Limit theory for some positive, stationary processes with infinite mean
classification
🧮 math.DS
math.PR
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infinitelimitpositiveprocessesstationarytheorycertainclass
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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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