-1
votes
0answers
56 views

Rising Sun Inequality (Dunford-Schwartz maximal inequality) [migrated]

Let $f:\mathbb{R} \rightarrow \mathbb{R}$ be an absolutely integrable function, and let $f^*:\mathbb{R} \rightarrow \mathbb{R}$ be the one-sided signed Hardy-Littlewood maximal function $$f^*(x) := ...
4
votes
1answer
177 views

Practical way to check for geometric convergence

Target distribution is multimodal, 24 dimensions, continuous state space. For MCMC integration (MH sampler) I use a manually tuned proposal distribution. When I measure the convergence rate ...
2
votes
1answer
206 views

Multiple ergodic averages with varying number of terms

Hi. I've been stuck on the following question for some time. Consider a sequence of functions $\left( f_n \right)$ from an ergodic space $\left( \mathsf{X}, \mathsf{S}, \mu \right)$ to $\left[ 0,1 ...