Limit theorems for von Mises statistics of a measure preserving transformation

DOI10.1007/S00440-013-0522-ZzbMATH Open1306.60007arXiv1109.0635OpenAlexW3105799400MaRDI QIDQ466892FDOQ466892

Authors: Manfred Denker, Mikhaĭl Iosifovich Gordin

Publication date: 31 October 2014

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: For a measure preserving transformation

T

of a probability space

(X, m a t h c a l F, m u)

we investigate almost sure and distributional convergence of random variables of the form

x o frac{1}{C_n} sum_{i_1<n,...,i_d<n} f(T^{i_1}x,...,T^{i_d}x),, n=1,2,...,

where

f

(called the emph{kernel}) is a function from

X^{d}

to

R

and

C_{1}, C_{2}, ...

are appropriate normalizing constants. We observe that the above random variables are well defined and belong to

L_{r} (m u)

provided that the kernel is chosen from the projective tensor product

L_p(X_1,mathcal F_1, mu_1) otimes_{pi}...otimes_{pi} L_p(X_d,mathcal F_d, mu_d)subset L_p(mu^d)

with

p = d, r,, r i n [1, i n f t y) .

We establish a form of the individual ergodic theorem for such sequences. Next, we give a martingale approximation argument to derive a central limit theorem in the non-degenerate case (in the sense of the classical Hoeffding's decomposition). Furthermore, for