Maximal ergodic theorem
From Infogalactic: the planetary knowledge core
Then the maximal ergodic theorem states that
for any λ ∈ R.
This theorem is used to prove the point-wise ergodic theorem.
- 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, ISBN 0-940600-64-1, doi:10.1214/074921706000000266.
|This probability-related article is a stub. You can help Infogalactic by expanding it.|