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On the distribution function of the majorant of ergodic means

Lasha Epremidze — 1992

Studia Mathematica

Let T be a measure-preserving ergodic transformation of a measure space (X,,μ) and, for f ∈ L(X), let f * = s u p N 1 / N m = 0 N - 1 f T m . In this paper we mainly investigate the question of whether (i) ʃ a | μ ( f * > t ) - 1 / t ʃ ( f * > t ) f d μ | d t < and whether (ii) ʃ a | μ ( f * > t ) - 1 / t ʃ ( f > t ) f d μ | d t < 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 f T m are independent. Related inequalities are proved. Some examples and counterexamples are constructed. Several known results are obtained as corollaries.

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