Intended for beginners in ergodic theory, this book addresses students as well as researchers in mathematical physics. The main novelty is the systematic treatment of characteristic problems in ergodic theory by a unified method in terms of convergent power series and renormalization group methods, in particular. Basic concepts of ergodicity, like Gibbs states, are developed and applied to, e.g., Asonov systems or KAM Theory. Many examples illustrate the ideas and, in addition, a substantial number of interesting topics are treated in the form of guided problems.