Limit theory for some positive, stationary processes with infinite mean

Details Limit theory for some positive, stationary processes with infinite mean Limit theory for some positive, stationary processes with infinite mean

2010-08-23

arxiv.org/abs/1008.3919v2

Mathematics

Dynamical Systems

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Scientific paper

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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