## Birkhoff ergodic theorem for dynamical systems driven by a Wiener process

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At the risk of asking a stupid question I have the following problem.

Suppose I have a measure preserving dynamical system `$(X, \mathcal{F}, \mu, T_s)$`, where

• `$X$` is a set
• $\mathcal{F}$ is a sigma-algebra on $X$,
• $\mu$ is a probability measure on $X$,
• $T_s:X \rightarrow X$, is a group of measure preserving transformations parametrized by $s \in \mathbb{R}$.

Suppose that this dynamical system is ergodic, so that for any $f \in L^1(\mu)$,

`$\lim_{t\rightarrow \infty}\frac{1}{2t}\int_{-t}^t f(T_s x) ds = \int f(x)d\mu(x)$`.

Now let $B_s$ be a real valued Wiener process such that $B_0 = 0$, then I can define the following process:

`$\frac{1}{t}\int_{0}^t f(T_{B_s} x) ds$`

Does anybody know how this process would behave as $t\rightarrow \infty$? Intuitively I would expect it to converge to a similar constant for a.e realisation of the brownian motion, but I can't find a convincing argument.

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See Theorem 3 at the end of this paper: ncbi.nlm.nih.gov/pmc/articles/PMC1063816 – Steve Huntsman Jun 22 2010 at 1:34

## 1 Answer

Not a stupid question, but I think the answer is no.

The paper Random Ergodic Theorems with Universally Representative Sequences by Lacey, Petersen, Wierdl and Rudolph gives a counterexample in the case where the system is being driven by a simple symmetric random walk (based on an application of Strassen's functional law of the iterated logarithm). I'm pretty sure the same technique would give a counterexample here.

The paper can be found online at: http://www.numdam.org/item?id=AIHPB_1994__30_3_353_0

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