Limit theory for some positive stationary processes with infinite mean

DOI10.1214/12-AIHP513MaRDI QIDQ2438263zbMATH OpenFDO

Authors Roland Zweimüller, Jon Aaronson

Publication date 10 March 2014

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1008.3919, https://projecteuclid.org/euclid.aihp/1388545274

zbMATH Keywords

Darling-Kac theoreminfinite ergodic theoryinfinite invariant measuremixing coefficientone-sided law of iterated logarithmpointwise dual ergodicstable limittransfer operator

Mathematics Subject Classification ID

Nonsingular (and infinite-measure preserving) transformations (37A40) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Stationary stochastic processes (60G10)

Abstract: 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.

Review text

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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Cited in

(15)

• Distributional limits of positive, ergodic stationary processes and infinite ergodic transformations
• Growth exponent for loop-erased random walk in three dimensions
• Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean
• A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities
• Tied-down occupation times of infinite ergodic transformations
• Limit laws for ergodic processes
• Return- and hitting-time distributions of small sets in infinite measure preserving systems
• LIMIT LAWS FOR DISTORTED CRITICAL RETURN TIME PROCESSES IN INFINITE ERGODIC THEORY
• scientific article; zbMATH DE number 4145032 (Why is no real title available?)
• Symmetric Birkhoff sums in infinite ergodic theory
• Potential kernel, hitting probabilities and distributional asymptotics
• Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails
• Positive processes
• Mixing for some non-uniformly hyperbolic systems
• Interval maps with return index zero

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