The spherical ergodic theorem revisited

In this paper, we give a new proof of a result of R. Jones showing almost everywhere convergence of spherical means of actions of R^d${\mathbb{R}}^d$ on L^p(X)$L^p(X)$-spaces are convergent for d?3$d?3$ and p>d/(d-1)$p>d/(d-1)$.     

Sub-additive ergodic theorems for countable amenable groups

In this paper we generalize Kingman's sub-additive ergodic theorem to a large class of infinite countable discrete amenable group actions.     

A dominated ergodic theorem for some bilinear averages

Let T be a positive invertible linear operator with positive inverse on some Lp(μ), 1?p<∞, where μ is a σ-finite measure. We study the convergence in the Lp(μ)-norm and the almost everywhere convergence of the bilinear operators

     

A mean ergodic theorem on vector spaces

A mean ergodic theorem for a matrix is first proved from which a mean ergodic theorem for affine operators on a vector space without any topological structure is obtained.     

A non-singular dynamical system without maximal ergodic inequality

It is shown that there is a non-singular dynamical system for which the maximal ergodic inequality does not hold. We further discuss the connection between a non-singular dynamical systems and the pointwise convergence of the Furstenberg ergodic averages.     

A note on the almost sure limit theorem for U-statistic

Summary In this note we prove an almost sure limit theorem for the products of U-statistics.     

Applications of the ergodic iteration theorem

I prove several natural preservation theorems for the countable support iteration. This solves a question of Ros?anowski regarding the preservation of localization properties and greatly simplifies the proofs in the area (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Central limit theorem and almost sure central limit theorem for the product of some partial sums

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.     

A generalization of Sperner’s theorem and an application to graph orientations

A generalization of Sperner’s theorem is established: For a multifamily M={Y₁,…,Y_p} of subsets of {1,…,n} in which the repetition of subsets is allowed, a sharp lower bound for the number φ(M) of ordered pairs (i,j) satisfying i≠j and Y_i⊆Y_j is determined. As an application, the minimum average distance of orientations of complete bipartite graphs is determined.     

Sequential entry and exit decisions with an ergodic performance criterion

We consider a variant of an optimisation problem involving sequential entry and exit decisions that has emerged in the economics literature as a real option model. The problem that we solve aims at maximising an ergodic, or long-term average, performance criterion in a pathwise as well as in an expected sense. Such a performance index is probably better suited to decision making within a sustainable economic environment. Our results include a complete characterisation of the optimal strategy, which can take qualitatively different forms depending on the problem's data, as well as explicit expressions for the maximal value of the associated performance index.     

A Generalization of a Theorem of Liao

Let X be a metrizable space and let φ：R× X → X be a continuous flow on X. For any given {φt}-invariant Borel probability measure, this paper presents a {φt}-invariant Borel subset of X satisfying the requirements of the classical ergodic theorem for the contiImous flow （X, {φt}）. The set is more restrictive than the ones in the literature, but it might be more useful and convenient, particularly for non-uniformly hyperbolic systems and skew-product flows.     

An almost sure central limit theorem for self-normalized weighted sums

Let X, X1 , X2 , ··· be a sequence of nondegenerate i.i.d. random variables with zero means, which is in the domain of attraction of the normal law. Let {a ni , 1≤i≤n, n≥1} be an array of real numbers with some suitable conditions. In this paper, we show that a central limit theorem for self-normalized weighted sums holds. We also deduce a version of ASCLT for self-normalized weighted sums.     

A central limit theorem for the sojourn times of strongly ergodic Markov chains

Let X_n be an irreducible aperiodic recurrent Markov chain with countable state space I and with the mean recurrence times having second moments. There is proved a global central limit theorem for the properly normalized sojourn times. More precisely, if $\text{t}{}^{\mathrm{(n}}\text{)}{}_{\mathrm{i}}\text{=Σ}{}^{\mathrm{n}}{}_{\mathrm{k=1}}\text{i}\text{?}{}_{\mathrm{i}}\text{(X}{}_{\mathrm{k}}\text{)}$, then the probability measures induced by {t⁽ⁿ⁾_i/√n?√nπ_i}_i?I(π_i being the ergotic distribution) on the Hilbert-space of square summable I-sequences converge weakly in this space to a Gaussian measure determined by a certain weak potential operator.     

Refinement of the almost sure central limit theorem for associated processes

In this paper, for the partial sumsS _n of a stationary associated random process it is proved that the logarithmic averages converge almost surely. The asymptotic normality of the normalized difference between the logarithmic averages and their limiting value is established. Translated fromMatematicheskie Zametki, Vol. 68, No. 4, pp. 513–522, October, 2000.     

A pointwise ergodic theorem for contractions in \mathbb{L}_p (ℋ)-spaces

We consider L _p -spaces of measurable functions ranging in a Hilbert space and single out a class of contractions on such spaces for which the pointwise ergodic theorem holds.