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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 2, Pages 380–383
(Mi tvp2605)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
A generalization of an ergodic theorem of Hopf
A. A. Tempel'man Institute of Physics and Mathematics, Academy of Sciences, Lithuanian SSR
Abstract:
Let $X$ be a separable locally compact semigroup; let($\Omega$, $\mathfrak G$, $m$) be a space with a $\sigma$-finite measure $m$ and let $T_x$, $x\in X$, be a dynamic system in $\Omega$ with “time” from $X$. Let, further, $p$ and $q$ be probability Borel measures on $X$ and $\lambda_n=\sum_{k=0}^np*q^{*k}$. If $f$, $g\in L_1(m)$ and $g>0$ then the limit
$$
\lim_{n\to\infty}\int_Xf(T_x\omega)\lambda_n(dx)\bigg/\int_Xg(T_x\omega)\lambda_n(dx)=h_{f,g}(\omega)
$$
is shown to exist almost everywhere on $\Omega$.
$(p,q)$-conservative dynamic systems are defined as systems inducing recurrent random walks in $\Omega$ in correspondence with the measures $p$ and $q$. For such dynamic systems the equality $h_{f,g}=\mathbf E(f\mid\mathfrak F)$ is proved where $\mathbf E(f\mid\mathfrak F)$ is the conditional expectation of the function $f(\omega)$ given the $\sigma$-algebra $\mathfrak F$ of measurable invariant sets.
Received: 21.07.1970
Citation:
A. A. Tempel'man, “A generalization of an ergodic theorem of Hopf”, Teor. Veroyatnost. i Primenen., 17:2 (1972), 380–383; Theory Probab. Appl., 17:2 (1973), 363–365
Linking options:
https://www.mathnet.ru/eng/tvp2605 https://www.mathnet.ru/eng/tvp/v17/i2/p380
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