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Jul 23, 2017 at 9:06 comment added Hans The blog article joelmoreira.wordpress.com/2013/01/17/the-ergodic-theorem seems to gives a detailed expansion of the idea described the answer above.
Sep 12, 2014 at 19:30 comment added Marcos Cossarini If $f\equiv 1$ and $T=I$ we have $M_T'\equiv+\infty$, so the recurrence formula is $+\infty + f=+\infty$, which is useless. Am I missing something?
Jul 1, 2010 at 9:59 vote accept Paul Siegel
Jul 1, 2010 at 9:59 comment added Paul Siegel This answer is extremely helpful - I was sort of hoping that one of the proofs that I had already encountered could be made to seem more natural in a broader context, and you accomplished exactly that. Thanks!
Jun 22, 2010 at 2:04 history edited Akhil Mathew CC BY-SA 2.5
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Jun 22, 2010 at 1:00 history edited Akhil Mathew CC BY-SA 2.5
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Jun 21, 2010 at 23:56 history answered Akhil Mathew CC BY-SA 2.5