Integrability conditions on coboundary and transfer function for limit theorems
Probability
2021-04-22 v2
Abstract
For a measure preserving automorphism of a probability space, we provide conditions on the tail function of and 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 , where 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}
}