Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean

Marc Kesseböhmer, Tanja Schindler*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    5 Citations (Scopus)

    Abstract

    We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately trimmed sums only known for independent random variables. The results split up in trimming statements for general distribution functions and for regularly varying tail distributions. In both cases the trimming rate can be chosen in the same or almost the same way as in the i.i.d. case. As an example we show that piecewise expanding interval maps fulfill the necessary conditions for our limit laws. As a side result we obtain strong laws of large numbers for truncated Birkhoff sums.

    Original languageEnglish
    Pages (from-to)4163-4207
    Number of pages45
    JournalStochastic Processes and their Applications
    Volume129
    Issue number10
    DOIs
    Publication statusPublished - Oct 2019

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