Ergodic theorems for extended real-valued random variables

DOI10.1016/J.SPA.2010.05.008zbMATH Open1215.37010OpenAlexW2133288642MaRDI QIDQ2638352FDOQ2638352

Authors: Raffaello Seri, Christine Choirat, Christian Hess 

Publication date: 15 September 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.05.008

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zbMATH Keywords

Birkhoff ergodic theoremasymptotically mean stationary

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Dynamical aspects of measure-preserving transformations (37A05) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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Cited In (15)

• Generic consistency for approximate stochastic programming and statistical problems
• Random ergodic theorems and real cocycles
• A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach
• An almost sure ergodic theorem for quasistatic dynamical systems
• A Finitely Additive Generalization of Birkhoff's Ergodic Theorem
• Title not available (Why is that?)
• A strong ergodic theorem for extreme and intermediate order statistics
• A Kesten-Stigum type theorem for a supercritical multitype branching process in a random environment
• Scenario approximation of robust and chance-constrained programs
• Ergodic theorem for random measures, homogeneous in a broad sense
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• Multidimensional and multivalued ergodic theorems for measure-preserving transformations
• Extensions of the Menchoff-Rademacher theorem with applications to ergodic theory
• Ergodic theorem without invariant measure
• Conditional expectation and ergodic theorem for a positive integrand

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