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Sibirskii Matematicheskii Zhurnal, 2011, Volume 52, Number 5, Pages 1039–1052
(Mi smj2256)
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This article is cited in 12 scientific papers (total in 12 papers)
Constants in the estimates of the rate of convergence in von Neumann's ergodic theorem with continuous time
N. A. Dzhulaĭa, A. G. Kachurovskiĭb a Novosibirsk State University, Novosibirsk, Russia
b Sobolev Institute of Mathematics, Novosibirsk, Russia
Abstract:
Estimates for the rate of convergence in ergodic theorems are necessarily spectral. We find the equivalence constants relating the polynomial rate of convergence in von Neumann's mean ergodic theorem with continuous time and the polynomial singularity at the origin of the spectral measure of the function averaged over the corresponding dynamical system. We also estimate the same rate of convergence with respect to the decrease rate of the correlation function. All results of this article have obvious exact analogs for the stochastic processes stationary in the wide sense.
Keywords:
von Neumann mean ergodic theorem, rate of convergence of ergodic averages, spectral measure, correlation function, stationary stochastic process.
Received: 12.07.2010
Citation:
N. A. Dzhulaǐ, A. G. Kachurovskiǐ, “Constants in the estimates of the rate of convergence in von Neumann's ergodic theorem with continuous time”, Sibirsk. Mat. Zh., 52:5 (2011), 1039–1052; Siberian Math. J., 52:5 (2011), 824–835
Linking options:
https://www.mathnet.ru/eng/smj2256 https://www.mathnet.ru/eng/smj/v52/i5/p1039
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