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The ergodic and entropy theorems revisited

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1 Author(s)

A new proof of Birkhoff's ergodic theorem is given using a sample path covering idea, an idea created by Ornstein and Weiss in their extension of the information convergence theorem to random fields. A sketch of the Ornstein-Weiss proof for processes is included in the Appendix.

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IEEE Transactions on Information Theory  (Volume:33 ,  Issue: 2 )