Let $(X_n)$ be a stationary sequence. We prove the
following
\flushpar (i) $\ $ If the variables $(X_n)$ are iid
and $\Bbb E (\vert X_1\vert)<\infty$ then
$$
\lim_{p\to1^+} \biggl((p-1)
\biggl(\sum^\infty_{n=1} \frac{\vert X_n(x)
\vert^p}{n^{p}}\biggr) \biggr) ^{1/p} = \Bbb E (\vert X_1
\vert), a.e.
$$
\flushpar (ii) $\ $ If $X_n(x) = f(T^n x)$ where
$(X,\Cal F ,\mu ,T)$ is an ergodic dynamical system,
then
$$
\lim_{p\to1^+} \biggl((p-1)
\biggl(\sum^\infty_{n=1} \biggl(\frac{f (T^n x)}{n}
\biggr)^p \biggr)\biggr) ^{1/p} = \int\,f d\mu \qquad
\text{a.e.~for } f\geq 0,\ f\in L\,\log\,L.$$
Furthermore the maximal function,
$$
\sup_{1