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arxiv: 1210.3546 · v2 · pith:H65AETRKnew · submitted 2012-10-12 · 🧮 math.PR

Empirical central limit theorems for ergodic automorphisms of the torus

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keywords empiricalergodiclimittheoremstorusautomorphismautomorphismscentral
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Let T be an ergodic automorphism of the d-dimensional torus T^d, and f be a continuous function from T^d to R^l. On the probability space T^d equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical process of the sequence (f o T^i)_{i \geq 1} under some mild conditions on the modulus of continuity of f. The proofs are based on new limit theorems and new inequalities for non-adapted sequences, and on new estimates of the conditional expectations of f with respect to a natural filtration.

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