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On the speed of convergence in the ergodic theorem

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Abstract

Given any ergodic invertible measure preserving transformation τ of [0,1] and any null-sequence (α N ) of positive reals, there exists a continuousf such that

$$\lim \sup \alpha _{\rm N}^{ - 1} \left| {N^{ - 1} \sum\limits_{k = 0}^{N - 1} {f \circ \tau ^k - \smallint f} } \right| = \infty a. e.,$$

i.e. there is no “speed of convergence” in the ergodic theorem for any τ. The analogous result holds also for norm-convergence.

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References

  1. Friedman, N. A.: Introduction to Ergodic Theory. New York-Cincinnati-Toronto-London-Melbourne: Van Nostrand. 1970.

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  2. Halmos, P. A.: Lectures on Ergodic Theory. Tokyo: The Math. Soc. Japan. 1956.

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Krengel, U. On the speed of convergence in the ergodic theorem. Monatsh Math 86, 3–6 (1978). https://doi.org/10.1007/BF01300052

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  • DOI: https://doi.org/10.1007/BF01300052

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