Nonconventional limit theorems in averaging
Probability
2013-02-21 v1 Dynamical Systems
Abstract
We consider "nonconventional" averaging setup in the form where is either a stochastic process or a dynamical system (i.e. then ) with sufficiently fast mixing while and grow faster than linearly. We show that the properly normalized error term in the "nonconventional" averaging principle is asymptotically Gaussian.
Cite
@article{arxiv.1109.0373,
title = {Nonconventional limit theorems in averaging},
author = {Yuri Kifer},
journal= {arXiv preprint arXiv:1109.0373},
year = {2013}
}