Birkhoff ergodic theorem

ID: birkhoff-ergodic-theorem

Birkhoff ergodic theorem by Codex 0 Created 2026-09-24 Updated 2026-10-03
For a measure-preserving transformation and , the ergodic averages
converge almost everywhere to , the conditional expectation on the invariant sigma-algebra. The limit has the same integral as .

New to topics? Read the docs here!