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2026-01-13 01:44 UTC · math.DS · math.DS

Trimmed strong laws and distributional limits for exponentially mixing systems

Max Auer, Sixu Liu

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 $¶(f>t)\asymp t^{-1/α}$ 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. Moreover, we establish distributional limit theorems for both lightly and intermediately trimmed sums in the regime $α>1/2$, showing convergence to a non-standard law, which we describe explicitly, and a normal distribution, respectively. The proofs rely on approximating the trimmed sums by truncated ergodic sums and exploiting the system's exponential mixing properties.
arXiv abstractPDF

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