On the rate of convergence of $\mathbb{R}^d$-ergodic averages constructed over a strictly convex set
Ivan Podvigin

TL;DR
This paper establishes a spectral criterion for the convergence rates of ergodic averages over strictly convex sets in , showing that these rates are independent of the particular convex set used.
Contribution
It introduces a spectral criterion for homogeneous convergence rates of -ergodic means over strictly convex sets, extending Hertz's Fourier transform asymptotics.
Findings
Convergence rates are independent of the specific convex set.
A spectral criterion for homogeneous convergence is derived.
The results connect Fourier transform asymptotics with ergodic averages.
Abstract
For -ergodic means constructed over a strictly convex set, a spectral criterion for homogeneous rates of convergence is obtained. From Hertz's result on the asymptotics of the Fourier transform of the indicator of a strictly convex set, it follows that the rate of convergence does not depend on the specific form of such a set.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Statistical Methods and Inference · Point processes and geometric inequalities
