B4.11
State Birkhoff's Almost Everywhere Ergodic Theorem for measure-preserving transformations. Define what it means for a sequence of random variables to be stationary. Explain briefly how the stationarity of a sequence of random variables implies that a particular transformation is measure-preserving.
A bag contains one white ball and one black ball. At each stage of a process one ball is picked from the bag (uniformly at random) and then returned to the bag together with another ball of the same colour. Let be a random variable which takes the value 0 if the th ball added to the bag is white and 1 if it is black.
(a) Show that the sequence is stationary and hence that the proportion of black balls in the bag converges almost surely to some random variable .
(b) Find the distribution of .
[The fact that almost-sure convergence implies convergence in distribution may be used without proof.]