LLN, CLT and Ergodicity

We recall from Chap. 8 that discussion of random variables (r.v.) takes place in a probability space (Ω, \(\mathcal{A}\), \(\mathcal{P}\)), where Ω is the sample space, \(\mathcal{A}\) is the σ-algebra and \(\mathcal{P}\) is the probability measure.