  We establish quantitative results for the statistical be\-ha\-vi\-our of
\emph{infinite systems}. We consider two kinds of infinite system: i) a
conservative dynamical system $(f,X,\mu)$ preserving a $\sigma$-finite measure
$\mu$ such that $\mu(X)=\infty$; ii) the case where $\mu$ is a probability
measure but we consider the statistical behaviour of an observable $\phi\colon
X\to[0,\infty)$ which is non-integrable: $\int \phi \, d\mu=\infty$.
  In the first part of this work we study the behaviour of Birkhoff sums of
systems of the kind ii). For certain weakly chaotic systems, we show that these
sums can be strongly oscillating. However, if the system has superpolynomial
decay of correlations or has a Markov structure, then we show this oscillation
cannot happen. In this case we prove asymptotic relations between the behaviour
of $\phi $, the local dimension of $\mu$, and on the growth of Birkhoff sums
(as time tends to infinity). We then establish several important consequences
which apply to infinite systems of the kind i). This includes showing anomalous
scalings in extreme event limit laws, or entrance time statistics. We apply our
findings to non-uniformly hyperbolic systems preserving an infinite measure,
establishing anomalous scalings in the case of logarithm laws of entrance
times, dynamical Borel--Cantelli lemmas, almost sure growth rates of extremes,
and dynamical run length functions.
