Entropy numbers of some ergodic averages
Entropy and other invariants (28D20) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Ergodic theory of linear operators (47A35) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56)
If \(X\) is a seminormed linear space and \(U\) a bounded linear operator on \(X\), we may consider the moving averages \(A_n= n^{-1} \sum^{n-1}_{j=0} U^j\), \(n= 1,2,\dots\). Given \(x\in X\), does a subsequence \(S\) of the sequence \(\{A_n(x)\}^\infty_{n=1}\) converge or cluster in some sense? The main thrust of this paper, building upon a result of Talagrand, is to estimate the minimum number of balls of radius \(\varepsilon\leq 1\) which have centers in \(S\) and which cover \(S\). The operator \(U\) is either a contraction on \(X= H=\) a Hilbert space, or the right shift on \(X=\) the Wiener space of correlated sequences. One of their results applies to the moving average \(B_n= n^{-1} \sum^{n^2+ n-1}_{j=n^2} U^j\) in place of \(A_n\), with an indication of extensions to more general moving averages. As an application, an estimate is given of the modulus of uniform continuity of the averages \(A_T(f)= T^{-1} \int^T_0 U_t(f) dt\), \(T\geq 1\), where \(H= L^2\) of a probability space, where \(f\in H\), and where \((U_t)_{t\geq 0}\) is a continuous flow of contractions on \(H\).
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