Limit theory for some positive, stationary processes with infinite mean

preprint2011arXivOpen access

Abstract

We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from non-integrable observables over certain piecewise expanding maps. This is done by extending Darling-Kac theory to a suitable family of infinite measure preserving transformations.

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