English

Integrability conditions on coboundary and transfer function for limit theorems

Probability 2021-04-22 v2

Abstract

For a measure preserving automorphism TT of a probability space, we provide conditions on the tail function of g ⁣:ΩRg\colon\Omega\to\mathbb R and ggTg-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+ggTf:=m+g-g\circ T, where (mTi)_i0(m\circ T^i)\_{i\geqslant 0} is a martingale differences sequence.

Keywords

Cite

@article{arxiv.1505.05763,
  title  = {Integrability conditions on coboundary and transfer function for limit theorems},
  author = {Davide Giraudo},
  journal= {arXiv preprint arXiv:1505.05763},
  year   = {2021}
}
R2 v1 2026-06-22T09:38:50.410Z