Central limit theorem for stationary products of toral automorphisms (Q414771): Difference between revisions

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Let \((A_n(\omega))\) be a stationary process of non-singular \(d\times d\) matrices with integer coefficients and define the products \(M_k= {^tA_k}\cdots{^tA_1}\). In this paper, the authors consider the ergodic sums \(\sum^n_{k=1}f(M_k(x)\text{mod\,}1)\), where \(f\) is an Hölder function on the \(d\)-torus. They prove a central limit theorem for almost every \(\omega\) in different situations in particular for ``kicked'' stationary processes. They use the method of multiplicative systems of Komlòs and the multiplicative ergodic theorem. The end of the paper is devoted to different applications of these abstract results.
Property / review text: Let \((A_n(\omega))\) be a stationary process of non-singular \(d\times d\) matrices with integer coefficients and define the products \(M_k= {^tA_k}\cdots{^tA_1}\). In this paper, the authors consider the ergodic sums \(\sum^n_{k=1}f(M_k(x)\text{mod\,}1)\), where \(f\) is an Hölder function on the \(d\)-torus. They prove a central limit theorem for almost every \(\omega\) in different situations in particular for ``kicked'' stationary processes. They use the method of multiplicative systems of Komlòs and the multiplicative ergodic theorem. The end of the paper is devoted to different applications of these abstract results. / rank
 
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Property / reviewed by: Anne Broise-Alamichel / rank
 
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Property / Mathematics Subject Classification ID: 60F05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 37A30 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 37D99 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6033398 / rank
 
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Property / zbMATH Keywords
 
toral automorphisms
Property / zbMATH Keywords: toral automorphisms / rank
 
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Property / zbMATH Keywords
 
central limit theorem
Property / zbMATH Keywords: central limit theorem / rank
 
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multiplicative system
Property / zbMATH Keywords: multiplicative system / rank
 
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Property / zbMATH Keywords
 
kicked stationary process
Property / zbMATH Keywords: kicked stationary process / rank
 
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Lyapunov exponents
Property / zbMATH Keywords: Lyapunov exponents / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.3934/dcds.2012.32.1597 / rank
 
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Property / OpenAlex ID: W2314671150 / rank
 
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Latest revision as of 20:25, 19 March 2024

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Central limit theorem for stationary products of toral automorphisms
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    Central limit theorem for stationary products of toral automorphisms (English)
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    11 May 2012
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    Let \((A_n(\omega))\) be a stationary process of non-singular \(d\times d\) matrices with integer coefficients and define the products \(M_k= {^tA_k}\cdots{^tA_1}\). In this paper, the authors consider the ergodic sums \(\sum^n_{k=1}f(M_k(x)\text{mod\,}1)\), where \(f\) is an Hölder function on the \(d\)-torus. They prove a central limit theorem for almost every \(\omega\) in different situations in particular for ``kicked'' stationary processes. They use the method of multiplicative systems of Komlòs and the multiplicative ergodic theorem. The end of the paper is devoted to different applications of these abstract results.
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    toral automorphisms
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    central limit theorem
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    multiplicative system
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    kicked stationary process
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    Lyapunov exponents
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