论文标题
部分可观测时空混沌系统的无模型预测
A Simple Non-Stationary Mean Ergodic Theorem, with Bonus Weak Law of Large Numbers
论文作者
论文摘要
此简短的教学笔记将$ l_2 $的融合和概率（非平均时间序列的时间平均值）的简单定理重新提供为期望值的平均值。基本条件是，协方差的总和随时间序列的长度而逐渐增长。我没有声称原创性；结果是广泛但不均匀的，在应用概率的使用者中传播了一些民俗。本注的目的只是使该分布均匀。
This brief pedagogical note re-proves a simple theorem on the convergence, in $L_2$ and in probability, of time averages of non-stationary time series to the mean of expectation values. The basic condition is that the sum of covariances grows sub-quadratically with the length of the time series. I make no claim to originality; the result is widely, but unevenly, spread bit of folklore among users of applied probability. The goal of this note is merely to even out that distribution.
