Series Criteria for Growth Rates of Partial Maxima of Iterated Ergodic Map Values |
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Authors: | M. J. Appel |
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Affiliation: | (1) Mortgage Guaranty Insurance Corporation, Milwaukee, Wisconsin, 53201 |
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Abstract: | Birkhoff's well-known ergodic theorem states that the simple averages of a sequence of real (integrable) function values on successive iterates of a measure-preserving mapping T converge a.s. to the conditional expected value of the function conditioned on the invariant sigma-field. If the mapping is in addition ergodic, then the limit is simply the unconditional expected value:In this article, we discuss the analogous result for sequences of partial maxima: given a measurable f, if T is measure-preserving and ergodic thenSeries criteria are provided which characterize the a.s. maximal and minimal growth rates of the sequence of partial maxima. |
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Keywords: | extrema essential suprema maxima ergodic theory strict sense stationarity series criteria |
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