Trimmed sums for non-negative, mixing stationary processes

Jon Aaronson; Hitoshi Nakada

doi:10.1016/S0304-4149(02)00236-3

Trimmed sums for non-negative, mixing stationary processes

Jon Aaronson, Hitoshi Nakada

Research output: Contribution to journal › Article › peer-review

20 Citations (Scopus)

Abstract

We consider the effect of "trimming" ergodic sums of their maximal values on the strong law of large numbers for non-negative, non-integrable, mixing stationary processes. The results obtained are used to show the failure of the strong law of large numbers for modified continued fraction coefficients, and to study the "cusp visits" of a certain interval map.

Original language	English
Pages (from-to)	173-192
Number of pages	20
Journal	Stochastic Processes and their Applications
Volume	104
Issue number	2
DOIs	https://doi.org/10.1016/S0304-4149(02)00236-3
Publication status	Published - 2003 Apr 1
Externally published	Yes

Keywords

Asymptotics
Continued fractions
Infinite expectation
Interval maps
Trimmed sums

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation
Applied Mathematics

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10.1016/S0304-4149(02)00236-3

Cite this

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AU - Nakada, Hitoshi

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AB - We consider the effect of "trimming" ergodic sums of their maximal values on the strong law of large numbers for non-negative, non-integrable, mixing stationary processes. The results obtained are used to show the failure of the strong law of large numbers for modified continued fraction coefficients, and to study the "cusp visits" of a certain interval map.

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KW - Continued fractions

KW - Infinite expectation

KW - Interval maps

KW - Trimmed sums

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ER -

Trimmed sums for non-negative, mixing stationary processes

Abstract

Keywords

ASJC Scopus subject areas

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