Pointwise ergodic theorems with rate and application to the CLT for Markov chains (Q731730): Difference between revisions

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Pointwise ergodic theorems with rate and application to the CLT for Markov chains
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    Pointwise ergodic theorems with rate and application to the CLT for Markov chains (English)
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    8 October 2009
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    The aim of the present paper is to study pointwise ergodic theorems with rate and application to the CLT for Markov chains. In particular the authors managed to obtain for any Dunford-Schwartz operator \(T\) on a probability space \((\Omega,\mu)\) and for any \(f\in L^p\), \(p> 1\), growth conditions on \(\|\sum^n_{k=1} T^kf\|_p\) which imply that \({1\over n^{1/p}}\sum^n_{k=1} T^k f\to 0\), \(\mu\)-a.e. In the case that \(p=2\) and \(T\) is the isometry induced by a probability preserving transformation then the authors managed to obtain better results than those in the general case which are used to obtain a quenched central limit theorem for additive functionals of stationary ergodic Markov chains improving those of Derrienic-Lin and Wu-Woodroofe.
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    ergodic theorems with rates
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    central limit theorem for Markov chains
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    Dunford-Schwartz operators
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    probability preserving transformations
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