On the exponential rate of convergence in the Birkhoff ergodic theorem (Q2342015)

Consider a probability space \({(\Omega, F, \lambda)}\), its endomorphism \(T\), and a function \({f\in L_1(\Omega)}\). According to Birkhoff's Ergodic Theorem, for almost all \(\omega\in \Omega\) the sequence \[ {A_nf(\omega)=\frac{1}{n}\sum\limits_{k=0}^{n-1}f(T^k\omega)},\,n=1,2,\ldots, \] converges as \(n \to \infty\): there exists a measurable function \(f^*\) on \(\Omega\) and \(\lim\limits_{n\rightarrow \infty}A_nf=f^*\) \(\lambda\)-a.e. The rate of convergence is measured by the following quantity: \[ \text{P}^{\varepsilon}_n=\lambda\left\{\sup\limits_{k\geq n} |A_kf-f^*|\geq \varepsilon \right\} \text{ with }\varepsilon > 0 \text{ and } n=1,2,\ldots \] The author suggests to measure it for \({f\in L_\infty(\Omega)}\) via \[ \text{p}^{\varepsilon}_n=\lambda\left\{|A_nf-f^*|\geq \varepsilon \right\} \text{ with }\varepsilon > 0 \text{ and } n=1,2,\ldots \] and proves that: if for some \(r>0\) on the interval \(\varepsilon\in (0,r]\) the function \(\displaystyle\lim\limits_{n\rightarrow\infty}\frac{1}{n}\ln\text{p}_n^{\varepsilon}\) is continuous and tends to 0 as \(\varepsilon \to 0\), then \[ \lim_{n\rightarrow\infty}\frac{1}{n}\ln\text{p}_n^{\varepsilon} = \lim_{n\rightarrow\infty}\frac{1}{n}\ln\text{P}_n^{\varepsilon} \text{ for }\varepsilon\in (0,r]. \] An example is presented: a transitive \(C^2\) Anosov diffeomorphism \(T\) defined on a compact \(C^\infty\) Riemannian manifold ~\(\Omega\).