1982
DOI: 10.1137/1126078
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On the Dependence of the Convergence Rate in the Strong Law of Large Numbers for Stationary Processes on the Rate of Decay of the Correlation Function

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Cited by 20 publications
(22 citation statements)
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“…y), which is clearly subsumed by the error term in (12). Hence from now on we focus on the terms with c = 0.…”
Section: Initial Discussion Of the Main Error Contributionmentioning
confidence: 99%
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“…y), which is clearly subsumed by the error term in (12). Hence from now on we focus on the terms with c = 0.…”
Section: Initial Discussion Of the Main Error Contributionmentioning
confidence: 99%
“…On the other hand, using the fact that the flow {U t } is mixing on smooth vectors in L 2 (X) with a rate t ε−1 as t → ∞ (as follows from [4] combined with an argument as in [37,Lemma 2.3] 2 ), one can prove that for sufficiently nice test functions f on Γ\G, and for µ-almost all Γg ∈ X, the deviation of the ergodic average in the left hand side of (9) decays like T ε− 1 2 as T → ∞; cf. [12]. In this last statement the µ-null set of exceptional points Γg is non-explicit and depends on f ; furthermore the implied constant in the bound depends on both f and Γg in a non-explicit way; the strength of Theorem 1.6 lies of course in the fact that it gives a bound where all these dependencies are explicit.…”
Section: General Orbitsmentioning
confidence: 93%
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“…The case b n ≡ 1 was treated in Gaposhkin [18,Theorem 3] when p = 2 and T is unitary on L 2 , in Derriennic and Lin [11,Corollary 3.7] when T is a Dunford-Schwartz operator, and in Weber [52, Proposition 1.6] in the general case treated here. Applying Kronecker's lemma to the series in (i) (with b n ≡ 1) yields the same "strong law with rate" as Weber for β > (p − 1)/p, but our rate obtained directly in (i) is better; the rate in the "strong law of large numbers" obtained from (ii) by Kronecker's lemma is the same as Weber's when β = (p − 1)/p, but worse than Weber's (in the power of the logarithm) when β < (p − 1)/p.…”
Section: Applications To Ergodic Theorymentioning
confidence: 99%
“…For T unitary on L 2 and f ∈ L 2 satisfying (1.14), the rates obtained by Gaposhkin [Ga,Theorem 3,cases (vii), (iv), and (iii)] are better than those of Proposition 1.8.…”
mentioning
confidence: 91%