论文标题
大规模运输证明奇异定理
A Mass Transport Proof of the Ergodic Theorem
论文作者
论文摘要
众所周知,重复具有正期望值的游戏的赌徒有积极的可能性永远不会破裂。我们使用质量传输方法来证明这一事实的概括,在这种事实中,从赌注中获得的是静止的,而不是i.i.d.序列。伯克霍夫(Birkhoff)的崇高定理遵循标准论点。
It is known that a gambler repeating a game with positive expected value has a positive probability to never go broke. We use the mass transport method to prove the generalization of this fact where the gains from the bets form a stationary, rather than an i.i.d., sequence. Birkhoff's ergodic theorem follows from this by a standard argument.