From Pet to Split

Publication date 24 September 2008

Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) (37D20) Central limit and other weak theorems (60F05)

Abstract: Various forms of the polynomial ergodic theorem (PET) which attracted substantial attention in ergodic theory study the limits of expressions having the form

1 / N s u m_{n = 1}^{N} T^{q_{1} (n)} f_{1} ... T^{q_{e} l l (n)} f_{e} l l

where

T

is a weakly mixing measure preserving transformation,

f_{i}

's are bounded measurable functions and

q_{i}

's are polynomials taking on integer values on the integers. Motivated partially by these results we obtain a central limit theorem for expressions of the form

1 / s q r t N s u m_{n = 1}^{N} (X_{1} (q_{1} (n)) X_{2} (q_{2} (n)) ... X_{e} l l (q_{e} l l (n)) - a_{1} a_{2} ... a_{e} l l)

(sum-product limit theorem--SPLIT) where

X_{i}

's are fast

a l p h a

-mixing bounded stationary processes,

a_{j} = E X_{j} (0)

and

q_{i}

's are positive functions taking on integer values on integers with some growth conditions which are satisfied, for instance, when

q_{i}

's are polynomials of growing degrees. This result can be applied to the case when

X_{i} (n) = T^{n} f_{i}

where

T

is a mixing subshift of finite type, a hyperbolic diffeomorphism or an expanding transformation taken with a Gibbs invariant measure, as well, as to the case when

X_{i} (n) = f_{i} (x i_{n})

where

x i_{n}

is a Markov chain satisfying the Doeblin condition considered as a stationary process with respect to its invariant measure.

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