POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES

DOI10.1142/S0219493711003206zbMath1210.60031arXiv0904.0185MaRDI QIDQ3083434

Christophe Cuny

Publication date: 21 March 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.0185

zbMATH Keywords

ergodic theoremsspectral theoremnormal Markov chainsquenched CLTLIL

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (21)

On the functional CLT for stationary Markov chains started at a point ⋮ On an identity of Ky Fan ⋮ Bernstein functions and rates in mean ergodic theorems for operator semigroups ⋮ Limit theorems for Markov chains by the symmetrization method ⋮ Almost everywhere convergence of powers of some positive \(L_p\) contractions ⋮ A quenched weak invariance principle ⋮ Central limit theorem for Markov processes with spectral gap in the Wasserstein metric ⋮ On the functional central limit theorem via martingale approximation ⋮ Everywhere divergence of one-sided ergodic Hilbert transform ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Almost sure invariance principles via martingale approximation ⋮ Strong approximation of partial sums under dependence conditions with application to dynamical systems ⋮ On Nörlund summation and ergodic theory, with applications to power series of Hilbert contractions ⋮ 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 ⋮ VARIANCE BOUNDING MARKOV CHAINS, L₂-UNIFORM MEAN ERGODICITY AND THE CLT ⋮ On the CLT for additive functionals of Markov chains ⋮ A compact LIL for martingales in \(2\)-smooth Banach spaces with applications ⋮ Strong invariance principles with rate for ``reverse martingale differences and applications ⋮ Quenched Invariance Principles via Martingale Approximation

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