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Kingman's subadditive ergodic theorem
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Kingman's subadditive ergodic theorem : ウィキペディア英語版
Kingman's subadditive ergodic theorem
In mathematics, Kingman's subadditive ergodic theorem is one of several ergodic theorems. It can be seen as a generalization of Birkhoff's ergodic theorem.〔S. Lalley, Kingman's subadditive ergodic theorem lecture notes, http://galton.uchicago.edu/~lalley/Courses/Graz/Kingman.pdf〕
Intuitively, the subadditive ergodic theorem is a kind of random variable version of Fekete's lemma (hence the name ergodic).〔http://math.nyu.edu/degree/undergrad/Chen.pdf〕 As a result, it can be rephrased in the language of probability, e.g. using a sequence of random variables and expected values. The theorem is named after John Kingman.
==Statement of theorem==
Let T be a measure-preserving transformation on the probability space (\Omega,\Sigma,\mu), and let \_(x)\le g_n(x)+g_m(T^nx) (subadditivity relation). Then
: \lim_\frac=g(x)\ge-\infty
for \mu-a.e. ''x'', where ''g''(''x'') is ''T''-invariant. If ''T'' is ergodic, then ''g''(''x'') is a constant.

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