A two-parameter maximal ergodic theorem with dependence

DOI10.1214/AOP/1176991994MaRDI QIDQ1109913zbMATH OpenOpenAlexFDO

Authors Terry R. McConnell

Publication date 1987

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991994

zbMATH Keywords

decouplingmaximal ergodic theoremstrong law of large numberstwo-parameter martingales

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Strong limit theorems (60F15) Random fields (60G60)

Review text

Let \(X_ 1,X_ 2,..\). and \(Y_ 1,Y_ 2,..\). be independent sequences of i.i.d. U(0,1) random variables. We characterize completely those Borel functions F on \([0,1]^ 2\) for which the strong law of large numbers and the maximal ergodic theorem hold for the doubly indexed family \((1/nm)\sum_{i\leq n,j\leq m}F(X_ i,Y_ j).\)

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(2)

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