Ergodic theory

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.Intuitively, the subadditive ergodic theorem is a kind of random variable version of Fekete's lemma (hence the name ergodic). 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. (Wikipedia).

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Related pages

Lyapunov exponent | Ergodic theory | Subadditivity | Expected value | Ergodicity | Probability space | Measure-preserving dynamical system | Percolation theory