18.4. MEAN ERGODIC THEOREM 495

and so∥T ∗ms∥ ≤ K1/p ∥s∥

and so the density of the simple functions implies that ∥T ∗m∥ ≤ K1/p.Next let

M ≡{

g ∈ Lp (Ω) : ||Ang||p→ 0}

It follows from 18.4.10 that M is a closed subspace of Lp (Ω) containing (I−T ∗)(Lp (Ω)).This is shown next.

Claim 1: M is a closed subspace which contains (I−T ∗m)(Lp (Ω)).First it is shown that this is true if m = 1 and then it will be observed that the same

argument would work for any positive integer m.

An ( f −T ∗ f ) ≡ 1n

n−1

∑k=0

T ∗k f −T ∗k+1 f

=1n

n−1

∑k=0

T ∗k f − 1n

n

∑k=1

T ∗k f =1n( f −T ∗n f )

Hence

∥An ( f −T ∗ f )∥p ≤1n

(∥ f∥p +∥T

∗n f∥p

)≤ 1

n

(∥ f∥p +K1/p ∥ f∥p

)and this clearly converges to 0. In fact, the same argument shows that M contains the set(I−T ∗m)(Lp (Ω)) for any m. Now suppose gn ∈M and gn→ g. Does it follow that g ∈Malso? Note that T ∗m is clearly linear. Thus

∥T ∗mg∥ ≤ ∥T ∗mg−T ∗mgn∥+∥T ∗mgn∥ ≤ K1/p ∥g−gn∥+∥T ∗mgn∥

Now pick n large enough that ∥gn−g∥< ε/(2K1/p

)so that

∥T ∗mg∥ ≤ ε

2+∥T ∗mgn∥

Then for all m large enough, the right side of the above is less than ε and this shows thatg ∈M. Note that M is also a subspace and so it is a closed subspace.

Claim 2: If Ank f → g weakly and Amk f → h weakly, then g = h.It is first shown that if ξ ∈ Lp′ (Ω) and

∫ξ gdµ = 0 for all g ∈M, then

∫ξ (g−h)dµ =

0.If ξ ∈ Lp′ (Ω) is such that

∫ξ gdµ = 0 for all g∈M, then since M ⊇ (I−T ∗n)(Lp (Ω)),

it follows that for all k ∈ Lp (Ω),∫ξ kdµ =

∫(ξ T ∗nk+ξ (I−T ∗n)k)dµ =

∫ξ T ∗nkdµ

and so from the definition of An as an average, for such ξ ,∫ξ kdµ =

∫ξ Ankdµ. (18.4.13)

18.4. MEAN ERGODIC THEOREM 495and so\|7*"s|| < K'/? |||and so the density of the simple functions implies that ||T*”|| < K!/?.Next letM = {g€L?(Q): ||Angl|, +0}It follows from 18.4.10 that M is a closed subspace of L? (Q) containing (J — T*) (L? (Q)).This is shown next.Claim 1: M is a closed subspace which contains (J — T*””) (L? (Q)).First it is shown that this is true if m = 1 and then it will be observed that the sameargument would work for any positive integer m.n=lAn(f-T'f) = Yr porek=0eS ak I< ak 1 aN= -yr*f—-- yr pa —(f-T "sfn py n py n ( )Hence1 1An (FT p <= (IMfllp Tl) <= (IMF llp +X" Iifllp)and this clearly converges to 0. In fact, the same argument shows that M contains the set(I —T*”) (L? (Q)) for any m. Now suppose g, € M and g, — g. Does it follow that g € Malso? Note that T*” is clearly linear. Thus\|T*"g\| < ||T°"g— Tegal] + Taal] < K'!? |Ig—gnl| + ||" snllNow pick n large enough that ||gn — g|| < €/ (2K'/?) so that*M E *mIre < $+ [relThen for all m large enough, the right side of the above is less than € and this shows thatg © M. Note that M is also a subspace and so it is a closed subspace.Claim 2: If A, f + g weakly and Am, f + h weakly, then g = h.It is first shown that if € € L”’ (Q) and f Egdu =0 for all g € M, then [ E(g—h)du =0.If € € L” (Q) is such that f € gdp =0 for all g € M, then since M D (I—T*”) (L? (Q)),it follows that for all k € L? (Q),[Sedu = [gress UT") k) du = [errtauand so from the definition of A, as an average, for such &,[Sku = | EAnkdu. (18.4.13)