Let be an ergodic endomorphism of the probability space and let be a real-valued measurable function. Then for almost every , we have
(1)
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as . To illustrate this, take to be the characteristic function of some subset of so that
(2)
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The left-hand side of (1) just says how often the orbit of (that is, the points , , , ...) lies in , and the right-hand side is just the measure of . Thus, for an ergodic endomorphism, "space-averages = time-averages almost everywhere." Moreover, if is continuous and uniquely ergodic with Borel measure and is continuous, then we can replace the almost everywhere convergence in (1) with "everywhere."