On possible estimates of the rate of pointwise convergence in the Birkhoff ergodic theorem (Q2123086)
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On possible estimates of the rate of pointwise convergence in the Birkhoff ergodic theorem (English)
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8 April 2022
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Let \(T\) be an automorphism on a probability space \((\Omega,\Sigma,\mu)\), i.e., \(T\) is invertible and bi-measurable, and for any Borel set \(A\), \(\mu(T^{-1}A)=\mu(A)\). For a given \(f \in L_1(\Omega), \omega \in \Omega,\) and \(n \in \mathbb{N}^*\) let \[ A_n^{T}(f)(\omega)=\frac{1}{n}\sum_{k=0}^{n-1}f(T^k\omega). \] The Birkhoff ergodic theorem asserts that for almost all \(\omega \in \Omega \), \((A_n^{T}(f)(\omega))\) converges to some measurable invariant function \(f^*\) and \[ \int_{\Omega}f(\omega) d\mu(\omega)\stackrel{\mathrm{def}}{=} E(f)=E(f^*).\] Denote by \(\mathrm{Aut}(\mu)\) the group of automorphisms acting on \(\Omega\) and the subset of ergodic automorphism by \(\mathrm{Aut}_e(\mu)\). \(T \in \mathrm{Aut}_e(\mu)\) is said to be completely ergodic if all nonzero powers of \(T\) are in \( \mathrm{Aut}_e(\mu)\). \(T\) is mixing if for each \(A,B \in \Sigma\), \[ \mu(T^nA \cap B) \overset{n \rightarrow +\infty}{\longrightarrow} \mu(A) \mu(B). \] The Banach space of all real sequences converging to zero is denoted by \(c_0\), and the subset of sequences of positive reals by \(c_0^{+}\). A sequence \(\phi(n)\in c_0^{+} \) is said to be separated from zero if \(\displaystyle \inf_{k \geq 0}\phi(k)>0\). Let \(T \in \mathrm{Aut}_e(\mu), f \in L_1(\Omega)\setminus\{0\},\) and \(\phi \in c_0^{+}\). Define \(c_0^{T,f}\) as a set of all sequences \(\phi \in c_0^{+}\) such that \[ A_n^{T}(f)(\omega)-f^*=o(\phi(n)),\qquad n \rightarrow +\infty \quad \mathrm{a.e.}. \] Put \[ c_{0}^{f}=\bigcup_{T \in \mathrm{Aut}_e(\mu)} c_{0}^{T}, c_{0}^{T}=\bigcup_{T \in \mathrm{Aut}_e(\mu)} c_{0}^{f}, c_{0}^{*}=\bigcup_{T \in\mathrm{Aut}_e(\mu)} c_{0}^{T}. \] The author proves that if \(T\) is mixing and \(\phi \in c_0^{T,f}\), then there is no increasing sequence \((l_k)\) such that \(\phi(l_k)=o(1/l_k )\) as \(k \longrightarrow +\infty\). Moreover, by applying Kwapien-Adams-Rosenblatt's theorem, the author shows that for a given set \(A \in \Sigma\) with \(\mu(A) \in (0,1)\), for any \(\phi \in c_0^{+}\) there exist \(T_{A,\phi} \in \mathrm{Aut}(\mu)\) and a measurable subset \(B\) of positive measure such that for any \(\omega \in B\), \[ \sup_{n \geq 1}\frac{1}{\phi(n)}\big|A_n^{T_{A,\phi}}\chi_A(\omega)-\chi_A^*\big|=+\infty, \tag{1} \] where \(\chi_A\) is the indicator function of \(A\). The existence of an ergodic \(T_{A,\phi}\) for which (1) holds true remains an open question. Let us recall that the Kwapien-Adams-Rosenblatt's theorem claims that for any essentially bounded function, there exist an ergodic automorphism \(T_{A,\phi} \in \mathrm{Aut}_e(\mu)\) and \(h \in L^{\infty}\) such that \(f-E(f)=h-h\circ T\). This yields an ergodic automorphism with the maximal possible rate of convergence of ergodic averages.
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Birkhoff ergodic theorem
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subsequences
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rate of convergence
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