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Article Dans Une Revue Probability Theory and Related Fields Année : 2014

A generalized central limit theorem in infinite ergodic theory

Résumé

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.

Dates et versions

hal-00979955 , version 1 (17-04-2014)

Identifiants

Citer

Damien Thomine. A generalized central limit theorem in infinite ergodic theory. Probability Theory and Related Fields, 2014, 158 (3-4), pp.597-636. ⟨10.1007/s00440-013-0491-2⟩. ⟨hal-00979955⟩
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