Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
6.2 Birkhoff ’s Ergodic Theorem
Exercise 6.2.1. Show that if X ∈ L p X \in L^{p} X∈
本文介绍了Birkhoff遍历定理在概率论中的应用,通过解答Durrett的教材习题,讨论了Lp收敛性、几乎处处收敛和L1收敛的条件。同时,展示了Wiener的最大不等式及其在估计概率中的作用。
Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
Exercise 6.2.1. Show that if X ∈ L p X \in L^{p} X∈
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