A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach
A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach
In this paper, we prove a new version of the Birkhoff ergodic theorem (BET) for random variables depending on a parameter (alias integrands). This involves variational convergences, namely epigraphical, hypographical and uniform convergence and requires a suitable definition of the conditional expectation of integrands. We also have to establish the …