continuous function . If we then let be the set where , one can check that differs from by a set of Loeb outer measure , and hence does so also. Sending to zero, we see (from the converse claim) that is a Cauchy sequence in and thus converges in for some Lebesgue measurable . The sets then converge in Loeb outer measure to , giving the claim.

Thanks to the Lebesgue differentiation theorem, the conditional expectation of a bounded Loeb-measurable function can be expressed (as a function on , defined -a.e.) as

By the abstract ergodic theorem from the previous post, one can also view this conditional expectation as the element in the closed convex hull of the shifts , of minimal norm. In particular, we obtain a form of the von Neumann ergodic theorem in this context: the averages for converge (as a net, rather than a sequence) in to .

If is (the standard part of) an internal function, that is to say the ultralimit of a sequence of finitary bounded functions, one can view the measurable function as a limit of the that is analogous to the “graphons” that emerge as limits of graphs (see e.g. the recent text of Lovasz on graph limits). Indeed, the measurable function is related to the discrete functions by the formula

for all , where is the nonprincipal ultrafilter used to define the nonstandard universe. In particular, from the Arzela-Ascoli diagonalisation argument there is a subsequence such that

thus is the asymptotic density function of the . For instance, if is the indicator function of a randomly chosen subset of , then the asymptotic density function would equal (almost everywhere, at least).

I’m continuing to look into understanding the ergodic theory of actions, as I believe this may allow one to apply ergodic theory methods to the “single-scale” or “non-asymptotic” setting (in which one averages only over scales comparable to a large parameter , rather than the traditional asymptotic approach of letting the scale go to infinity). I’m planning some further posts in this direction, though this is still a work in progress.

(This is an extended blog post version of my talk “Ultraproducts as a Bridge Between Discrete and Continuous Analysis” that I gave at the Simons institute for the theory of computing at the workshop “Neo-Classical methods in discrete analysis“. Some of the material here is drawn from previous blog posts, notably “Ultraproducts as a bridge between hard analysis and soft analysis” and “Ultralimit analysis and quantitative algebraic geometry“‘. The text here has substantially more details than the talk; one may wish to skip all of the proofs given here to obtain a closer approximation to the original talk.)

Discrete analysis, of course, is primarily interested in the study of *discrete* (or “finitary”) mathematical objects: integers, rational numbers (which can be viewed as ratios of integers), finite sets, finite graphs, finite or discrete metric spaces, and so forth. However, many powerful tools in mathematics (e.g. ergodic theory, measure theory, topological group theory, algebraic geometry, spectral theory, etc.) work best when applied to *continuous* (or “infinitary”) mathematical objects: real or complex numbers, manifolds, algebraic varieties, continuous topological or metric spaces, etc. In order to apply results and ideas from continuous mathematics to discrete settings, there are basically two approaches. One is to directly discretise the *arguments* used in continuous mathematics, which often requires one to keep careful track of all the bounds on various quantities of interest, particularly with regard to various error terms arising from discretisation which would otherwise have been negligible in the continuous setting. The other is to construct continuous objects as *limits* of sequences of discrete objects of interest, so that results from continuous mathematics may be applied (often as a “black box”) to the continuous limit, which then can be used to deduce consequences for the original discrete objects which are quantitative (though often ineffectively so). The latter approach is the focus of this current talk.

The following table gives some examples of a discrete theory and its continuous counterpart, together with a limiting procedure that might be used to pass from the former to the latter:

(Discrete) | (Continuous) | (Limit method) |

Ramsey theory | Topological dynamics | Compactness |

Density Ramsey theory | Ergodic theory | Furstenberg correspondence principle |

Graph/hypergraph regularity | Measure theory | Graph limits |

Polynomial regularity | Linear algebra | Ultralimits |

Structural decompositions | Hilbert space geometry | Ultralimits |

Fourier analysis | Spectral theory | Direct and inverse limits |

Quantitative algebraic geometry | Algebraic geometry | Schemes |

Discrete metric spaces | Continuous metric spaces | Gromov-Hausdorff limits |

Approximate group theory | Topological group theory | Model theory |

As the above table illustrates, there are a variety of different ways to form a limiting continuous object. Roughly speaking, one can divide limits into three categories:

**Topological and metric limits**. These notions of limits are commonly used by analysts. Here, one starts with a sequence (or perhaps a net) of objects in a common space , which one then endows with the structure of a topological space or a metric space, by defining a notion of distance between two points of the space, or a notion of open neighbourhoods or open sets in the space. Provided that the sequence or net is convergent, this produces a limit object , which remains in the same space, and is “close” to many of the original objects with respect to the given metric or topology.**Categorical limits**. These notions of limits are commonly used by algebraists. Here, one starts with a sequence (or more generally, a diagram) of objects in a category , which are connected to each other by various morphisms. If the ambient category is well-behaved, one can then form the direct limit or the inverse limit of these objects, which is another object in the same category , and is connected to the original objects by various morphisms.**Logical limits**. These notions of limits are commonly used by model theorists. Here, one starts with a sequence of objects or of spaces , each of which is (a component of) a model for given (first-order) mathematical language (e.g. if one is working in the language of groups, might be groups and might be elements of these groups). By using devices such as the ultraproduct construction, or the compactness theorem in logic, one can then create a new object or a new space , which is still a model of the same language (e.g. if the spaces were all groups, then the limiting space will also be a group), and is “close” to the original objects or spaces in the sense that any assertion (in the given language) that is true for the limiting object or space, will also be true for many of the original objects or spaces, and conversely. (For instance, if is an abelian group, then the will also be abelian groups for many .)

The purpose of this talk is to highlight the third type of limit, and specifically the ultraproduct construction, as being a “universal” limiting procedure that can be used to replace most of the limits previously mentioned. Unlike the topological or metric limits, one does not need the original objects to all lie in a common space in order to form an ultralimit ; they are permitted to lie in different spaces ; this is more natural in many discrete contexts, e.g. when considering graphs on vertices in the limit when goes to infinity. Also, no convergence properties on the are required in order for the ultralimit to exist. Similarly, ultraproduct limits differ from categorical limits in that no morphisms between the various spaces involved are required in order to construct the ultraproduct.

With so few requirements on the objects or spaces , the ultraproduct construction is necessarily a very “soft” one. Nevertheless, the construction has two very useful properties which make it particularly useful for the purpose of extracting good continuous limit objects out of a sequence of discrete objects. First of all, there is Łos’s theorem, which roughly speaking asserts that any first-order sentence which is asymptotically obeyed by the , will be *exactly* obeyed by the limit object ; in particular, one can often take a discrete sequence of “partial counterexamples” to some assertion, and produce a continuous “complete counterexample” that same assertion via an ultraproduct construction; taking the contrapositives, one can often then establish a rigorous equivalence between a quantitative discrete statement and its qualitative continuous counterpart. Secondly, there is the countable saturation property that ultraproducts automatically enjoy, which is a property closely analogous to that of compactness in topological spaces, and can often be used to ensure that the continuous objects produced by ultraproduct methods are “complete” or “compact” in various senses, which is particularly useful in being able to upgrade qualitative (or “pointwise”) bounds to quantitative (or “uniform”) bounds, more or less “for free”, thus reducing significantly the burden of “epsilon management” (although the price one pays for this is that one needs to pay attention to which mathematical objects of study are “standard” and which are “nonstandard”). To achieve this compactness or completeness, one sometimes has to restrict to the “bounded” portion of the ultraproduct, and it is often also convenient to quotient out the “infinitesimal” portion in order to complement these compactness properties with a matching “Hausdorff” property, thus creating familiar examples of continuous spaces, such as locally compact Hausdorff spaces.

Ultraproducts are not the only logical limit in the model theorist’s toolbox, but they are one of the simplest to set up and use, and already suffice for many of the applications of logical limits outside of model theory. In this post, I will set out the basic theory of these ultraproducts, and illustrate how they can be used to pass between discrete and continuous theories in each of the examples listed in the above table.

Apart from the initial “one-time cost” of setting up the ultraproduct machinery, the main loss one incurs when using ultraproduct methods is that it becomes very difficult to extract explicit quantitative bounds from results that are proven by transferring qualitative continuous results to the discrete setting via ultraproducts. However, in many cases (particularly those involving regularity-type lemmas) the bounds are already of tower-exponential type or worse, and there is arguably not much to be lost by abandoning the explicit quantitative bounds altogether.

## Recent Comments