On the spatial mean of the Poincare cycle

Abstract

Let $X$ be a measure space and $T:X\to X$ a measurable transformation. For any measurable $E\subseteq X$ and $x\in E$, the possibly infinite return time is $n_E(x):=\inf\{n>0: T^n x\in E\}$. If $T$ is an ergodic tranformation of the probability space $X$, and $μ(E)>0$, then a theorem of M. Kac states that $\int_E n_E dμ=1$. We generalize this to any invertible measure preserving transformation $T$ on a finite measure space $X$, by proving independently, and nearly trivially that for any measurable $E\subseteq X$ one has $\int_E n_E dμ=μ(I_E)$, where $I_E$ is the smallest invariant set containing $E$. In particular this also provides a simpler proof of Poincaré's recurrence theorem.