English

Empirical central limit theorems for ergodic automorphisms of the torus

Probability 2013-10-01 v2

Abstract

Let T be an ergodic automorphism of the d-dimensional torus T^d, and f be a continuous function from T^d to R^l. On the probability space T^d equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical process of the sequence (f o T^i)_{i \geq 1} under some mild conditions on the modulus of continuity of f. The proofs are based on new limit theorems and new inequalities for non-adapted sequences, and on new estimates of the conditional expectations of f with respect to a natural filtration.

Keywords

Cite

@article{arxiv.1210.3546,
  title  = {Empirical central limit theorems for ergodic automorphisms of the torus},
  author = {J. Dedecker and F. Merlevède and F. Pène},
  journal= {arXiv preprint arXiv:1210.3546},
  year   = {2013}
}

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32 pages