Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 3 / 26K / a / Solution

Let $T$ be a measure-preserving transformation of $(X,\mathcal{F},\mu )$ and let $f\in L^1(\mu )$. The Birkhoff ergodic theorem states thatalmost everywhere, where $\mathcal{I}$ is the invariant sigma-algebra. The limit is $T$-invariant and

Assume now that $\mu (X)=1$. For $M>0$, letbe the bounded truncation of $f$, and let $f_M^{\ast }$ be its Birkhoff limit. Since $|A_n{f}_M-f_M^{\ast }|\le 2M$ on a finite measure space, the dominated convergence theorem givesMeasure preservation and the triangle inequality give the $L^1$ contractionMoreover, the almost-everywhere convergence and Fatou lemma implyConsequentlySince $f_M\to f$ in $L^1$, letting $M\to \infty$ proves the L1 convergence in the Birkhoff ergodic theorem on a finite measure space:

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