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Limit theory for some positive, stationary processes with infinite mean
Journal article

Limit theory for some positive, stationary processes with infinite mean

J Aaronson and R Zweimüller
23/08/2010

Abstract

math.DS math.DS math.PR 60F 37A40 60G10
We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from non-integrable observables over certain piecewise expanding maps. This is done by extending Darling-Kac theory to a suitable family of infinite measure preserving transformations.
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http://arxiv.org/abs/1008.3919v2View
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