This classic book is based on lectures given by the author at the University of Chicago in 1956. The topics covered include, in particular, recurrence, the ergodic theorems, and a general discussion of ergodicity and mixing properties. There is also a general discussion of the relation between conjugacy and equivalence. With minimal prerequisites of some analysis and measure theory, this work can be used for a one-semester course in ergodic theory or for self-study.