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Outline

The CLT for rotated ergodic sums and related processes

2013, Discrete & Continuous Dynamical Systems - A

https://doi.org/10.3934/DCDS.2013.33.3981

Abstract

Let (Ω, A, P, τ ) be an ergodic dynamical system. The rotated ergodic sums of a function Using Carleson's theorem on Fourier series, Peligrad and Wu proved in [14] that (S θ n f ) n≥1 satisfies the CLT for a.e. θ when (f • τ n ) is a regular process. Our aim is to extend this result and give a simple proof based on the Fejèr-Lebesgue theorem. The results are expressed in the framework of processes generated by K-systems. We also consider the invariance principle for modified rotated sums. In a last section, we extend the method to Z d -dynamical systems.

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