A finitely additive generalization of Birkhoff's ergodic theorem

Author:
S. Ramakrishnan

Journal:
Proc. Amer. Math. Soc. **96** (1986), 299-305

MSC:
Primary 28D05; Secondary 60F15

MathSciNet review:
818462

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Abstract | References | Similar Articles | Additional Information

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 as well as for positive recurrent Markov chains.

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Additional Information

DOI:
https://doi.org/10.1090/S0002-9939-1986-0818462-7

Keywords:
Ergodic theorem,
finitely additive probability,
i.i.d. measure,
Markov chain

Article copyright:
© Copyright 1986
American Mathematical Society