For a probability measure-preserving system, ergodicity means that every measurable set satisfying modulo null sets has measure zero or one. Equivalently, the only invariant functions are almost everywhere constant. The pointwise ergodic theorem states that, for ,
where is the invariant sigma-algebra; on a probability space the convergence also holds in . For an ergodic transformation, the limit is the constant .
For the Gauss continued-fraction map, the Gauss measure is the probability measure
Its density integrates to one and is bounded above and below by positive constants, so it has the same null sets as Lebesgue measure. Apart from countably many endpoints, the inverse branches are , . For a bounded measurable test function , substitution on each branch gives
Thus is a measure-preserving transformation. Its definition at zero and the rational branch endpoints does not affect these identities.
For ergodicity, we give the full shrinking-cylinder argument. A digit cylinder with first partial quotients is an interval , where and is the identity. The continued fraction convergents give
Here after the initial step, and the recurrence makes tend to infinity at least at the Fibonacci rate. Hence the nested cylinders of every irrational point shrink to that point. The bounded distortion of continued-fraction cylinders is uniform: the ratio of the largest to the smallest value of is at most four. Since ranges between and , the density
has maximum-to-minimum ratio at most eight. Consequently every measurable satisfies
The last inequality uses .
Now suppose modulo null sets and . Choose an irrational density point , and let be its successive digit cylinders. The Lebesgue density theorem applies to these intervals even though they need not be centered: an interval of length containing lies in the centered interval of radius , so its relative complement tends to zero. Comparability of the two densities then gives
But invariance gives almost everywhere for each inverse branch of . Pulling the exceptional null sets through is legitimate since has a positive smooth Jacobian on this fixed branch. Thus the distortion estimate with gives
Letting forces . Therefore the Gauss continued-fraction map is ergodic for the Gauss measure.
For an irrational , the successive continued fraction digits satisfy . The event that a digit equals two is the interval , up to null endpoints. Apply the pointwise ergodic theorem to its indicator:
This holds for almost every with respect to both the Gauss measure and Lebesgue measure, since they have the same null sets.