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1. Large deviations and the rate of convergence in the Birkhoff ergodic theorem.

Author

Kachurovskii, A. and Podvigin, I.

Subjects
*LIMIT theorems, *LARGE deviations (Mathematics), *LIMITS (Mathematics), *STATISTICS, *MATHEMATICS
Abstract

For bounded averaged functions, we prove the equivalence of the power-law and exponential rates of convergence in the Birkhoff individual ergodic theorem with the same asymptotics of the probability of large deviations in this theorem. [ABSTRACT FROM AUTHOR]

Published
2013
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