Ergodic theorems for extended real-valued random variables

DOI10.1016/J.SPA.2010.05.008MaRDI QIDQ2638352zbMATH OpenOpenAlexFDO

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

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

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• Conditional expectation and ergodic theorem for a positive integrand
• Random ergodic theorems and real cocycles
• Generic consistency for approximate stochastic programming and statistical problems
• A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach
• An almost sure ergodic theorem for quasistatic dynamical systems
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