Weak-\(L^1\) estimates and ergodic theorems (Q1774337)

The celebrated return times theorem of \textit{J. Bourgain} [Publ. Math., Inst. Hautes Étud. Sci. 69, 5--45 (1989; Zbl 0705.28008)] requires the function under study be in the dual of the space of the function defining the (return times) sequence belongs. In 1997, \textit{I. Assani} [New York J. Math. 3A, 15--30 (1997; Zbl 0915.28009)] showed that \(N^*f(x)<\infty \) a.e. for \(f\in L\log L, \) where \[ N^*f(x)=\sup_n \frac1n \biggl| \biggl\{1\leq i : \frac{f(T^ix)}{i} \geq \frac1n \biggr\}\biggr| , \] and consequently, using this maximal inequality, he proved a version of the return times theorem without duality. This article is concerned about similar results with weaker hypothesis, namely when \(f\in L\log\log L. \) Using a key inequality of \textit{E. M. Stein} and \textit{N. J. Weiss} [Trans. Am. Math. Soc. 140, 35--54 (1969; Zbl 0182.10801)], the authors prove the following theorem: For each dynamical system \((X, \Sigma, m,T)\) and each \(f\in L\log\log L(X)\), \(N^*f(x)<\infty \) for a.e. \(x. \) Another version of the return times theorem without duality follows as the corollary: For each dynamical system \((X, \Sigma, m,T)\) and each nonnegative function \(f\in L\log\log L(X), \) there is a set \(X_0 \subset X\) of full measure, such that for any sequence \(\{\xi_k \} \) of i.i.d. random variables on the probability space \((\Omega, \Sigma', \mu)\) with \(\xi_1 \in L_1(\Omega) \) and any \(x\in X_0 \) \[ \lim_{n\to \infty} \frac1n \sum_{k=1}^{n} f(T^k x) \xi_k(\omega) \] exists for \(\mu\)-a.e. \(\omega . \) Recently, \textit{I. Assani, Z. Buczolich} and \textit{R. D. Mauldin} [J. Anal. Math. 95, 221--241 (2005; Zbl 1110.28013)] showed that one can find \(f\in L_1(X) \) for which \(N^*f(x)=\infty \) a.e. In the same spirit, the authors also observe that in any Orlicz space with an essentially smaller weight than the space \(L\log\log\log L(X), \) there exists a function \(f\) with \(N^*f(x)=\infty \) a.e., and hence, they note that the largest Orlicz space that ensures \(N^*f(x)<\infty \) a.e. lies between \( L\log\log L \) and \(L\log\log\log L. \)