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Ergodic Theorem

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References and Further Reading

  • Arnold VI, Avez A (1967) Problèmes ergodiques de la mécanique classique. Monographies Internationales de Mathématiques Modernes, 9. Éditeur. Gauthier-Villars, Paris

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  • Birkhoff GD (1931) Proof of the ergodic theorem. Proc Natl Acad Sci USA 17:656–660

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  • Bougerol P, Lacroix J (1985) Products of random matrices with applications to Schrödinger operators. Progress in probability and statistics, vol 8. Birkhäuser Boston, Boston

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  • Cover TM, Thomas JA (2006) Elements of information theory, 2nd edn. Wiley-Interscience, Hoboken

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  • Furstenberg H, Kesten H (1960) Products of random matrices. Ann Math Stat 31:457–469

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  • Kingman JFC (1973) Subadditive ergodic theory. Ann Probab 1:883–909. With discussion by Burkholder DL, Daryl Daley, Kesten H, Ney P, Frank Spitzer and Hammersley JM, and a reply by the author

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  • Krengel U (1985) Ergodic theorems. de Gruyter studies in mathematics, vol 6. Walter de Gruyter, Berlin. With a supplement by Antoine Brunel

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  • Liggett TM (1985) Interacting particle systems. Grundlehren der Mathematischen Wissenschaften [Fundamental principles of mathematical sciences], vol 276. Springer, New York

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  • Meyn S, Tweedie RL (2009) Markov chains and stochastic stability, 2nd edn. Cambridge University Press, Cambridge. With a prologue by Peter W. Glynn

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Author information

Authors and Affiliations

  1. Universityof Chicago, Chicago, IL, USA

    Steven P. Lalley

Authors
  1. Steven P. Lalley
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Editor information

Editors and Affiliations

  1. Department of Statistics and Informatics, Faculty of Economics, University of Kragujevac, City of Kragujevac, Serbia

    Miodrag Lovric

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© 2011 Springer-Verlag Berlin Heidelberg

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Lalley, S.P. (2011). Ergodic Theorem. In: Lovric, M. (eds) International Encyclopedia of Statistical Science. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04898-2_232

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