Abstract:
The paper investigates estimates which relate two equivalent phenomena: the power-type rate of convergence in von Neumann's ergodic theorem and the power-type singularity at zero (with the same exponent) exhibited by the spectral measure of the function being averaged with respect to the corresponding dynamical system. The same rate of convergence is also estimated in terms of the rate of decrease of the correlation coefficients. Also, constants are found in analogous estimates for the power-type convergence in Birkhoff's ergodic theorem. All the results have exact analogues for wide-sense stationary stochastic processes.
Bibliography: 15 titles.
Keywords:
rates of convergence in ergodic theorems, spectral measures, correlation coefficients, wide-sense stationary processes.
Citation:
A. G. Kachurovskii, V. V. Sedalishchev, “Constants in estimates for the rates of convergence in von Neumann's and Birkhoff's ergodic theorems”, Sb. Math., 202:8 (2011), 1105–1125
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\by A.~G.~Kachurovskii, V.~V.~Sedalishchev
\paper Constants in estimates for the rates of convergence in von Neumann's and Birkhoff's ergodic theorems
\jour Sb. Math.
\yr 2011
\vol 202
\issue 8
\pages 1105--1125
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