2020
DOI: 10.1088/1361-6544/ab9585
|View full text |Cite
|
Sign up to set email alerts
|

Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails

Abstract: On a measure theoretical dynamical system with spectral gap property we consider non-integrable observables with regularly varying tails. Under a mild mixing condition we show that the appropriately normed and trimmed sum process of these observables then converges in mean. This result is new also for the special case of i.i.d. random variables and contrasts the general case where mean convergence might fail even though a strong law of large numbers holds. To illuminate the required mixing condition we give an… Show more

Help me understand this report
View preprint versions

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1

Citation Types

0
8
0

Year Published

2021
2021
2024
2024

Publication Types

Select...
5
2

Relationship

1
6

Authors

Journals

citations
Cited by 7 publications
(8 citation statements)
references
References 31 publications
0
8
0
Order By: Relevance
“…Remark 3.1. Indeed by [KS3] the stronger result of convergence in mean follows for c). It is not proven that for the situation in c) convergence in probability can not hold for a lightly trimmed sum, i.e.…”
Section: Main Results -Distributional Mattersmentioning
confidence: 93%
“…Remark 3.1. Indeed by [KS3] the stronger result of convergence in mean follows for c). It is not proven that for the situation in c) convergence in probability can not hold for a lightly trimmed sum, i.e.…”
Section: Main Results -Distributional Mattersmentioning
confidence: 93%
“…Kesseböhmer and the second author of this paper proved strong laws of large numbers under intermediate trimming using a spectral gap property of the transfer operator, see [KS19b] and [KS20a] for an application of these results to subshifts of finite type and [HM87, H93,KS19a] for these and further reaching results in the independent case. See further [KS20b] for a convergence in mean result concerning the same intermediately trimmed sums.…”
Section: Introductionmentioning
confidence: 93%
“…On the other hand, let's consider a global observable f : X → R ≥0 which is constant on the level sets (E n ) with f n := f | En . By rescaling we can assume that the limit in (25) exists and is equal to 1. In general it is not possible to conclude about the asymptotic behaviour of f E | An , however some sufficient conditions can be obtained by the following argument (see [29]).…”
Section: 2mentioning
confidence: 99%
“…Kesseböhmer and the second author of this paper proved strong laws of large numbers under intermediate trimming using a spectral gap property of the transfer operator, see [23] and [24] for an application of these results to subshifts of finite type and [17,16,22] for these and further reaching results in the independent case. See further [25] for a convergence in mean result concerning the same intermediately trimmed sums.…”
mentioning
confidence: 93%