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.
Description
First for measurable . The averages converge a.e. to an exactly invariant function , which is therefore measurable for the -algebra of invariant sets. For the averages of converge to , 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 for every , which makes the conditional expectation . Convergence in follows by the same truncation. A general integrable agrees a.e. with a measurable one, and then so do its averages and its conditional expectation.