On the Constants in the Estimates of the Rate of Convergence in von Neumann's Ergodic Theorem
Matematičeskie zametki, Tome 87 (2010) no. 5, pp. 756-763
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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.
Keywords:
von Neumann's ergodic theorem, ergodic mean, spectral measure, dynamical system, wide-sense stationary stochastic process, Darboux sum.
Mots-clés : correlation coefficient
Mots-clés : correlation coefficient
@article{MZM_2010_87_5_a8,
author = {A. G. Kachurovskii and V. V. Sedalishchev},
title = {On the {Constants} in the {Estimates} of the {Rate} of {Convergence} in {von~Neumann's} {Ergodic} {Theorem}},
journal = {Matemati\v{c}eskie zametki},
pages = {756--763},
year = {2010},
volume = {87},
number = {5},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2010_87_5_a8/}
}
TY - JOUR AU - A. G. Kachurovskii AU - V. V. Sedalishchev TI - On the Constants in the Estimates of the Rate of Convergence in von Neumann's Ergodic Theorem JO - Matematičeskie zametki PY - 2010 SP - 756 EP - 763 VL - 87 IS - 5 UR - http://geodesic.mathdoc.fr/item/MZM_2010_87_5_a8/ LA - ru ID - MZM_2010_87_5_a8 ER -
A. G. Kachurovskii; V. V. Sedalishchev. On the Constants in the Estimates of the Rate of Convergence in von Neumann's Ergodic Theorem. Matematičeskie zametki, Tome 87 (2010) no. 5, pp. 756-763. http://geodesic.mathdoc.fr/item/MZM_2010_87_5_a8/
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