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Maximal ergodic inequality
A map $f: X \to X$ preserves an ergodic probability $\mu$, i.e., $\mu \circ f^{-1}=\mu$ and for any $\phi: X \to \mathbb{R}$ with $\int \phi d\mu=0$,
$$\frac{1}{n} \sum_{i \le n} \phi \circ f^i \to 0 \...
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Can one realize this as an ergodic process?
Consider the lattice $\mathbb Z^2$ and take iid random variables $Y_e$ on all edges $e$ of the graph.
We then define random variables $X_i:=\sum_{e \text{ adjacent to } i}Y_e.$
In other words: For ...