Kac's lemma

In ergodic theory, Kac's lemma, demonstrated by mathematician Mark Kac in 1947,[1] is a lemma stating that in a measure space the orbit of almost all the points contained in a set of such space, whose measure is , return to within an average time inversely proportional to .[2]

The lemma extends what is stated by Poincaré recurrence theorem, in which it is shown that the points return in infinite times.[3]

  1. ^ Kac, Mark (1947). "On the notion of recurrence in discrete stochastic processes" (PDF). Bulletin of the American Mathematical Society. 53 (10): 1002–1010.
  2. ^ Hochman, Michael (2013-01-27). "Notes on ergodic theory" (PDF). p. 20.
  3. ^ Walkden, Charles. "MAGIC: 10 lectures course on ergodic theory – Lecture 5".