English

Trimmed strong laws and distributional limits for exponentially mixing systems

Dynamical Systems 2026-01-14 v1

Abstract

The Birkhoff Ergodic Theorem establishes pointwise convergence for integrable observables, but for fL1f\notin L^1, no normalization yields almost sure convergence. This paper investigates trimmed ergodic sums, where the largest observations are removed, for observables with polynomial tails (f>t)t1/α\P(f>t)\asymp t^{-1/\alpha} in exponentially mixing dynamical systems. We prove trimmed strong laws of large numbers when α1\alpha\geq 1, extending known results from the i.i.d.\ case. Moreover, we establish distributional limit theorems for both lightly and intermediately trimmed sums in the regime α>1/2\alpha>1/2, showing convergence to a non-standard law, which we describe explicitly, and a normal distribution, respectively. The proofs rely on approximating the trimmed sums by truncated ergodic sums and exploiting the system's exponential mixing properties.

Keywords

Cite

@article{arxiv.2601.08126,
  title  = {Trimmed strong laws and distributional limits for exponentially mixing systems},
  author = {Max Auer and Sixu Liu},
  journal= {arXiv preprint arXiv:2601.08126},
  year   = {2026}
}

Comments

48 pages, no figure, comments welcome