An important question which suggests itself in regard to any case of dynamical motion is whether the system considered will return in the course of time to its initial phase, or, if it will not return exactly to that phase, whether it will do so to any required degree of approximation in the course of a sufficiently long time. To be able to give even a partial answer to such questions, we must know something in regard to the dynamical nature of the system. In the following theorem, the only assumption in this respect is such as we have found necessary for the existence of the canonical distribution.

If we imagine an ensemble of identical systems to be distributed with a uniform density throughout any finite extension-in-phase, the number of the systems which leave the extension-in-phase and will not return to it in the course of time is less than any assignable fraction of the whole number; provided, that the total extension-in-phase for the systems considered between two limiting values of the energy is finite, these limiting values being less and greater respectively than any of the energies of the first-mentioned extension-in-phase.

To prove this, we observe that at the moment which we call initial the systems occupy the given extension-in-phase. It is evident that some systems must leave the extension immediately, unless all remain in it forever. Those systems which leave the extension at the first instant, we shall call the front of the ensemble.