We consider the convergence of moving averages in the general setting of ergodic theory or stationary ergodic processes. We characterize when there is universal convergence of moving averages based on complete convergence to zero of the standard ergodic averages. Using a theorem of Hsu-Robbins (1947) for independent, identically distributed processes, we prove for any bounded measurable function $f$ on a standard probability space $(X,\mathcal{B},μ)$, there exists a Bernoulli shift $T$, such that all moving averages $M(v_n, L_n)^T f = \frac{1}{L_n} \sum_{i=v_n+1}^{v_n+L_n} f \circ T^i$ with $L_n\geq n$ converge a.e. to $\int_X f dμ$.
We refresh the reader about the cone condition established by Bellow, Jones, Rosenblatt (1990) which guarantees convergence of certain moving averages for all $f \in L^1(μ)$ and ergodic measure preserving maps $T$. We show given $f \in L^1(μ)$ and ergodic measure preserving $T$, there exists a moving average $M(v_n,L_n)^T f$ with $L_n$ strictly increasing such that $(v_n,L_n)$ does not satisfy the cone condition, but pointwise convergence holds a.e.
We show for any non-zero $f\in L^1(μ)$, there is a generic class of ergodic maps $T$ such that each map has an associated moving average $M(v_n, L_n)^T f$ which does not converge pointwise. It is known if $f\in L^2(μ)$ is mean-zero, then there exist solutions $T$ and $g\in L^1(μ)$ to the coboundary equation: $f = g - g\circ T$. This implies $f$ and $T$ produce universal moving averages. We show this does not generalize to $L^p(μ)$ for $p<2$ by explicitly defining functions $f\in \cap_{p<2}L^p(μ)$ such that for each ergodic measure preserving $T$, there exists a moving average $M(v_n, L_n)^T f$ with $L_n\geq n$ such that these moving averages do not converge pointwise. Several of the results are generalized to the case of moving averages with polynomial growth.
Based on T.Tao's result of norm convergence of multiple ergodic averages for commut-ing transformation, we obtain there is a subsequence which converges almost everywhere. Meanwhile, the ergodic behaviour, which the time average is equal to the space average, of diagonal measures is obtained and we give different result according to the classification of transformations. Additionally, on the torus with special rotation. we can not only get the convergence in T.Tao's paper for every point in Td, but also get a beautiful result for ergodic behaviour.
Convergence properties of random ergodic averages have been extensively studied in the literature. In these notes, we exploit a uniform estimate by Cohen \& Cuny who showed convergence of a series along randomly perturbed times for functions in $L^2$ with $\int \max(1,\log (1+|t|)) dμ_f<\infty$. We prove universal pointwise convergence of a class of random averages along randomly perturbed times for $L^2$ functions with $\int \max(1,\log\log(1+|t|)) dμ_f<\infty$. For averages with additional smoothing properties, we obtain a universal variational inequality as well as universal pointwise conve…
Using an asymptotically additive sequence of continuous functions as a restrictive condition, this paper studies the relations of several ergodic averages for asymptotically additive potentials. Basic properties of conditional maximum ergodic averages are studied. In particular, if the dynamical systems satisfy the specification property, the maximal growth rate of an asymptotically additive potential on the level set is equal to its conditional maximum ergodic averages and the maximal growth rates on the irregular set is its maximum ergodic averages. Finally, the applications for suspension f…
We find limits of some multiple ergodic averages, generalizing a result of Bergelson to the setting of two commuting transformations and actions of amenable groups.
In this paper, we study the multiple ergodic averages of a locally constant real-valued function in linear Cookie-Cutter dynamical systems. The multifractal spectrum of these multiple ergodic averages is completely determined.
We show uniform convergence of Wiener-Wintner ergodic averages for ergodic actions of (not necessarily countable) locally compact, second countable, abelian (LCA) groups. As a by-product, we obtain a finitary version of the van der Corput inequality for such groups.
We show that multiple polynomial ergodic averages arising from nilpotent groups of measure preserving transformations of a probability space always converge in the L^2 norm.
We study here weighted polynomial multiple ergodic averages. A sequence of weights is called universally good if any polynomial multiple ergodic average with this sequence of weights converges in $L^{2}$. We find a necessary condition and show that for any bounded measurable function $ϕ$ on an ergodic system, the sequence $ϕ(T^{n}x)$ is universally good for almost every $x$. The linear case was understood by Host and Kra.
Birkhoff's theorem states that for an ergodic automorphism, the time averages converge to the space average. Given sequence $ψ(n)\to+0$, U. Krengel proved that for any ergodic automorphism there is an indicator such that the corresponding time averages converged a.e. with a rate slower than $ψ$. We prove again similar statements answering a question of I. Podvigin in passing.
We prove the $L^{2}$ convergence for the linear multiple ergodic averages of commuting transformations $T_{1}, ..., T_{l}$, assuming that each map $T_i$ and each pair $T_iT_j^{-1}$ is ergodic for $i\neq j$. The limiting behavior of such averages is controlled by a particular factor, which is an inverse limit of nilsystems. As a corollary we show that the limiting behavior of linear multiple ergodic averages is the same for commuting transformations.
We study the almost sure convergence of bilateral ergodic averages for not necessarily integrable functions and relate it to the ones of the forward and backward averages, hence complementing results of Woś and the second named author. In the case of convergence, using results of Furstenberg on double recurrence, we prove oscillations of the bilateral ergodic averages around the limit.
We prove the norm convergence of multiple ergodic averages along cubes for several commuting transformations, and derive corresponding combinatorial results. The method we use relies primarily on the "magic extension" established recently by B. ~Host.
By building some suitable strictly ergodic models, we prove that for an ergodic system $(X,\mathcal{X},μ, T)$, $d\in{\mathbb N}$, $f_1, \ldots, f_d \in L^{\infty}(μ)$, the averages $$\frac{1}{N^2} \sum_{(n,m)\in [0,N-1]^2} f_1(T^nx)f_2(T^{n+m}x)\ldots f_d(T^{n+(d-1)m}x) $$ converge $μ$ a.e. Deriving some results from the construction, for distal systems we answer positively the question if the multiple ergodic averages converge a.e. That is, we show that if $(X,\mathcal{X},μ, T)$ is an ergodic distal system, and $f_1, \ldots, f_d \in L^{\infty}(μ)$, then multiple ergodic averages $$\frac 1 N\s…
These notes are based on a course for a general audience given at the Centro de Modeliamento Matemático of the University of Chile, in December 2004. We study the mean convergence of multiple ergodic averages, that is, averages of a product of functions taken at different times. We also describe the relations between this area of ergodic theory and some classical and some recent results in additive number theory.
This article is devoted to the study of the multifractal analysis of ergodic averages in some nonuniformly hyperbolic systems. In particular, our results hold for the robust classes of multidimensional nonuniformly expanding local diffeomorphisms and Viana maps.
In this paper we present a complete solution to the problem of multifractal analysis of multiple ergodic averages in the case of symbolic dynamics for functions of two variables depending on the first coordinate.
This is an earlier, but more general, version of "An L^1 Ergodic Theorem for Sparse Random Subsequences". We prove an L^1 ergodic theorem for averages defined by independent random selector variables, in a setting of general measure-preserving group actions. A far more readable version of this paper is in the works.
The well-known Jewett-Krieger's Theorem states that each ergodic system has a strictly ergodic model. Strengthening the model by requiring that it is strictly ergodic under some group actions, and building the connection of the new model with the convergence of pointwise non-conventional ergodic averages we prove that for an ergodic system $(X,\X,μ, T)$, $d\in\N$, $f_1, \ldots, f_d \in L^{\infty}(μ)$, %and any tempered F{\rm $ø$}lner sequence $F_n$ of $\Z^2$, the averages \begin{equation*} \frac{1}{N^2} \sum_{(n,m)\in F_N} f_1(T^nx)f_2(T^{n+m}x)\ldots f_d(T^{n+(d-1)m}x) \end{equation*} converg…
Ergodic optimization is the study of extremal values of asymptotic dynamical quantities such as Birkhoff averages or Lyapunov exponents, and of the orbits or invariant measures that attain them. We discuss some results and problems.
We prove pointwise convergence, as $N\to \infty$, for the multiple ergodic averages $\frac{1}{N}\sum_{n=1}^N f(T^nx)\cdot g(S^{a_n}x)$, where $T$ and $S$ are commuting measure preserving transformations, and $a_n$ is a random version of the sequence $[n^c]$ for some appropriate $c>1$. We also prove similar mean convergence results for averages of the form $\frac{1}{N}\sum_{n=1}^N f(T^{a_n}x)\cdot g(S^{a_n}x)$, as well as pointwise results when $T$ and $S$ are powers of the same transformation. The deterministic versions of these results, where one replaces $a_n$ with $[n^c]$, remain open, and …
We propose to study the multifractal behavior of weighted ergodic averages. Our study in this paper is concentrated on the symbolic dynamics. We introduce a thermodynamical formalism which leads to a multifractal spectrum. It is proved that this thermodynamical formalism applies to different kinds of dynamically defined weights, including stationary ergodic random weights, uniquely ergodic weights etc. But the validity of the thermodynamical formalism for very irregular weights, like Möbius function, is an unsolved problem. The paper ends with some other unsolved problems.
Deviation of ergodic sums is studied for substitution dynamical systems with a matrix that admits eigenvalues of modulus 1. We consider the corresponding eigenfunctions, and in Theorem 1.1 we prove that the limit inferior of the ergodic sums is bounded for every point in the phase space. In Theorem 1.2, we prove existence of limit distributions along certain exponential subsequences of times for substitutions of constant length. Under additional assumptions, we prove that ergodic integrals satisfy the Central Limit Theorem (Theorem 1.3, Theorem 1.9).
This article is devoted to the study of the historic set of ergodic averages in some nonuniformly hyperbolic systems. In particular, our results hold for the robust classes of multidimensional nonuniformly expanding local diffeomorphisms and Viana maps.
A sequence $(s_n)$ of integers is good for the mean ergodic theorem if for each invertible measure preserving system $(X,\mathcal{B},μ,T)$ and any bounded measurable function $f$, the averages $ \frac1N \sum_{n=1}^N f(T^{s_n}x)$ converge in the $L^2$ norm. We construct a sequence $(s_n)$ that is good for the mean ergodic theorem, but the sequence $(s_n^2)$ is not. Furthermore, we show that for any set of bad exponents $B$, there is a sequence $(s_n)$ where $(s_n^k)$ is good for the mean ergodic theorem exactly when $k$ is not in $B$. We then extend this result to multiple ergodic averages. We …
We unify and extend some previous results about cubic ergodic averages and sets of positive density in products of groups. This provides a joint generalization of earlier work of the author in the case of two commuting actions of an amenable group, and of Q. Chu's recent result on a a finite number of commuting transformations.
We present a general new method for constructing pointwise ergodic sequences on countable groups, which is applicable to amenable as well as to non-amenable groups and treats both cases on an equal footing. The principle underlying the method is that both cases can be viewed as instances of the general ergodic theory of amenable equivalence relations.
We study certain multiple ergodic averages of an iterated functions system generated by two contractions on the unit interval. By using the dynamical coding ${0,1}^{\mathbb{N}}$ of the attractor, we compute the Hausdorff dimension of the set of points with a given frequency of the pattern 11 in positions $k, 2k$.
Nonstandard ergodic averages can be defined for a measure-preserving action of a group on a probability space, as a natural extension of classical (nonstandard) ergodic averages. We extend the one-dimensional theory, obtaining L^1 pointwise ergodic theorems for several kinds of nonstandard sparse group averages, with a special focus on the group Z^d. Namely, we extend results for sparse block averages and sparse random averages to their analogues on virtually nilpotent groups, and extend Christ's result for sparse deterministic sequences to its analogue on Z^d. The second and third results hav…
We apply Walsh's method for proving norm convergence of multiple ergodic averages to arbitrary amenable groups. We obtain convergence in the uniform Cesàro sense for their polynomial actions and for ``triangular'' averages associated to commuting homomorphic actions. The latter generalizes a result due to Bergelson, McCutcheon, and Zhang in the case of two actions.
We prove the uniform oscillation and jump inequalities for the polynomial ergodic averages modeled over multi-dimensional subset of primes. These inequalities provide endpoints for the $r$-variational estimates obtained by Trojan arXiv:1803.05406.
We study fluctuations of ergodic averages generated by actions of amenable groups. In the setting of an abstract ergodic theorem for locally compact second countable amenable groups acting on uniformly convex Banach spaces, we deduce a highly uniform bound on the number of fluctuations of the ergodic average for a class of Følner sequences satisfying an analogue of Lindenstrauss's temperedness condition. Equivalently, we deduce a uniform bound on the number of fluctuations over long distances for arbitrary Følner sequences. As a corollary, these results imply associated bounds for a continuous…
It is shown that there exist a subsequence for which the multiple ergodic averages of commuting invertible measure preserving transformations of a Lebesgue probability space converge almost everywhere provided that the maps are weakly mixing with an ergodic extra condition. The proof provides a example of non-singular dynamical system for which the maximal ergodic inequality does not hold. We further get that the non-singular strategy to solve the pointwise convergence of the Furstenberg ergodic averages fails.
We show that a $k$-linear pointwise ergodic theorem on an ergodic measure-preserving system implies a uniform $k$-linear nilsequence Wiener-Wintner theorem on that system. The assumption is known to hold for arbitrary systems and $k=2$ (due to Bourgain) and for distal systems and arbitrary $k$ (due to Huang, Shao, and Ye).
We prove weighted and vector-valued variational estimates for ergodic averages on $\mathbb{R}^d$. The weighted square function estimate relating ergodic averages to the dyadic martingale is obtained using an $\ell^r$ version of a reverse Hölder inequality for variation seminorms.
In this paper, for a discontinuous skew-product transformation with the integrable observation function, we obtain uniform ergodic theorem and semi-uniform ergodic theorem. The main assumptions are that discontinuity sets of transformation and observation function are neglected in some measure-theoretical sense. The theorems extend the classical results which have been established for continuous dynamical systems or continuous observation functions. Meanwhile, on the torus $\mathbb{T}^{d}$ with special rotation, we prove the pointwise convergence of multiple ergodic average $\disp \f 1 N \sum_…
We study fluctuations of ergodic averages generated by actions of amenable groups. In the setting of an abstract ergodic theorem for locally compact second countable amenable groups acting on uniformly convex Banach spaces, we deduce a highly uniform bound on the number of fluctuations of the ergodic average for a class of Følner sequences satisfying an analogue of Lindenstrauss's temperedness condition. Equivalently, we deduce a uniform bound on the number of fluctuations over long distances for arbitrary Følner sequences. As a corollary, these results imply associated bounds for a continuous…
We study the limiting behavior of multiple ergodic averages involving several not necessarily commuting measure preserving transformations. We work on two types of averages, one that uses iterates along combinatorial parallelepipeds, and another that uses iterates along shifted polynomials. We prove pointwise convergence in both cases, thus answering a question of I.Assani in the former case, and extending results of B.Host-B.Kra and A.Leibman in the latter case. Our argument is based on some elementary uniformity estimates of general bounded sequences, decomposition results in ergodic theory,…
We prove polynomial upper bounds for the deviation of ergodic averages for the straight line flow on every translation surface in almost every direction, in particular for those surfaces arising from rational polygonal billiards.
Vector-valued maximal inequalities and multi-parameter oscillation inequalities for the polynomial ergodic averages along multi-dimensional subsets of primes
Let $(X, \mathcal{A},μ)$ be a probability space and let $T$ be a contraction on $L^2(μ)$. We provide suitable conditions over sequences $(w_k)$, $(u_k)$ and $(A_k)$ in such a way that the weighted ergodic limit $\lim\limits_{N\rightarrow\infty}\frac{1}{A_N}\sum_{k=0}^{N-1} w_k T^{u_k}(f)=0$ $μ$-a.e. for any function $f$ in $L^2(μ)$. As a consequence of our main theorems, we also deal with the so-called one-sided weighted ergodic Hilbert transforms.
We consider a direct product of a suspension flow over a substitution dynamical system and an arbitrary ergodic flow and give quantitative estimates for the speed of convergence for ergodic integrals of such systems. Our argument relies on new uniform estimates of the spectral measure for suspension flows over substitution dynamical systems. The paper answers a question by Jon Chaika.
In this paper we study multiple ergodic averages for "good" variable polynomials. In particular, under an additional assumption, we show that these averages converge to the expected limit, making progress related to an open problem posted by Frantzikinakis (Problem 10, "Some open problems on multiple ergodic averages. Bulletin of the Hellenic Mathematical Society. 60 (2016), 41-90"). Corresponding averages along prime numbers are studied too. These general convergence results imply various variable extensions of classical recurrence, combinatorial and number theoretical results which are prese…
It is shown that the cubic nonconventional ergodic average of order 2 with Möbius and Liouville weight converge almost surely to zero. As a consequence, we obtain that the Cesàro mean of the self-correlations and some moving average of the self-correlations of Möbius and Liouville functions converge to zero.
A celebrated result by Bourgain and Wierdl states that ergodic averages along primes converge almost everywhere for $L^p$-functions, $p>1$, with a polynomial version by Wierdl and Nair. Using an anti-correlation result for the von Mangoldt function due to Green and Tao we observe everywhere convergence of such averages for nilsystems and continuous functions.
We compute the dimension spectrum of certain nonconventional averages, namely, the Hausdorff dimension of the set of $0,1$ sequences, for which the frequency of the pattern 11 in positions $k, 2k$ equals a given number $θ\in [0,1]$.
We show that for any countable amenable group action, along Følner sequences that have for any $c>1$ a two sided $c$-tempered tail, one have universal estimate for the probability that there are $n$ fluctuations in the ergodic averages of $L^{\infty}$ functions, and this estimate gives exponential decay in $n$. Any two-sided Følner sequence can be thinned out to satisfy the above property, and in particular, any countable amenble group admits such a sequence. This extends results of S. Kalikow and B. Weiss for $\mathbb{Z}^{d}$ actions and of N. Moriakov for actions of groups with polynomial gr…
In this paper we apply proof mining techniques to compute, in the setting of CAT$(κ)$ spaces (with $κ>0$), effective and highly uniform rates of asymptotic regularity and metastability for a nonlinear generalization of the ergodic averages, known as the Halpern iteration. In this way, we obtain a uniform quantitative version of a nonlinear extension of the classical von Neumann mean ergodic theorem.
The purpose of this paper is to study ergodic averages with deterministic weights. More precisely we study the convergence of the ergodic averages of the type $\frac{1}{N} \sum_{k=0}^{N-1} θ(k) f \circ T^{u_k}$ where $θ= (θ(k) ; k\in \NN)$ is a bounded sequence and $u = (u_k ; k\in \NN)$ a strictly increasing sequence of integers such that for some $δ<1$ $$ S_N (θ, u) := \sup_{α\in \pRR} | \sum_{k=0}^{N-1} θ(k) \exp (2iπαu_k) | = O (N^δ) \leqno{({\cal H}_1)} $$ i.e., there exists a constant $C$ such that $S_N (θ, u) \leq C N^δ $. We define $δ(θ, u)$ to be the infimum of the $δ$ satisfying $\H_…
We propose to study multiple ergodic averages from multifractal analysis point of view. In some special cases in the symbolic dynamics, Hausdorff dimensions of the level sets of multiple ergodic average limit are determined by using Riesz products.
