Integrability conditions on coboundary and transfer function for limit theorems

Davide Giraudo (1)

1 LMRS - Laboratoire de Mathématiques Raphaël Salem

For a measure preserving automorphism $T$ of a probability space, we provide conditions on the tail function of $g\colon\Omega\to\mathbb R$ and $g-g\circ T$ 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 $f:=m+g-g\circ T$, where $(m\circ T^i)_{i\geqslant 0}$ is a martingale differences sequence.

Domaines: Probabilités [math.PR]

Davide Giraudo. Integrability conditions on coboundary and transfer function for limit theorems. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2016, 13 (1). ⟨hal-01147859v2⟩