Hostname: page-component-78c5997874-94fs2 Total loading time: 0 Render date: 2024-11-19T04:59:04.883Z Has data issue: false hasContentIssue false

A Stochastic Ergodic Theorem for General Additive Processes

Published online by Cambridge University Press:  20 November 2018

Doḡan Çömez*
Affiliation:
Mathematical Sciences Division, NDSU, Fargo, ND
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

In this article, we obtain the stochastic ergodic theorem for general additive processes. That is, we prove that there exists , such that whenever α > 0 and A is a measurable set with μ(A) < ∞, where and {U(ij)}} an arbitrary (two dimensional) semigroup of L1 -contractions. This result generalizes the stochastic ergodic theorem (SET) of U. Krengel and the SET of M. A. Akcoglu and L. Sucheston.

Keywords

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 1989

References

1. Akcoglu, M. A. and Sucheston, L., A stochastic ergodic theorem for superadditive processes, Erg. Th. & Dynam. System., 3, 335344, (1983).Google Scholar
2. Brunei, A., Théorème ergodique ponctuel pour un semi-groupe commutatif finiment engendré de contractions de L\, Ann. Inst. Henri Poincare, Sect. B, 9, 327343, (1973).Google Scholar
3. Chacon, R. V. and Krengel, U., Linear modulus of a linear operator, Proc. A.M.S., 15, 553559, (1966).Google Scholar
4. Dunford, N. and Schwartz, J., Linear operators-I, Interscience, New York, (1958).Google Scholar
5. Krengel, U., On the global limit behaviour of Markov chains and of general non-singular Markov processes, Z. Wahr., 6, 302316, (1966).Google Scholar