On the distribution function of the majorant of ergodic means
Let T be a measure-preserving ergodic transformation of a measure space (X,,μ) and, for f ∈ L(X), let . In this paper we mainly investigate the question of whether (i) and whether (ii) for some a > 0. It is proved that (i) holds for every f ≥ 0. (ii) holds if f ≥ 0 and f log log (f + 3) ∈ L(X) or if μ(X) = 1 and the random variables are independent. Related inequalities are proved. Some examples and counterexamples are constructed. Several known results are obtained as corollaries.