A generalized central limit theorem in infinite ergodic theory

成果类型:
Article
署名作者:
Thomine, Damien
署名单位:
Universite de Rennes
刊物名称:
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN:
0178-8051
DOI:
10.1007/s00440-013-0491-2
发表日期:
2014
页码:
597-636
关键词:
dynamical-systems LAWS
摘要:
We prove a generalized central limit theorem for dynamical systems with an infinite ergodic measure which induce a Gibbs-Markov map on some subset, provided the return time to this subset has regularly varying tails. We adapt a method designed by Csaki and Foldes for observables of random walks to show that the partial sums of some functions of the system-the return time and the observable-are asymptotically independent. Some applications to random walks and Pomeau-Manneville maps are discussed.
来源URL: