Almost everywhere convergence of ergodic series

We consider ergodic series of the form $\sum_{n=0}^\infty a_n f(T^n x)$ where $f$ is an integrable function with zero mean value with respect to a $T$-invariant measure $\mu$. Under certain conditions on the dynamical system $T$, the invariant measure $\mu$ and the function $f$, we prove that the series converges $\mu$-almost everywhere if and only if $\sum_{n=0}^\infty |a_n|^2<\infty$, and that in this case the sum of the convergent series is exponentially integrable and satisfies a Khintchine type inequality. We also prove that the system $\{f\circ T^n\}$ is a Riesz system if and only if the spectral measure of $f$ is absolutely continuous with respect to the Lebesgue measure and the Radon-Nikodym derivative is bounded from above as well as from below by a constant. We check the conditions for Gibbs measures $\mu$ relative to hyperbolic dynamics $T$ and for H\"{o}lder functions $f$. An application is given to the study of differentiability of the Weierstrass type functions $\sum_{n=0}^\infty a_n f(3^n x)$.