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 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 1980-0436 1980-0436 |
DOI: | 10.30757/ALEA.v13-16 |