English

On random almost periodic trigonometric polynomials and applications to ergodic theory

Probability 2007-05-23 v1

Abstract

We study random exponential sums of the form k=1nXk×\exp{i(λk(1)t1+...+λk(s)ts)}\sum_{k=1}^nX_k\times\ex p\{i(\lambda_k^{(1)}t_1+...+\lambda_k^{(s)}t_s)\}, where {Xn}\{X_n\} is a sequence of random variables and {λn(i):1is}\{\lambda_n^{(i)}:1\leq i\leq s\} are sequences of real numbers. We obtain uniform estimates (on compact sets) of such sums, for independent centered {Xn}\{X_n\} or bounded {Xn}\{X_n\} satisfying some mixing conditions. These results generalize recent results of Weber [Math. Inequal. Appl. 3 (2000) 443--457] and Fan and Schneider [Ann. Inst. H. Poincar\'{e} Probab. Statist. 39 (2003) 193--216] in several directions. As applications we derive conditions for uniform convergence of these sums on compact sets. We also obtain random ergodic theorems for finitely many commuting measure-preserving point transformations of a probability space. Finally, we show how some of our results allow to derive the Wiener--Wintner property (introduced by Assani [Ergodic Theory Dynam. Systems 23 (2003) 1637--1654]) for certain functions on certain dynamical systems.

Keywords

Cite

@article{arxiv.math/0602543,
  title  = {On random almost periodic trigonometric polynomials and applications to ergodic theory},
  author = {Guy Cohen and Christophe Cuny},
  journal= {arXiv preprint arXiv:math/0602543},
  year   = {2007}
}

Comments

Published at http://dx.doi.org/10.1214/009117905000000459 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-07-22T17:31:58.019Z