We give Sir James Jeans's notion of 'normal state' a mathematically precise definition. We prove that normal cells of trajectories exist in the Hamiltonian heat-bath model of an assembly of linearly coupled oscillators that generates the Ornstein--Uhlenbeck process in the limit of an infinite number of degrees of freedom. This, in some special cases, verifies some far-reaching conjectures of Khintchine on the weak ergodicity of a dynamical system with a large number of degrees of freedom. In order to estimate the theoretical auto-correlation function of a time series from the sample auto-correlation function of one of its realisations, it is usually assumed without justification that the time series is ergodic. Khintchine's conjectures about dynamical systems with large numbers of degrees of freedom justifies, even in the absence of ergodicity, approximately the same conclusions. Para emplear el correlograma de los valores muestrales de un proceso estocástico para estimar su función teórica de autocorrelación, por regla general se asume, sin justificación, que el proceso es ergódico. Pero en 1943, Khintchine conjeturó proposiciones de gran importancia en este asunto, que justificarí an una aproximación a las mismas estimaciones aún sin la ergodicidad del sistema. Mostraremos casos particulares de las conjeturas de Khintchine para asambleas de osciladores lineales.
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