Nonconventional polynomial CLT

DOI10.1080/17442508.2016.1267181MaRDI QIDQ2974881zbMATH OpenOpenAlexFDO

Authors Yeor Hafouta, Yuri Kifer

Publication date 11 April 2017

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.00655

zbMATH Keywords

limit theoremsmartingale approximationmixing

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Abstract: We obtain a functional central limit theorem (CLT) for sums of the form $$ where $q_1,\mathrm{...},q_{e}ll$ are polynomials.

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• Stein's method for nonconventional sums
• Nonconventional moderate deviations theorems and exponential concentration inequalities
• A functional CLT for nonconventional polynomial arrays
• Nonconventional limit theorems in discrete and continuous time via martingales
• A local limit theorem for a number of multiple recurrences generated by some mixing processes with applications to Young towers
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• Some open problems on multiple ergodic averages
• Nonconventional limit theorems
• Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers

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