Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean

DOI10.1016/J.SPA.2018.11.015zbMATH Open1422.60050arXiv1706.07369OpenAlexW2714650873WikidataQ128872434 ScholiaQ128872434MaRDI QIDQ2274274FDOQ2274274

Authors: Marc Kesseböhmer, Tanja I. Schindler 

Publication date: 19 September 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately trimmed sums only known for independent random variables. The results split up in trimming statements for general distribution functions and for regularly varying tail distributions. In both cases the trimming rate can be chosen in the same or almost the same way as in the i.i.d. case. As an example we show that piecewise expanding interval maps fulfill the necessary conditions for our limit laws. As a side result we obtain strong laws of large numbers for truncated Birkhoff sums.

Full work available at URL: https://arxiv.org/abs/1706.07369

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zbMATH Keywords

strong law of large numberstransfer operatorspectral methodalmost sure convergence theoremspiecewise expanding interval maptrimmed sum process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15) Dynamical aspects of measure-preserving transformations (37A05) Ergodic theorems, spectral theory, Markov operators (37A30)

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Cited In (7)

• Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails
• A note on large deviations for unbounded observables
• Trimmed sums for non-negative, mixing stationary processes.
• Multiple Borel-Cantelli lemma in dynamics and multilog law for recurrence
• Almost sure asymptotic behaviour of Birkhoff sums for infinite measure-preserving dynamical systems
• Intermediately trimmed strong laws for Birkhoff sums on subshifts of finite type
• Prime numbers in typical continued fraction expansions

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