Trimmed strong laws and distributional limits for exponentially mixing systems

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Authors: Max Auer, Sixu Liu
Cited by: 0

Abstract

The Birkhoff Ergodic Theorem establishes pointwise convergence for integrable observables, but for $f\notin L^1$, no normalization yields almost sure convergence. This paper investigates trimmed ergodic sums, where the largest observations are removed, for observables with polynomial tails satisfying $¶(f>t)\,t^{1/α}\to c>0$ as $t\to\infty$, in exponentially mixing dynamical systems. We prove trimmed strong laws of large numbers when $α\geq 1$, extending known results from the i.i.d.\ case. We further establish distributional limit theorems for both lightly and intermediately trimmed sums in the regime $α>1/2$, showing convergence to an explicitly described non-standard law and to a normal distribution, respectively. The proofs rely on approximating trimmed sums by truncated ergodic sums and exploiting the system's exponential mixing properties.

Fields of Study & Subjects

Mathematical Dynamics and Fractals Stochastic processes and statistical mechanics Probability and Statistical Research

Publication details

Journal / source
arXiv (Cornell University)
Publication date
13 January 2026
Document type
Preprint