Added to Favorites

Popular Searches

Nearby Words

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

Suppose that $(X,\; mathcal\{B\},\; mu)$ is a probability space, that $T\; :\; X\; to\; X$ is a (possibly noninvertible) measure-preserving transformation, and that $f\; in\; L^1(mu)$. Define $f^*$ by

- $f^*\; =\; sup\_\{N=1ldotsinfty\}\; frac1N\; sum\_\{i=0\}^\{N-1\}\; f\; circ\; T^i.$

- $int\_\{f^*\; >\; lambda\}\; f\; ,dmu\; ge\; lambda\; cdot\; mu\{\; f^*\; >\; lambda\}$

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

- .

Wikipedia, the free encyclopedia © 2001-2006 Wikipedia contributors (Disclaimer)

This article is licensed under the GNU Free Documentation License.

Last updated on Monday May 26, 2008 at 14:47:48 PDT (GMT -0700)

View this article at Wikipedia.org - Edit this article at Wikipedia.org - Donate to the Wikimedia Foundation

This article is licensed under the GNU Free Documentation License.

Last updated on Monday May 26, 2008 at 14:47:48 PDT (GMT -0700)

View this article at Wikipedia.org - Edit this article at Wikipedia.org - Donate to the Wikimedia Foundation

Copyright © 2014 Dictionary.com, LLC. All rights reserved.