Local limit theorem in deterministic systems

DOI10.1214/21-AIHP1169MaRDI QIDQ2078027zbMATH OpenOpenAlexWikidataFDO

Authors Zemer Kosloff, Dalibor Volný

Publication date 25 February 2022

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.05164

zbMATH Keywords

deterministic systemsdynamical systemslocal central theoremzero entropy stationary process

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Dynamical aspects of measure-preserving transformations (37A05) Ergodic theorems, spectral theory, Markov operators (37A30) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Abstract: We show that for every ergodic and aperiodic probability preserving system, there exists a $mathbbZ$ valued, square integrable function $f$ such that the partial sums process of the time series $left{fcirc{T}^{i}ight}_{i=0}^{i}nfty$ satisfies the lattice local limit theorem.

Review text

The authors claim and prove a local limit theorem for deterministic systems. The existence of functions satisfying the central limit theorem or the local central limit theorem has been considered by many authors, e.g., [\textit{G. Maruyama}, Proc. 3rd Japan-USSR Symp. Probab. Theory, Taschkent 1975, Lect. Notes Math. 550, 375-378 (1976; Zbl 0375.60045); \textit{R. Burton} and \textit{M. Denker}, Trans. Am. Math. Soc. 302, 715--726 (1987; Zbl 0628.60030)]. The present work is mostly influenced by the paper [\textit{D. Volný}, Trans. Am. Math. Soc. 351, No. 8, 3351--3371 (1999; Zbl 0939.37006)], where for every aperiodic dynamical system, a function satisfying the invariance principle and the almost sure invariance principle was constructed. In the dynamical systems setting, it is in general a nontrivial problem to determine whether a function which satisfies the central limit theorem also satisfies the local central limit theorem. In fact, even in the nicer setting of chaotic (piecewise) smooth dynamical systems a local central limit theorem is usually proved under more stringent spectral conditions, see, e.g., the works [\textit{J. Aaronson} and \textit{M. Denker}, Stoch. Dyn. 1, No. 2, 193--237 (2001; Zbl 1039.37002); \textit{Y. Guivarc'h} and \textit{J. Hardy}, Ann. Inst. Henri Poincaré, Probab. Stat. 24, No. 1, 73--98 (1988; Zbl 0649.60041); \textit{J. Rousseau-Egele}, Ann. Probab. 11, 772--788 (1983; Zbl 0518.60033)]. But the methods used therein to prove the central limit theorem rely on non-spectral tools that are not optimal to obtain the local limit theorem. Moreover, the resulting partial sum function process takes countless values. All these technical problems are solved by the theorem proved by the authors in this article. Theorem. For every ergodic aperiodic and measure-preserving dynamical system \((X,B,m,T)\) there exists a square integrable function \(f:X\rightarrow \mathbb{Z}\) with \(\int f dm=0\) which satisfies the lattice local central limit theorem. To construct functions satisfying the local central limit theorem the authors refer to [\textit{J. C. Kieffer}, Ann. Probab. 8, 131--141 (1980; Zbl 0426.60036)], where a new version of the stochastic coding theorem was given. More precisely, it was shown that in any ergodic aperiodic dynamical system it is possible to realize each independent triangular array by taking a finite number of values.

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Cited in

(6)

• Flexibility of statistical properties for smooth systems satisfying the central limit theorem
• scientific article; zbMATH DE number 1409899 (Why is no real title available?)
• A counterexample on multiple convergence without commutativity
• Stable functional CLT for deterministic systems
• Multidimensional local limit theorem in deterministic systems and an application to non-convergence of polynomial multiple averages
• Stable CLT for deterministic systems

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