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Maximal ergodic theorem

From Wikipedia, the free encyclopedia

The maximal ergodic theorem is a theorem in ergodic theory, a discipline within mathematics.

Suppose that is a probability space, that is a (possibly noninvertible) measure-preserving transformation, and that . Define by

Then the maximal ergodic theorem states that

for any λ ∈ R.

This theorem is used to prove the point-wise ergodic theorem.

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  • ✪ Amos Nevo: Representation theory, effective ergodic theorems, and applications - Lecture 1

Transcription

References

  • Keane, Michael; Petersen, Karl (2006), "Easy and nearly simultaneous proofs of the Ergodic Theorem and Maximal Ergodic Theorem", Institute of Mathematical Statistics Lecture Notes - Monograph Series, Institute of Mathematical Statistics Lecture Notes - Monograph Series, 48: 248–251, arXiv:math/0004070, doi:10.1214/074921706000000266, ISBN 0-940600-64-1.
This page was last edited on 20 October 2019, at 18:56
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