释义 |
Birkhoff's Ergodic TheoremLet be an ergodic Endomorphism of the Probability Space and let be a real-valued Measurable Function. Then for Almost Every , we have
| (1) |
as . To illustrate this, take to be the characteristic function of some Subset of so that
| (2) |
The left-hand side of (1) just says how often the orbit of (that is, the points , , , ...)lies in , and the right-hand side is just the Measure of . Thus, for an ergodic Endomorphism,``space-averages = time-averages almost everywhere.'' Moreover, if is continuous and uniquely ergodic withBorel Probability Measure and is continuous, then we can replace the Almost Everywhere convergencein (1) to everywhere.
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