Probabilistic and Deterministic Averaging

DOI10.2307/1998459MaRDI QIDQ3935219zbMATH OpenOpenAlexFDO

Authors Charles M. Goldie, N. H. Bingham

Publication date 1982

Full work available at URL https://doi.org/10.2307/1998459

zbMATH Keywords

Backward recurrence timeCesaro convergenceladder heightlaws of large numberslocal limit theoremmartingalerenewal theory

Mathematics Subject Classification ID

Cesàro, Euler, Nörlund and Hausdorff methods (40G05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cited in

(6)

• Convergence rates in the strong law for bounded mixing sequences
• Strong approximation of additive functionals
• Uniform ergodic convergence and averaging along Markov chain trajectories
• Ergodic theorems for transient one-dimensional diffusions
• Limit laws for the averages of exponential random variables
• Voronoi means, moving averages, and power series

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