Limit theory for some positive, stationary processes with infinite mean

Limit theory for some positive, stationary processes with infinite mean
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一些具有无限均值的正平稳过程的极限理论

DOI:
10.1214/12-aihp513
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发表时间:
2010
期刊:
arXiv: Dynamical Systems
影响因子:
--
通讯作者:
Roland Zweimuller
Roland Zweimuller
中科院分区:
--
文献类型:
--
作者:
J. Aaronson;Roland Zweimuller

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我们证明了一类正的、混合的、平稳的、随机的过程的分布极限定理和单边重对数律,这些过程是由某些分段扩张映射上的不可积观测得到的。这是通过将Darling-Kac理论扩展到合适的无限保测变换族来实现的。
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.
DOI: 10.1007/bf02775429
发表时间: 2004-08
影响因子: 1
作者:
J. Aaronson;H. Nakada
通讯作者: J. Aaronson;H. Nakada