Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
6.2 Birkhoff ’s Ergodic Theorem
Exercise 6.2.1. Show that if X ∈ L p X \in L^{p}
Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
Exercise 6.2.1. Show that if X ∈ L p X \in L^{p}