Generalized Strong Laws of Large Numbers for Intermediately Trimmed Sums for Non-negative Stationary Processes

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Date(s) - 25/01/2016
11 h 00 min - 12 h 30 min

CIRM, Luminy


By a theorem by Aaronson there is no strong law of large numbers for observables of a dynamical system with infinite expectation. However, for a suitable distribution function, the sum is essentially dominated by the contribution of a finite number of its largest terms and a solution can be obtained from a generalized strong law of large numbers for the lightly trimmed sum, that is, the Birkhoff sum trimmed by a finite number of extremes.

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