Title of article :
Series Criteria for Growth Rates of Partial Maxima of Iterated Ergodic Map Values
Author/Authors :
M. J. Appel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
-152
From page :
153
To page :
0
Abstract :
Birkhoffʹs 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: 1/n (sigma)f(ring operator)T^k-(integral)(omega)f dp, a.s. as n-(infinity) In this article, we discuss the analogous result for sequences of partial maxima: given a measurable f, if T is measure-preserving and ergodic then M n =max k<=n f (ring operator) T ^k |ess sup f , a.s. as n-(infinity) Series criteria are provided which characterize the a.s. maximal and minimal growth rates of the sequence of partial maxima.
Keywords :
extrema  , maxima  , ergodic theory , essential suprema  , strict sense stationarity  , series criteria
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Serial Year :
2002
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Record number :
108341
Link To Document :
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