Use probability measure-preserving systems: is measurable and . Its invariant sigma-algebra is
Ergodicity means that every invariant measurable set has measure zero or one:
Equivalently, every invariant measurable function is constant almost everywhere. Indeed all rational sublevel sets of a real invariant function belong to , so the zero-or-one alternative forces its distribution to concentrate at one value. Apply this to real and imaginary parts for complex functions. Conversely, an invariant set has an invariant indicator, so the function criterion implies the set criterion. This is the invariant-function characterization of ergodicity.
For an irrational rotation of the circle, with , an invariant has Fourier coefficients satisfying
For the multiplier is nonzero. Completeness of the Fourier series basis therefore makes constant. Apply this to an invariant indicator to prove the irrational rotation is ergodic. A second example is the cyclic permutation of points with equal masses: a nonempty invariant set contains the whole cycle and hence has measure one.
The identity on with Lebesgue measure is not ergodic, since is invariant and has measure . Nor is rotation by on the circle: the set
is invariant and has measure . These examples also show why preservation of measure does not imply ergodicity.
Let be the Koopman operator, , and set
The Von Neumann mean ergodic theorem says that, for , these Cesàro averages converge in to the orthogonal projection onto the invariant functions:
For an invertible system, is a unitary operator. The Hilbert-space theorem states more generally that the Cesàro averages of any unitary operator converge strongly to its fixed-space projection.
Here is the requested invertible-case proof. Since ,
Thus the orthogonal decomposition for unitary ergodic averages is
On the first summand, . On a vector , telescoping gives
Because , approximation extends this convergence to the closure of the range. The orthogonal decomposition now proves the theorem for every . An invariant function is -measurable, and an -measurable function is invariant by approximation with indicators; hence the projection is the stated conditional expectation.
In an ergodic system, invariant functions are constants by the criterion already proved. Their orthogonal projection is obtained by taking the inner product with , whose norm is one. Therefore the ergodic limit is the space average:
The Birkhoff ergodic theorem states that, for ,
The limit is invariant, integrable, and has the same integral as . On a probability space convergence also holds in . In an ergodic system the limit is almost everywhere.
For the topological sharpening, take a continuous map on a compact metric space. Unique ergodicity means there is exactly one invariant Borel probability measure . The uniform ergodic convergence for uniquely ergodic systems says that every continuous real or complex satisfies
Thus convergence holds at every point and uniformly in that point. The continuity, compactness and continuous-observable hypotheses belong to this theorem; it is not a claim of uniform convergence for all measurable functions.
A continuous transformation of a compact metric space is uniquely ergodic when there is exactly one -invariant Borel probability measure on . We use the usual compact-space convention for unique ergodicity; the compactness and continuity hypotheses matter in the assertion about all starting points.
Let on the circle group, with irrational. Normalized Lebesgue measure is invariant under this irrational rotation of the circle. If is any invariant Borel probability measure, define its Fourier coefficients by . Invariance gives
For , irrationality makes , so ; also . These are the Fourier coefficients of . Hence and have the same integrals against every trigonometric polynomial. Such polynomials are uniformly dense in the continuous functions by the Stone-Weierstrass theorem, so the measures agree on every continuous test function and therefore agree as Borel measures. Thus
For the general uniquely ergodic system, fix and form the empirical measures
On a compact metric space, the Borel probability measures are compact for weak convergence of probability measures. Any subsequential limit is invariant: for every continuous ,
Here is bounded and is continuous, so the identity passes to the limit. Uniqueness of the invariant Borel probability measure gives . Every subsequential limit is therefore , and compactness implies convergence of the entire sequence. Testing against proves
In fact this proves uniform ergodic convergence for uniquely ergodic systems: if convergence were not uniform in , choose and where the discrepancy stays above a fixed positive number. The same compactness and telescoping argument applied to forces a subsequence to converge to , a contradiction. This also makes clear why an almost-everywhere Birkhoff ergodic theorem alone would not establish the requested everywhere assertion. Without the compact-space hypothesis the assertion need not hold: on the discrete space , set and . The only invariant probability is , but the continuous bounded function which is zero at and one on the integer orbit has orbit average one there.
For the decimal application put . This is irrational: if with positive integers , then , contradicting unique prime factorization. Writing with and gives . Its leading decimal digit is seven exactly when
The half-open upper endpoint correctly excludes powers whose leading digit is eight, including .
The indicator of is not continuous, so an extra step is needed. For any , choose continuous functions on the circle with and , by tapering in small neighbourhoods of the two endpoints. Applying the everywhere averaging result to these functions traps the lower and upper limits of the interval frequency between their integrals. Letting proves everywhere interval frequency under an irrational rotation. Consequently
This is the leading-seven case of Benford frequencies for powers of an integer.