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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2010 Volume 201, Number 4, Pages 25–32 (Mi sm7622)

This article is cited in 14 papers

On the rate of convergence in von Neumann's ergodic theorem with continuous time

A. G. Kachurovskiia, A. V. Reshetenkob

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
b Novosibirsk State University

Abstract: The rate of convergence in von Neumann's mean ergodic theorem is studied for continuous time. The condition that the rate of convergence of the ergodic averages be of power-law type is shown to be equivalent to requiring that the spectral measure of the corresponding dynamical system have a power-type singularity at 0. This forces the estimates for the convergence rate in the above ergodic theorem to be necessarily spectral. All the results obtained have obvious exact analogues for wide-sense stationary processes.
Bibliography: 7 titles.

Keywords: von Neumann's mean ergodic theorem; rate of convergence of ergodic averages; spectral measures of a dynamical system; wide-sense stationary stochastic processes.

UDC: 517.987+519.214

MSC: Primary 28D10; Secondary 37A30, 60G10

Received: 19.08.2009

DOI: 10.4213/sm7622


 English version:
Sbornik: Mathematics, 2010, 201:4, 493–500

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© Steklov Math. Inst. of RAS, 2025