Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 3 / 26K (Probability and Measure)

Let $T$ be a measure-preserving transformation of $(X,\mathcal{F},\mu )$ and let $f\in L^1(\mu )$. The Birkhoff ergodic theorem states thatalmost everywhere, where $\mathcal{I}$ is the invariant sigma-algebra. The limit is $T$-invariant and

Assume now that $\mu (X)=1$. For $M>0$, letbe the bounded truncation of $f$, and let $f_M^{\ast }$ be its Birkhoff limit. Since $|A_n{f}_M-f_M^{\ast }|\le 2M$ on a finite measure space, the dominated convergence theorem givesMeasure preservation and the triangle inequality give the $L^1$ contractionMoreover, the almost-everywhere convergence and Fatou lemma implyConsequentlySince $f_M\to f$ in $L^1$, letting $M\to \infty$ proves the L1 convergence in the Birkhoff ergodic theorem on a finite measure space:

Let $T(x)=x+\alpha (\mathrm{mod}1)$ with irrational $\alpha$. This irrational rotation of the circle preserves Lebesgue measure and is ergodic. Apply the Birkhoff ergodic theorem to the indicator function $1_A$. Its limitis invariant, hence almost everywhere constant by ergodicity. Its integral must equal that of $1_A$, so the constant is $\mu (A)$. Thereforefor Lebesgue measure-almost every $x\in (0,1]$.

Write the interval as $I=(c,d]$, where $0<c<d<1$, to avoid confusing its left endpoint with the rotation parameter $\alpha$. For every sufficiently large integer $k$, define an inner and outer interval on the circle byApply part (b) simultaneously to this countable collection of intervals. The intersection $G$ of the corresponding full-measure sets still has full Lebesgue measure, and is therefore dense in the circle.

Fix an arbitrary $x$. For each sufficiently large $k$, choose $y_k\in G$ with circle distance less than $1/k$ from $x$. An irrational circle rotation preserves this distance, so for every $j\ge 0$,Averaging and using part (b) for $y_k$ givesLetting $k\to \infty$ proves the everywhere interval frequency under an irrational rotation: