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Proof of `Birkhoff's pointwise ergodic theorem` (1st statement)

groundedproofs/Lax606786Proofs/Birkhoff/Invariant.lean · lax-606786

What this proof establishes

Assuming the claims on the left, the claim on the right holds — checked by the archive's pipeline. Proof code is not displayed here.

Read the Lean proof on GitLab

Description

First for measurable ff. The averages converge a.e. to an exactly invariant function LL, which is therefore measurable for the σσ-algebra Iℐ of invariant sets. For A∈IA ∈ ℐ the averages of 𝟙Af𝟙_A f converge to 𝟙AL𝟙_A L, and the integral of the a.e. limit of the averages of an integrable function equals the integral of that function (dominated convergence after truncation, and Fatou for the remainder); so ∫AL=∫Af∫_A L = ∫_A f for every A∈IA ∈ ℐ, which makes LL the conditional expectation 𝔼[f∣I]𝔼[f | ℐ]. Convergence in L1L¹ follows by the same truncation. A general integrable ff agrees a.e. with a measurable one, and then so do its averages and its conditional expectation.