Central limit theorem for stationary products of toral automorphisms (Q414771): Difference between revisions
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Latest revision as of 19:25, 19 March 2024
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English | 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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