A classical ergodic property for IFS: a simple proof
The authors study contractive iterated function systems consisting of a finite set of contraction maps \(w_1,\dots, w_L: X\to X\) and a collection of probabilities \(p_1,\dots, p_L\) (i.e. \(p_i>0\), \(\sum p_i= 1\)). Let \(\Sigma= \prod_{\mathbb{N}}\{1,\dots, L\}\) be the set of infinite sequences \((\sigma_k)_{k\in\mathbb{N}}\), \(\sigma_k\subset \{1,\dots, L\}\) and \(P\) the product probability measure on \(\Sigma\) induced by the measure \(p(\{i\})= p_i\) on each factor. The authors give a simplified proof of the following theorem of Elton: If \(X\) is a compact metric space, one has for all continuous functions \(f: X\to\mathbb{R}\) and all \(x\in X\), \[ \lim_{n\to\infty} {1\over n} \sum_{i\leq n} f(w_{\sigma_i}\circ w_{\sigma_{i-1}}\circ\cdots\circ w_{\sigma_1}(x))= \int f(z) d\mu(z) \] for \(P\) almost all sequences \(\sigma\in\Sigma\). The measure \(\mu\) is the unique measure invariant under the Markov operator \(M\) defined by \(M(\nu)B= \sum^L_{i=1} p_i\nu(w^{-1}_i(B))\). The proof strongly uses the uniqueness of this measure.
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