Ergodic Theory - Sojourn Time

Let (X, Σ, μ) be a measure space such that μ(X) is finite and nonzero. The time spent in a measurable set A is called the sojourn time. An immediate consequence of the ergodic theorem is that, in an ergodic system, the relative measure of A is equal to the mean sojourn time:

for all x except for a set of measure zero, where χA is the indicator function of A.

The occurrence times of a measurable set A is defined as the set k1, k2, k3, ..., of times k such that Tk(x) is in A, sorted in increasing order. The differences between consecutive occurrence times Ri = kiki−1 are called the recurrence times of A. Another consequence of the ergodic theorem is that the average recurrence time of A is inversely proportional to the measure of A, assuming that the initial point x is in A, so that k0 = 0.

(See almost surely.) That is, the smaller A is, the longer it takes to return to it.

Read more about this topic:  Ergodic Theory

Famous quotes containing the words sojourn and/or time:

    There were some schools, so called [in my youth]; but no qualification was ever required of a teacher, beyond “readin, writin, and cipherin,” to the Rule of Three. If a straggler supposed to understand latin, happened to sojourn in the neighborhood, he was looked upon as a wizzard. There was absolutely nothing to excite ambition for education.
    Abraham Lincoln (1809–1865)

    It is time that we start thinking about foundational issues: about our attitudes toward fair trials... Who are the People in a multicultural society?... The victims of discrimination are now organized. Blacks, Jews, gays, women—they will no longer tolerate second-class status. They seek vindication for past grievances in the trials that take place today, the new political trial.
    George P. Fletcher, U.S. law educator. With Justice for Some, p. 6, Addison-Wesley (1995)