Some aspects of recent works on limit theorems in ergodic theory with special emphasis on the ``central limit theorem'' (Q2503191)

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scientific article; zbMATH DE number 5054056
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    Some aspects of recent works on limit theorems in ergodic theory with special emphasis on the ``central limit theorem''
    scientific article; zbMATH DE number 5054056

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      Some aspects of recent works on limit theorems in ergodic theory with special emphasis on the ``central limit theorem'' (English)
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      14 September 2006
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      This paper is a reaction of talks delivered at the ``École plurithématique de théorie ergodique'' which took place at the CIRM of Marseille in may 2004. It gives an introduction to some recent developments in the domains of limit theorems in ergodic theory. First, the author remarks that there is no general statement on the speed of convergence in ergodic theorems. Then, he discusses the question of the validity of the so-called ``central limit theorem of the calculus of probabilities'' on an ergodic dynamical system. There are two aspects of this question. -- An existence problem: on a nontrivial ergodic dynamical system, is it always possible to find a function for which the central limit theorem holds? -- Establish some sufficient condition on a function defined on a ergodic dynamical system in order that the central limit theorem holds. In this last direction, a celebrated result is Sinai's result for the geodesic flow on a negatively curved compact manifold. Several methods are known, ``Markovian partition and spectral gap'', ``mixing coefficients'', and ``accompanying Brownian path''. In Part 3, the author presents the ``martingale method'' or Gordin method. He discusses the example of Le Borgne of a central limit theorem for a partially hyperbolic automorphism of a torus.
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      ergodic theorem
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      central limit theorem
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      martingale method
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      partial hyperbolicity
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