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Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 4 / 26J / b

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2018 ii Paper 4 26J
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The Birkhoff ergodic theorem states that if T is a measure-preserving transformation and f∈L1(μ), then
n1​j=0∑n−1​f(Tjx)⟶E[f∣I](x)for almost every x​,
(1)
where I is the invariant sigma-algebra. The limit has the same integral as f. If T is an ergodic transformation, the limit is the constant ∫X​fdμ almost everywhere.

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