Asymptotic self-similarity and order-two ergodic theorems for renewal flows

DOI10.1007/S11854-015-0022-4zbMATH Open1361.37010arXiv1304.0816OpenAlexW1554958917MaRDI QIDQ891344FDOQ891344

Albert M. Fisher, Marina Talet

Publication date: 17 November 2015

Published in: Journal d'Analyse Mathématique (Search for Journal in Brave)

Abstract: We prove a log average almost-sure invariance principle (log asip) for renewal processes with positive i.i.d. gaps in the domain of attraction of an $alpha$-stable law with $0<alpha<1$. Dynamically, this means that renewal and Mittag-Leffler paths are forward asymptotic in the scaling flow, up to a time average. This strengthens the almost-sure invariance principle in log density we proved in {FisherTalet2011}. The scaling flow is a Bernoulli flow on a probability space. We study a second flow, the increment flow, transverse to the scaling flow, which preserves an infinite invariant measure constructed using singular cocycles. A cocycle version of the Hopf Ratio Ergodic Theorem leads to an order--two ergodic theorem for the Mittag--Leffler increment flow. Via the log asip, this result then passes to a second increment flow, associated to the renewal process. As corollaries, we have new proofs of theorems of {AaronsonDenkerFisher1992} and of {ChungErdos1951}, motivated by fractal geometry.

Full work available at URL: https://arxiv.org/abs/1304.0816

zbMATH Keywords

ergodic theoremBernoulli flowMittag-Leffler paths

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Self-similar stochastic processes (60G18)

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