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 = ki − ki−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:
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—Sojourner Truth (c. 1797–1883)
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—Sigmund Freud (1856–1939)