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TheoremStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedjudge pass (gpt-5.6-terra)audited 2026-09-14
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Unique ergodicity is equivalent to uniform ergodic averages

Statement

Assume the Axiom of Countable Choice. Let T be a continuous self-map of a nonempty compact metric space K. The following are equivalent.

  1. T is uniquely ergodic, with invariant Borel probability μ.
  2. For every fC(K,R), the functions Anf converge uniformly on K to a constant.

When these conditions hold, the constant is Kfdμ.

Facts & Assumptions

Given: Countable choice, K, and T as in the Statement.

[F1]

Under countable choice, every sequence of Borel probabilities on K has a subsequence whose integrals converge on every real continuous function to those of a Borel probability (Probability sequences on compact metric spaces have integral-convergent subsequences, The Axiom of Countable Choice (ACω)).

[F2]

Continuous functions determine Borel probabilities on K (Continuous functions determine Borel probabilities on compact metric spaces).

[F3]

Integrals are invariant under a measure-preserving map (Integral invariance under measure-preserving maps).

[F5]

The integral triangle inequality and monotonicity bound the integral of a bounded error by its uniform norm times the total mass (The modulus of an integral is bounded by the integral of the modulus, Monotonicity and nonnegative homogeneity of the nonnegative integral).

Proof

technique · prove both implications using empirical probabilities
1.1

Assume unique ergodicity with invariant probability μ. If uniform convergence to fdμ failed for some continuous f, countable choice would give ε>0, strictly increasing nj, and xjK such that Anjf(xj)fdμε. Define the empirical Borel probabilities ηj=nj1k<njδTkxj; finite additivity and countable additivity of each point mass make this a probability.

assume-hypF1
2.1

By [F1], pass to a subsequence, not relabelled, and a Borel probability η such that gdηjgdη for every gC(K,R). For such g, gTdηjgdηj=g(Tnjxj)g(xj)nj0, because g is bounded by [F4]. Taking limits shows that η and its pullback probability Eη(T1E) have identical continuous test integrals; [F2] makes them equal. Hence η is invariant.

F1F2F4step 1.1
3.1

Unique ergodicity gives η=μ, but fdηj=Anjf(xj) and the closed inequality in step 1.1 passes to the limit, contradicting fdη=fdμ. Thus Anffdμ uniformly for every f.

step 1.1step 2.1contradiction
3.2

Conversely, assume all continuous averages converge uniformly to constants c(f). Fix x0K and form ηn=n1k<nδTkx0. By [F1], a subsequence has a continuous-test limit probability η. The telescoping calculation of step 2.1 makes η invariant, and uniform convergence gives fdη=limrAnrf(x0)=c(f).

assume-hypF1F2step 2.1
4.1

If ρ is any invariant Borel probability, then [F3] gives Anfdρ=fdρ. Moreover [F5] gives Anfdρc(f)Anfc(f)0. Hence fdρ=c(f)=fdη for every continuous real f. By [F2], ρ=η. Thus an invariant probability exists and is unique, and its integral is the asserted constant.

F2F3F5step 3.2
5.1

Steps 1.1–3.1 prove the forward implication and steps 3.2–4.1 prove the converse. Countable choice is used precisely through [F1] and to select the failure witnesses in step 1.1; no stronger choice principle is invoked.

step 3.1step 4.1

Depends on

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