Pointwise ergodic theorems with rate and application to the CLT for Markov chains (Q731730)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Pointwise ergodic theorems with rate and application to the CLT for Markov chains
scientific article

    Statements

    Pointwise ergodic theorems with rate and application to the CLT for Markov chains (English)
    0 references
    0 references
    0 references
    0 references
    8 October 2009
    0 references
    The aim of the present paper is to study pointwise ergodic theorems with rate and application to the CLT for Markov chains. In particular the authors managed to obtain for any Dunford-Schwartz operator \(T\) on a probability space \((\Omega,\mu)\) and for any \(f\in L^p\), \(p> 1\), growth conditions on \(\|\sum^n_{k=1} T^kf\|_p\) which imply that \({1\over n^{1/p}}\sum^n_{k=1} T^k f\to 0\), \(\mu\)-a.e. In the case that \(p=2\) and \(T\) is the isometry induced by a probability preserving transformation then the authors managed to obtain better results than those in the general case which are used to obtain a quenched central limit theorem for additive functionals of stationary ergodic Markov chains improving those of Derrienic-Lin and Wu-Woodroofe.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    ergodic theorems with rates
    0 references
    central limit theorem for Markov chains
    0 references
    Dunford-Schwartz operators
    0 references
    probability preserving transformations
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references