Martingales,the smoothing index and ergodic theory

A classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergodic theorem is equivalent to the convergence of an associated martingale is expanded to a conditional setting. An equiconvergence theorem of the type established for martingales by N.F.G. Martin and E. Boylan is established in the ergodic case for an ergodic, non-invertible, measure-preserving transformation.