arXiv · 1505.05763
Integrability conditions on coboundary and transfer function for limit theorems
Abstract
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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Davide Giraudo. 2015-05-21. Integrability conditions on coboundary and transfer function for limit theorems. https://doi.org/10.30757/alea.v13-16
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