RANDOM ERGODIC-THEOREMS WITH UNIVERSALLY REPRESENTATIVE SEQUENCES

Citation
M. Lacey et al., RANDOM ERGODIC-THEOREMS WITH UNIVERSALLY REPRESENTATIVE SEQUENCES, Annales de l'I.H.P. Probabilites et statistiques, 30(3), 1994, pp. 353-395
Citations number
18
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
02460203
Volume
30
Issue
3
Year of publication
1994
Pages
353 - 395
Database
ISI
SICI code
0246-0203(1994)30:3<353:REWURS>2.0.ZU;2-I
Abstract
When elements of a measure-preserving action of R(d) or Z(d) are selec ted in a random way, according to a stationary stochastic process, a.e . convergence of the averages of an L(p) function along the resulting orbits may almost surely hold, in every system; in such a case we call the sampling scheme universally representative. We show that i.i.d. i nteger-valued sampling schemes are universally representative (with p > 1) if and only if they have nonzero mean, and we discuss a variety o f other sampling schemes which have or lack this property.