On the almost sure central limit theorem for a class of \(Z^d\)-actions (Q1610507)
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English | On the almost sure central limit theorem for a class of \(Z^d\)-actions |
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On the almost sure central limit theorem for a class of \(Z^d\)-actions (English)
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20 August 2002
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Let \((\xi_n)_{n\in Z^d}\) be an array of random variables defined on a probability space \((X,F,P).\) Much attention has been paid concerning the search of suitable weak dependence assumptions on this array, under which the sums \(\sum_{n\in D} \xi_n\) (under appropriate norming) are asymptotically normal as the number of elements \(|D|\) of a finite set \(D\in Z^d\) goes to infinity. Various types of mixing conditions were discussed in this connection. Some other conditions were also proposed. But the authors follow here a different approach. They consider such form of weak dependence which permits to considerably change the values of random variables in a finite domain \(D\in Z^d,\) leaving these values almost unchanged at sites situated very far from this domain. A certain class of measure preserving \(Z^d\)-actions supplied with some additional structure and called homoclinic transformations is introduced. Under assumptions made within the framework of this concept a form of the almost sure central limit theorem is established for random fields arising from a class of algebraic \(Z^d\)-actions on compact Abelian groups. As an auxiliary result, the central limit theorem is proved via Ch. Stein's method.
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Hilbert space
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weighted series
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almost sure convergence
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\(Z^d\)-actions
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