Abstract
We study ergodic infinite measure preserving transformations T possessing reference sets of finite measure for which the set of densities of the conditional distributions given a first return (or entrance) at time n is precompact in a suitable function space. Assuming regular variation of wandering rates, we establish versions of the Darling-Kac theorem and the arcsine laws for waiting times and for occupation times which apply to transformations with indifferent orbits and to random walks driven by Gibbs-Markov maps.
Similar content being viewed by others
References
J. Aaronson, The asymptotic distributional behaviour of transformations preserving infinite measures, J. Analyse Math. 39 (1981), 203–234.
J. Aaronson, Random f-expansions, Ann. Probab. 14 (1986), 1037–1057.
J. Aaronson, An Introduction to Infinite Ergodic Theory, Amer. Math. Soc., Providence, RI, 1997.
J. Aaronson and M. Denker, A local limit theorem for stationary processes in the domain of attraction of a normal distribution, in Asymptotic Methods in Probability and Statistics with Applications, Birkhä user, Boston, MA, 2001, pp. 215–223.
J. Aaronson and M. Denker, Local limit theorems for partial sums of stationary sequences generated by Gibbs-Markov maps, Stoch. Dyn. 1 (2001), 193–237.
J. Aaronson, M. Denker and M. Urbanski, Ergodic theory for Markov fibred systems and parabolic rational maps, Trans. Amer. Math. Soc. 337 (1993), 495–548.
J. Aaronson, M. Denker, O. Sarig and R. Zweimuller, Aperiodicity of cocycles and conditional local limit theorems, Stoch. Dyn. 4 (2004), 31–62.
J. Aaronson, M. Thaler and R. Zweimüller, Occupation times of sets of infinite measure for ergodic transformations, Ergodic Theory Dynam. Systems 25 (2005), 959–976.
M. Benedicks and M. Misiurewicz, Absolutely continuous invariant measures for maps with flat tops, Publ. Math. IHES 69 (1989), 203–213.
N. H. Bingham, C. M. Goldie and J. L. Teugels, Regular Variation, Cambridge University Press, 1989.
D. A. Darling and M. Kac, On occupation times for Markoff processes, Trans. Amer. Math. Soc. 84 (1957), 444–458.
N. Dunford and J. T. Schwartz, Linear Operators I, Interscience, New York, 1958.
E. B. Dynkin, Some limit theorems for sums of independent random variables with infinite mathematical expectation, in Select. Transl. Math. Statist. and Probability 1, Inst.Math. Statist. and Amer. Math. Soc., Providence, RI, 1961, pp. 171–189.
G. K. Eagleson, Some simple conditions for limit theorems to be mixing, Teor. Verojatnost. i Primenen. 21 (1976), 653–660.
P. Erdős and M. Kac, On the number of positive sums of independent random variables, Bull. Amer. Math. Soc. 53 (1947), 1011–1020.
W. Feller, An Introduction to Probability Theory and its Applications, Vol. I, 3rd ed., Wiley, New York, 1968.
W. Feller, An introduction to Probability Theory and its Applications, Vol. II, Wiley, New York, 1966.
Y. Guivarc’h and J. Hardy, Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d’Anosov, Ann. Inst. H. Poincaré Probab. Statist. 24 (1988), 73–98.
G. Helmberg, Über konservative Transformationen, Math. Ann. 165 (1966), 44–61.
T. Kamae and M. Keane, A simple proof of the ratio ergodic theorem, Osaka J.Math. 34 (1997), 653–657.
J. Korevaar, Tauberian theory. A Century of Developments, Springer-Verlag, Berlin, 2004.
U. Krengel, Ergodic Theorems, Walter de Gruyter & Co., Berlin, 1985.
J. Lamperti, An occupation time theorem for a class of stochastic processes, Trans. Amer.Math. Soc. 88 (1958), 380–387.
J. Lamperti, Some limit theorems for stochastic processes, J. Math. Mech. 7 (1958), 433–448.
P. Lévy, Sur certains processus stochastiques homogenes, CompositioMath. 7 (1939), 283–339.
M. Lin, Mixing for Markov operators, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 19 (1971), 231–243.
M. Nowak, On the finest Lebesgue topology on the space of essentially bounded measurable functions, Pacific J. Math. 140 (1989), 155–161.
H. H. Schaefer, Topological Vector Spaces, Springer-Verlag, New York-Berlin, 1971.
F. Spitzer, A combinatorial lemma and its application to probability theory, Trans. Amer.Math. Soc. 82 (1956), 323–339.
F. Spitzer, Principles of Random Walk, 2nd ed., Springer-Verlag, New York-Heidelberg, 1976.
M. Thaler, Estimates of the invariant densities of endomorphisms with indifferent fixed points, Israel J. Math. 37 (1980), 303–314.
M. Thaler, Transformations on [0, 1] with infinite invariant measures, Israel J.Math. 46 (1983), 67–96.
M. Thaler, A limit theorem for the Perron-Frobenius operator of transformations on [0, 1] with indifferent fixed points, Israel J. Math. 91 (1995), 111–127.
M. Thaler, The Dynkin-Lamperti arc-Sine laws for measure preserving transformations, Trans. Amer. Math. Soc. 350 (1998), 4593–4607.
M. Thaler, A limit theorem for sojourns near indifferent fixed points of one-dimensional maps, Ergodic Theory Dynam. Systems 22 (2002), 1289–1312.
M. Thaler and R. Zweimüller, Distributional limit theorems in infinite ergodic theory, Probab. Theory Relat. Fields 135 (2006), 15–52.
D. V. Widder, The Laplace Transform, Princeton University Press, 1946.
D. V. Widder, An Introduction to Transform Theory, Academic Press, New York, 1971.
P. Wojtaszczyk, Banach Spaces for Analysts, Cambridge University Press, 1991.
K. Yosida, Mean ergodic theorem in Banach spaces, Proc. Imp. Acad. Tokyo 14 (1938), 292–294.
R. Zweimüller, Ergodic structure and invariant densities of non-Markovian interval maps with indifferent fixed points, Nonlinearity 11 (1998), 1263–1276.
R. Zweimüller, Ergodic properties of infinite measure preserving interval maps with indifferent fixed points, Ergodic Theory Dynam. Systems 20 (2000), 1519–1549.
R. Zweimüller, Hopf’s ratio ergodic theorem by inducing, Colloq.Math. 101 (2004), 289–292.
R. Zweimüller, Kuzmin, coupling, cones, and exponential mixing, Forum Math. 16 (2004), 447–457.
R. Zweimüller, S-unimodal Misiurewicz maps with flat critical points, Fund.Math. 181 (2004), 1–25.
Author information
Authors and Affiliations
Corresponding author
Additional information
This research was supported by an APART [Austrian programme for advanced research and technology] fellowship of the Austrian Academy of Sciences. Much of this work was done at the Mathematics Department of Imperial College London. I also benefitted from a JRF at the ESI in Vienna.
Rights and permissions
About this article
Cite this article
Zweimüller, R. Infinite measure preserving transformations with compact first regeneration. J Anal Math 103, 93–131 (2007). https://doi.org/10.1007/s11854-008-0003-y
Received:
Issue Date:
DOI: https://doi.org/10.1007/s11854-008-0003-y