Central limit theorem for stationary products of toral automorphisms

DOI10.3934/DCDS.2012.32.1597MaRDI QIDQ414771zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Conze, Mikaël Roger, Stéphane Le Borgne

Publication date 11 May 2012

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcds.2012.32.1597

zbMATH Keywords

central limit theoremkicked stationary processLyapunov exponentsmultiplicative systemtoral automorphisms

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems with hyperbolic behavior (37D99) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Review text

Let \((A_n(\omega))\) be a stationary process of non-singular \(d\times d\) matrices with integer coefficients and define the products \(M_k= {^tA_k}\cdots{^tA_1}\). In this paper, the authors consider the ergodic sums \(\sum^n_{k=1}f(M_k(x)\text{mod\,}1)\), where \(f\) is an Hölder function on the \(d\)-torus. They prove a central limit theorem for almost every \(\omega\) in different situations in particular for ``kicked stationary processes. They use the method of multiplicative systems of Komlòs and the multiplicative ergodic theorem. The end of the paper is devoted to different applications of these abstract results.

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