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scientific article; zbMATH DE number 1301678
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scientific article; zbMATH DE number 1301678 |
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4 April 2000
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self-similar processes
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ergodic theorem
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logarithmic average
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iterated Brownian motion
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ratio ergodic theorem
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0.92216015
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0.9143378
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0.9025973
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0.8967335
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0.8946608
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Two main results are proved: The first one is a version of the Birkhoff ergodic theorem for self-similar processes, which holds with a single exceptional nullset for an uncountable class of functions. The second one is a ratio ergodic theorem for iterated Brownian motion. Results of the first kind are a useful tool for the study of almost sure limit theorems based on logarithmic averaging. For the entire collection see [Zbl 0901.00049].
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