Some Examples of the Problem of \varepsilon-Deviatations for Stationary Sequences

DOI10.1137/S0040585X9797897XMaRDI QIDQ3147230zbMATH OpenOpenAlexFDO

Authors V. F. Gaposhkin

Publication date 18 September 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x9797897x

zbMATH Keywords

arithmetic meansprobabilities of e-deviationsquasi-stationary sequencesstationary sequences of the second ordervariances of means

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) Stationary stochastic processes (60G10)

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(6)

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• Constants in the estimates of the convergence rate in the Birkhoff ergodic theorem with continuous time
• Estimates of the rate of convergence in the von Neumann and Birkhoff ergodic theorems
• Exact estimates of the metric entropy of the averages for some classes of stationary sequences
• Interrelation between the convergence rates in von Neumann's and Birkhoff's ergodic theorems
• Quantitative strong laws of large numbers

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