Limit theory for some positive stationary processes with infinite mean

Jon Aaronson; Roland Zweimüller

Annales de l'I.H.P. Probabilités et statistiques (2014)

  • Volume: 50, Issue: 1, page 256-284
  • ISSN: 0246-0203

Abstract

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We prove stable limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from nonintegrable observables over certain piecewise expanding maps. This is done by extending Darling–Kac theory to a suitable family of infinite measure preserving transformations.

How to cite

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Aaronson, Jon, and Zweimüller, Roland. "Limit theory for some positive stationary processes with infinite mean." Annales de l'I.H.P. Probabilités et statistiques 50.1 (2014): 256-284. <http://eudml.org/doc/272038>.

@article{Aaronson2014,
abstract = {We prove stable limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from nonintegrable observables over certain piecewise expanding maps. This is done by extending Darling–Kac theory to a suitable family of infinite measure preserving transformations.},
author = {Aaronson, Jon, Zweimüller, Roland},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {infinite invariant measure; transfer operator; infinite ergodic theory; Darling-Kac theorem; pointwise dual ergodic; mixing coefficient; stable limit; one-sided law of iterated logarithm},
language = {eng},
number = {1},
pages = {256-284},
publisher = {Gauthier-Villars},
title = {Limit theory for some positive stationary processes with infinite mean},
url = {http://eudml.org/doc/272038},
volume = {50},
year = {2014},
}

TY - JOUR
AU - Aaronson, Jon
AU - Zweimüller, Roland
TI - Limit theory for some positive stationary processes with infinite mean
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2014
PB - Gauthier-Villars
VL - 50
IS - 1
SP - 256
EP - 284
AB - We prove stable limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from nonintegrable observables over certain piecewise expanding maps. This is done by extending Darling–Kac theory to a suitable family of infinite measure preserving transformations.
LA - eng
KW - infinite invariant measure; transfer operator; infinite ergodic theory; Darling-Kac theorem; pointwise dual ergodic; mixing coefficient; stable limit; one-sided law of iterated logarithm
UR - http://eudml.org/doc/272038
ER -

References

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