A central limit theorem for piecewise convex mappings of the unit interval (Q789807)

The paper deals with the central limit theorem for a class of piecewise continuous and convex transformations of the unit interval. Let \(T:[0,1]\to [0,1]\) be a transformation satisfying the following condition: there is a partition \(0=a_ 0<a_ 1<...<a_ r=1\) of [0,1] such that for each \(k=1,...,r\) the restriction of T to the \([a_{k- 1},a_ k)\) is continuous and convex, \(T(a_{k-1})=0\), \(T'(a_{k-1})>0\) and \(T'(0)>1\). It is known that for such a transformation there exists a unique normalized absolutely continuous (with respect to Lebesgue measure m) measure \(\mu\) invariant under T. The main result of the paper is the following theorem: If either (i) f is a function of bounded variation over [0,1], or (ii) f is Hölder continuous, then \[ (1)\quad \sigma^ 2=E_{\mu}(f- E_{\mu}f)^ 2+2E_{\mu}[(f-E_{\mu}f)(f{\mathbb{O}}T^ j- E_{\mu}f)<\infty, \] \[ (2)\quad \lim_{n\to \infty}\mu \{\frac{1}{\sqrt{n}}\sum^{n-1}_{j=0}(f{\mathbb{O}}T^ j- E_{\mu}f)<z\}=\Phi_{\sigma}(z), \] \[ (3)\quad \lim_{n\to \infty}m\{\frac{1}{\sqrt{n}}\sum^{n-1}_{j=0}(f{\mathbb{O}}T^ j-E_ m(f{\mathbb{O}}T^ j))<z\}=\Phi_{\sigma}(z), \] where \(E_{\mu}f=\int^{1}_{0}fd\mu\), \(E_ m(f{\mathbb{O}}T^ j)=\int^{1}_{0}f{\mathbb{O}}T^ jdm\), \(\Phi_{\sigma}(z)=\frac{1}{\sqrt{2\pi \sigma}}\int^{z}_{- \infty}\exp \{-t^ 2/2\sigma^ 2\}dt\), if \(\sigma>0\), and \(\Phi_ 0(z)=1\) if \(z>0\) and \(\Phi_ o(z)=0\) if \(z\leq 0\).