English

Fluctuation of ergodic averages and other stochastic processes

Dynamical Systems 2025-01-03 v4

Abstract

For an ergodic map TT and a non-constant, real-valued fL1f \in L^1, the ergodic averages ANf(x)=1Nn=1Nf(Tnx)\mathbb{A}_N f(x) = \frac{1} {N} \sum_{n=1}^N f(T^n x) converge a.e., but the convergence is never monotone. Depending on particular properties of the function ff, the averages ANf(x)\mathbb{A}_N f(x) may or may not actually fluctuate around the mean value infinitely often a.e. We will prove that a.e. fluctuation around the mean is the generic behavior. That is, for a fixed ergodic TT, the generic non-constant fL1f\in L^1 has the averages ANf(x)\mathbb{A}_N f(x) fluctuating around the mean infinitely often for almost every xx. We also consider fluctuation for other stochastic processes like subsequences of the ergodic averages, convolution operators, weighted averages, uniform distribution and martingales. We will show that in general, in these settings fluctuation around the limit infinitely often persists as the generic behavior.

Keywords

Cite

@article{arxiv.2404.11507,
  title  = {Fluctuation of ergodic averages and other stochastic processes},
  author = {Sovanlal Mondal and Joe Rosenblatt and Máté Wierdl},
  journal= {arXiv preprint arXiv:2404.11507},
  year   = {2025}
}

Comments

31 pages, no figures. Some typos and presentation of proofs are modified based on the referee's suggestions