Some unbounded functions of intermittent maps for which the central limit theorem holds
Probability
2008-02-11 v3 Dynamical Systems
Abstract
We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map of with a neutral fixed point. We use these coefficients to prove a central limit theorem for the partial sums of , when belongs to a large class of unbounded functions from to . We also prove other limit theorems and moment inequalities.
Cite
@article{arxiv.0712.2726,
title = {Some unbounded functions of intermittent maps for which the central limit theorem holds},
author = {J. Dedecker and C. Prieur},
journal= {arXiv preprint arXiv:0712.2726},
year = {2008}
}
Comments
16 pages