B3.12

Probability and Measure | Part II, 2001

State and prove Birkhoff's almost-everywhere ergodic theorem.

[You need not prove convergence in LpL_{p} and the maximal ergodic lemma may be assumed provided that it is clearly stated.]

Let Ω=[0,1),F=B([0,1))\Omega=[0,1), \mathcal{F}=\mathcal{B}([0,1)) be the Borel σ\sigma-field and let P\mathbb{P} be Lebesgue measure on (Ω,F)(\Omega, \mathcal{F}). Give an example of an ergodic measure-preserving map θ:ΩΩ\theta: \Omega \rightarrow \Omega (you need not prove it is ergodic).

Let f(x)=xf(x)=x for x[0,1)x \in[0,1). Find (at least for all xx outside a set of measure zero)

limn1ni=1n(fθi1)(x).\lim _{n \rightarrow \infty} \frac{1}{n} \sum_{i=1}^{n}\left(f \circ \theta^{i-1}\right)(x) .

Briefly justify your answer.

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