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

Authors :
Kachurovskii, A.
Podvigin, I.
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