Hess, Christian; Seri, Raffaello; Choirat, Christine - In: Stochastic Processes and their Applications 120 (2010) 10, pp. 1908-1919
We first establish a general version of the Birkhoff Ergodic Theorem for quasi-integrable extended real-valued random variables without assuming ergodicity. The key argument involves the Poincaré Recurrence Theorem. Our extension of the Birkhoff Ergodic Theorem is also shown to hold for...
