Probability and Measure, Lecture 13: The Ergodic Theorem

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We state and prove the Ergodic theorems for almost everywhere convergence and for convergence in Lp, which are attributed to Birkhoff and Von Neumann, respectively. These require the notion of a measure preserving map and ergodicity.

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Thanks a lot for the effort! Your lectures are among the best on YouTube.

DanielJanzon
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Very nice course. By far the best topic and lecture as well in this series. Bravo - Brian from Toronto :)

JaGWiREE
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Hi, professor, any plan for further topics following probability and measure, such as stochastic process? I really enjoy your lectures!!

fredxu