Martingale theorems in the ergodic theory

Mesiar, Radko

Displaying similar documents to “Martingale theorems in the ergodic theory”

On non-ergodic versions of limit theorems

Dalibor Volný (1989)

Aplikace matematiky

Similarity:

The author investigates non ergodic versions of several well known limit theorems for strictly stationary processes. In some cases, the assumptions which are given with respect to general invariant measure, guarantee the validity of the theorem with respect to ergodic components of the measure. In other cases, the limit theorem can fail for all ergodic components, while for the original invariant measure it holds.

On the distribution function of the majorant of ergodic means

Lasha Epremidze (1992)

Studia Mathematica

Similarity:

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

Appendix on return-time sequences

Jean Bourgain, Harry Furstenberg, Yitzhak Katznelson, Donald S. Ornstein (1989)

Publications Mathématiques de l'IHÉS

Similarity:

Counting and convergence in ergodic theory

Idris Assani, Zoltán Buczolich, Daniel R. Mauldin (2004)

Acta Universitatis Carolinae. Mathematica et Physica

Similarity: