Let
be an ergodic endomorphism of the probability
space
and let
be a real-valued measurable function. Then
for almost every
, we have
(1)
|
as .
To illustrate this, take
to be the characteristic
function of some subset
of
so that
(2)
|
The left-hand side of (1) just says how often the orbit of
(that is, the points
,
,
, ...) lies in
, and the right-hand side is just the measure
of
.
Thus, for an ergodic endomorphism, "space-averages
= time-averages almost everywhere." Moreover, if
is continuous and uniquely ergodic with Borel
measure
and
is continuous, then we can replace the almost everywhere
convergence in (1) with "everywhere."