Limit theory for some positive stationary processes with infinite mean (Q2438263)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for some positive stationary processes with infinite mean |
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Limit theory for some positive stationary processes with infinite mean (English)
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10 March 2014
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Along seven sections, the paper presents a study on limit theory for some positive stationary processes with infinite mean. The main results contain stable limit theorems and one-sided laws of the iterated logarithm for some processes satisfying mixing conditions which occur naturally in certain dynamical systems. The technique of inverting corresponding results for infinite measure preserving transformations, via Kakutani tower is used in the proof of the main results. Also a generalized Darling-Kac theory is used for the resulting infinite measure preserving transformations, which is weakly pointwise and dual ergodic. Both the finite-measure and the infinite-measure results are illustrated by applying them to certain one-dimensional systems.
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infinite invariant measure
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transfer operator
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infinite ergodic theory
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Darling-Kac theorem
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pointwise dual ergodic
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mixing coefficient
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stable limit
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one-sided law of iterated logarithm
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