Let T be an invertible measure-preserving transformation on a sigma-fi
nite measure space (X, mu) and let 1 < p < infinity. This paper uses a
n abstract method developed by Jose Luis Rubio de Francia which allows
us to give a unified approach to the problems of characterizing the p
ositive measurable functions nu such that the limit of the ergodic ave
rages or the ergodic Hilbert transform exist for all f is an element o
f L(p)(nu d mu). As a corollary, we obtain that both problems are equi
valent, extending to this setting some results of R. Jajte, I. Berkson
, J. Bourgain and A. Gillespie. We do not assume the boundedness of th
e operator Tf(x) = f(Tx) on L(p)(nu d mu). However, the method of Rubi
o de Francia shows that the problems of convergence are equivalent to
the existence of some measurable positive function u such that the erg
odic maximal operator and the ergodic Hilbert transform are bounded fr
om L(p)(nu d mu) into L(p)(ud mu). We also study and solve the dual pr
oblem.