POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES
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Abstract: We obtain pointwise ergodic theorems with rate under conditions expressed in terms of the convergence of series involving , improving previous results. Then, using known results on martingale approximation, we obtain some LIL for stationary ergodic processes and quenched central limit theorems for functional of Markov chains. The proofs are based on the use of the spectral theorem and, on a recent work of Zhao-Woodroofe extending a method of Derriennic-Lin.
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Cited in
(26)- On the spectral SLLN and pointwise ergodic theorem in \(L^{\alpha}\)
- Non-stationary almost sure invariance principle for hyperbolic systems with singularities
- Some optimal pointwise ergodic theorems with rate
- Measuring the rate of convergence in the Birkhoff ergodic theorem
- A compact LIL for martingales in \(2\)-smooth Banach spaces with applications
- Strong invariance principles with rate for ``reverse martingale differences and applications
- On an identity of Ky Fan
- On martingale approximations and the quenched weak invariance principle
- On the functional CLT for stationary Markov chains started at a point
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- On the CLT for additive functionals of Markov chains
- Limit theorems for Markov chains by the symmetrization method
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