For a measure preserving automorphism T of a probability space, we provide
conditions on the tail function of g:Ω→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⩾0
is a martingale differences sequence