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Index
barycenter, 187, 192
base, 50
basis, 28, 29
binary indexed, 27
Birkhoff ergodic theorem, 153
Birkhoff, George, 153
block AMS, 158
block stationary, 131
Borel field, 43, 50
Borel sets, 50
Borel space, 25, 49
Borel-Cantelli lemma, 86

F set, 51
G , 51
G set, 51
Lp norm, 85
N -ergodic, 150
Z, 10
-distance, 180
-field, 5
Z+ , 10
absolutely continuous, 105, 107
addition, 10, 36
additive, 7
finitely, 7
affine, 192, 195
almost everywhere, 74, 83, 84
almost everywhere ergodic theorem, 153
almost surely, 84
alphabet, 5, 8, 65, 66
AMS, 131
block, 158
analytic space, 25
arithmetic mean, 82
asymoptotically dominates, 134
asymptotic mean expectation, 142
asymptotic mean stationary, 123
asymptotically generate, 29
asymptotically generates, 27
asymptotically mean stationary, 93, 131
atom, 26
autocorrelation, 82
average, 65

Cearo mean, 82
canonical binary sequence function, 28
Cantors intersection theorem, 53
Caratheodory, 17, 22, 26, 41, 42, 177
cartesian product, 37
cartesian product space, 13
carving, 57
Cauchy sequence, 53
Cauchy-Schwarz inequality, 76
chain rule, 80
change of variables, 80
circular distance, 35
class
separating, 30
code, 23
complete metric space, 53
compressed, 139
conditional expectation, 102
conservative, 140
consistent, 41
continuity at , 7
continuity from above, 7
continuity from below, 7
continuous, 178
continuous function, 52
converge

bad atoms, 32
ball
open, 49
Banach
space, 53
Banach space, 53
205

INDEX

206
in mean square, 85
in quadratic mean, 85
converge weakly, 179
convergence, 38, 84
L1 (m), 85
L2 (m), 85
with probability one, 84
coordinate function, 82
countable extension property, 26, 40
countable subadditivity, 18
countably generated, 26
cover, 18
covergence
in probability, 84
cylinders
thin, 34
de Morgans laws, 6
dense, 52
diagonal sequence, 38
diagonalization, 38
diameter, 50
digital measurement, 66
directly given random process, 15
discrete time random process, 10
distance, 35
, 180
circular, 35
distributional, 175
Hamming, 35
Levenshtein, 36
rho-bar, 180
shtein, 180
stein, 180
distribution, 8, 14
distributional distance, 175
dominated convergence theorem, 78
dynamical system, 11
recurrent, 138
ensemble average, 66
equivalent, 107
equivalent metrics, 50
equivalent random processes, 15
ergodic, 147
totally, 159
ergodic component, 190
ergodic decomposition, 160, 161, 187, 198

ergodic properties, 123, 146


ergodic property, 124
ergodic theorem, 65
subadditive, 164
ergodic theory, 11
ergodicity, 146
Euclidean norm, 37
Euclidean space, 36, 54
event
recurrent, 138
event space, 5
events
input, 8
expectation, 66
conditional, 102
extended Fatous lemma, 78
extended monotone convergence theorem, 77
extension of probability measures, 25
extension theorem, 41
Fatous lemma, 78
field, 6
standard, 29, 40
fields
increasing, 27
finite additivity, 7
finite intersection property, 29
finitely additive, 7
function
continuous, 52
tail, 136
generated -field, 13
generic points, 160
good sets priciple, 32
good sets principle, 14, 26
Hamming distance, 35
Hilbert space, 53, 102
i.o., 133
IID, 149
incompressible, 140
increasing fields, 27
independent, 117
independent and identically distributed, 149
indicator function, 9, 28
infinitely recurrent, 140
inner product, 85