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 | |||
Property / reviewed by: Anne Broise-Alamichel / rank | |||
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Property / Mathematics Subject Classification ID | |||
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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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 19:25, 19 March 2024
scientific article
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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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