Integrability conditions on coboundary and transfer function for limit theorems

For a measure preserving automorphism $T$ of a probability space, we provide conditions on the tail function of $g\colon\Omega\to\mathbb R$ and $g-g\circ T$ which guarantee limit theorems among the weak invariance principle, Marcinkievicz-Zygmund strong law of large numbers and the law of iterated l...

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Veröffentlicht in:Alea (2006) 2016-01, Vol.13 (1), p.399
1. Verfasser: Giraudo, Davide
Format: Artikel
Sprache:eng
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Zusammenfassung:For a measure preserving automorphism $T$ of a probability space, we provide conditions on the tail function of $g\colon\Omega\to\mathbb R$ and $g-g\circ T$ which guarantee limit theorems among the weak invariance principle, Marcinkievicz-Zygmund strong law of large numbers and the law of iterated logarithm to hold for $f:=m+g-g\circ T$, where $(m\circ T^i)_{i\geqslant 0}$ is a martingale differences sequence.
ISSN:1980-0436
1980-0436
DOI:10.30757/ALEA.v13-16