ThmDex – An index of mathematical definitions, results, and conjectures.
Birkhoff ergodic theorem
Formulation 0
Let $M = (X, \mathcal{F}, \mu, T)$ be a D2827: Measure-preserving system such that
(i) $(X, \mathcal{F}, \mu)$ is a D2707: Sigma-bounded measure space
(ii) $f : X \to \mathbb{C}$ is a D5617: Complex Borel function on $M$
(iii) \begin{equation} \Vert f \Vert_{L^1} < \infty \end{equation}
Then
(1) \begin{equation} \exists \, f^* \in \mathfrak{L}^1(M \to \mathbb{C}) : \lim_{N \to \infty} \frac{1}{N} \sum_{n = 0}^{N - 1} (f \circ T^n) \overset{a.e.}{=} f^* \end{equation}
(2) \begin{equation} f^* \circ T \overset{a.e.}{=} f^* \end{equation}
(3) \begin{equation} \mu(X) < \infty \quad \implies \quad \int_X f^* \, d \mu = \int_X f \, d \mu \end{equation}