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 the first displayed equation 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 the first displayed equation with "everywhere."