arXiv · 1008.3919
Limit theory for some positive, stationary processes with infinite mean
Abstract
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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Jon. Aaronson, Roland Zweimüller. 2010-08-23. Limit theory for some positive, stationary processes with infinite mean. https://arxiv.org/abs/1008.3919
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