The CLT for rotated ergodic sums and related processes
2013, Discrete & Continuous Dynamical Systems - A
https://doi.org/10.3934/DCDS.2013.33.3981Abstract
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.
References (19)
- P. Billingsley, "Convergence of probability measures," Second edition. John Wiley & Sons, New York, 1999.
- G. Cohen and J-P. Conze, The central limit theorem for some Z 2 -actions, preprint 2012.
- H. Cramér and H. Wold, Some theorems on distribution functions, J. Lond. Math. Soc. 11 (1936), 290-294.
- J. Dedecker and E. Rio, On the functional central limit theorem for stationary pro- cesses, Ann. Inst. H. Poincaré Probab. Statist. 36 (2000), no. 1, 1-34.
- G.K. Eagleson, Some simple conditions for limit theorems to be mixing, Teor. Vero- jatnost. i Primenen. 21, (1976), no. 3, 653-660.
- K. Fukuyama and B. Petit, Le théorème limite central pour les suites de R. C. Baker, Ergodic Theory Dynam. Systems 21 (2001), no. 2, p. 479-492.
- A.M. Garsia, "Topics in almost everywhere convergence," Lectures in Advanced Math- ematics, 4 Markham Publishing Co., Chicago, Ill. 1970.
- Y. Guivarc'h and J. Hardy, Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d'Anosov, Ann. Inst. H. Poincaré Probab. Statist. 24 (1988), no. 1, 73-98.
- P. Hall and C.C. Heyde, "Martingale limit theory and its application," Probability and Mathematical Statistics. Academic Press, New York-London, 1980.
- C. Hoffman, A Markov random field which is K but not Bernoulli, Israel J. Math. 112 (1999), 249-269.
- B. Kamiński, The theory of invariant partitions for Z d -actions, Bul. Acad. Pol. Sci., Ser. Sci Math. 29, (1981) 349-362.
- B. Sz.-Nagy and C.Foias, " Harmonic analysis of operators on Hilbert space," Trans- lated from the French and revised North-Holland Publishing Co., Amsterdam-London;
- M. Peligrad and C. Peligrad, On the invariance principle under martingale approxi- mation, Stoch. Dyn. 11 (2011), no. 1, 95-105.
- M. Peligrad and W.B. Wu, Central limit theorem for Fourier transforms of stationary processes, Ann. Probab. 38 (2010), no. 5, 2009-2022.
- V.A. Rokhlin, Lectures on the entropy of measure-preserving transformations, Russian Mathematical Surveys, 22, No 5 (1967), 1-52.
- K. Schmidt, On joint recurrence, C. R. Acad. Sci. Paris Sr. I Math. 327 (1998), no. 9, 837-842.
- K. Schmidt, " Dynamical systems of algebraic origin," Progress in Mathematics, 128 Birkhäuser Verlag, Basel, 1995.
- R. Zweimüller, Mixing limit theorems for ergodic transformations, J. Theor. Prob. 20, (2007) 1059-1071.
- A. Zygmund, " Trigonometric series," Second edition, Cambridge University Press, London-New York 1968.