scientific article; zbMATH DE number 1301678

MaRDI QIDQ4246889zbMATH OpenFDO

Authors Endre Csáki, Antónia Földes

Publication date 4 April 2000

zbMATH Keywords

ergodic theoremiterated Brownian motionlogarithmic averageratio ergodic theoremself-similar processes

Mathematics Subject Classification ID

Strong limit theorems (60F15) Self-similar stochastic processes (60G18)

Review text

Two main results are proved: The first one is a version of the Birkhoff ergodic theorem for self-similar processes, which holds with a single exceptional nullset for an uncountable class of functions. The second one is a ratio ergodic theorem for iterated Brownian motion. Results of the first kind are a useful tool for the study of almost sure limit theorems based on logarithmic averaging. For the entire collection see [Zbl 0901.00049].

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(6)

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• Some properties of a special class of self-similar processes
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