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

Kesseböhmer, Marc; Schindler, Tanja

Description

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...[Show more]

CollectionsANU Research Publications
Date published: 2019
Type: Journal article
URI: http://hdl.handle.net/1885/227128
Source: Stochastic Processes and their Applications
DOI: 10.1016/j.spa.2018.11.015

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