Constants in the estimates of the convergence rate in the Birkhoff ergodic theorem with continuous time

Constants in the estimates of the convergence rate in the Birkhoff ergodic theorem with continuous time Full article

Journal

Siberian Mathematical Journal
ISSN: 0037-4466 , E-ISSN: 1573-9260

Output data

Year: 2012, Volume: 53, Number: 5, Pages: 882-888 Pages count : 7 DOI: 10.1134/s0037446612050138

Tags

von Neumann’s ergodic theorem, Birkhoff’s ergodic theorem, convergence rate of ergodic averages, spectral measure, correlation function, wide-sense stationary stochastic process

Authors

Sedalishchev V.V. ¹

Affiliations

1	Novosibirsk state university

For the case of continuous time, we prove inequalities that make it possible, in the presence of power-type estimates of the convergence rate in the von Neumann ergodic theorem, to obtain estimates for the convergence rate in the Birkhoff ergodic theorem. These results have obvious exact analogs in the class of wide-sense stationary stochastic processes.

Sedalishchev V.V.
Constants in the estimates of the convergence rate in the Birkhoff ergodic theorem with continuous time
Siberian Mathematical Journal. 2012. V.53. N5. P.882-888. DOI: 10.1134/s0037446612050138 WOS Scopus OpenAlex

Submitted:	Dec 30, 2011
Published print:	Dec 27, 2012
Published online:	Dec 27, 2012

≡ Web of science:	WOS:000310374900013
≡ Scopus:	2-s2.0-84868123243
≡ OpenAlex:	W1966496578