A finitely additive generalization of birkhoff’s ergodic theorem

Research output: Contribution to journalArticlepeer-review

Abstract

A finitely additive generalization of Birkhoff s ergodic theorem is obtained which yields, in particular, strong laws of large numbers in the i.i.d. setting aswell as for positive recurrent Markov chains.

Original languageEnglish (US)
Pages (from-to)299-305
Number of pages7
JournalProceedings of the American Mathematical Society
Volume96
Issue number2
DOIs
StatePublished - Feb 1986

Keywords

  • Ergodic theorem
  • Finitely additive probability
  • I.I.D. measure
  • Markov chain

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics

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