Trimmed sums for non-negative, mixing stationary processes

Jon Aaronson and Hitoshi Nakada

Stochastic Processes and their Applications, 2003, vol. 104, issue 2, 173-192

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.

Keywords: Trimmed; sums; Infinite; expectation; Asymptotics; Continued; fractions; Interval; maps (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (3)

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