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




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

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.

Emplacement
CIRM, Luminy

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