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Series Criteria for Growth Rates of Partial Maxima of Iterated Ergodic Map Values

Author

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  • M. J. Appel

    (Mortgage Guaranty Insurance Corporation)

Abstract

Birkhoff's 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: $$\frac{1}{n}\sum\limits_{k = 0}^{n - 1} {f \circ T^k \to \int_\Omega {f\;dP,{ a}{.s as }n \to \infty } } { (0}{.1)}$$ 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 $$M_n = \mathop {\max }\limits_{k\; \leqslant \;n} f \circ T^k \uparrow {ess}\;\sup f,{ a}{.s as }n \to \infty {(0}{.2)}$$ Series criteria are provided which characterize the a.s. maximal and minimal growth rates of the sequence of partial maxima.

Suggested Citation

  • M. J. Appel, 2002. "Series Criteria for Growth Rates of Partial Maxima of Iterated Ergodic Map Values," Journal of Theoretical Probability, Springer, vol. 15(1), pages 153-159, January.
  • Handle: RePEc:spr:jotpro:v:15:y:2002:i:1:d:10.1023_a:1013843518677
    DOI: 10.1023/A:1013843518677
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