AN ERGODIC THEOREM,

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Abstract:

The purpose of this note is to indicate how a simple lemma due originally to Fekete, and in generalized form to Polya-Szego, permits a simple derivation of some interesting ergodic theorems. We have already indicated some applications to dynamic programming.

Author(s):
Bellman, Richard
Author Organization(s):
RAND CORP SANTA MONICA CALIF
Supplementary Note:
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Annotation:
An ergodic theorem.
Pagination:
0007

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
P-1966
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*THEOREMS, MEASURE THEORY), (*MEASURE THEORY, THEOREMS), PROBABILITY, TRANSFORMATIONS(MATHEMATICS)
Keyword(s):
ERGODIC THEOREM
Report Date:
1960 Apr 11