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Large deviations and the rate of convergence in the Birkhoff ergodic theorem.
- Source :
-
Mathematical Notes . Sep2013, Vol. 94 Issue 3/4, p524-531. 8p. - Publication Year :
- 2013
-
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]
Details
- Language :
- English
- ISSN :
- 00014346
- Volume :
- 94
- Issue :
- 3/4
- Database :
- Academic Search Index
- Journal :
- Mathematical Notes
- Publication Type :
- Academic Journal
- Accession number :
- 91620735
- Full Text :
- https://doi.org/10.1134/S0001434613090228