On the constants in the estimates of the rate of convergence in von Neumann’s ergodic theorem

被引:0
|
作者
A. G. Kachurovskii
V. V. Sedalishchev
机构
[1] Russian Academy of Sciences,Sobolev Institute of Mathematics
[2] Novosibirsk State University,undefined
来源
Mathematical Notes | 2010年 / 87卷
关键词
von Neumann’s ergodic theorem; ergodic mean; spectral measure; dynamical system; wide-sense stationary stochastic process; correlation coefficient; Darboux sum;
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摘要
We study the rate of convergence in von Neumann’s ergodic theorem. We obtain constants connecting the power rate of convergence of ergodic means and the power singularity at zero of the spectral measure of the corresponding dynamical system (these concepts are equivalent to each other). All the results of the paper have obvious exact analogs for wide-sense stationary stochastic processes.
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页码:720 / 727
页数:7
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