Integrability conditions on coboundary and transfer function for limit theorems
Abstract
For a measure preserving automorphism T of a probability space, we provide conditions on the tail function of g R and g-g T which guarantee limit theorems among the weak invariance principle, Marcinkievicz-Zygmund strong law of large numbers and the law of iterated logarithm to hold for f:=m+g-g T, where (m Ti)\i≥slant 0 is a martingale differences sequence.
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