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On the CLT for means under the rotation action. I
M. Weber Institut de Recherche Mathématique Avancée, Université de Strasbourg
Abstract:
We propose a method allowing us to build, for various typical means generated by the action of any given irrational rotation of the circle, examples of $L^2$ functions satisfying the central limit theorem (CLT). We consider, for instance, nonlinear means, and means along the sequence of squares. In the latter case, the circle method of Hardy and Littlewood is used. We also give an example of continuous Gaussian random Fourier series with sample paths satisfying both the CLT and the almost sure CLT.
Keywords:
central limit theorem, almost sure central limit theorem, irrational rotations, nonlinear averages, square averages, weighted averages, Gaussian randomization, random Fourier series, circle method.
Received: 10.09.2003 Revised: 29.03.2005
Citation:
M. Weber, “On the CLT for means under the rotation action. I”, Teor. Veroyatnost. i Primenen., 50:4 (2005), 733–753; Theory Probab. Appl., 50:4 (2006), 631–649
Linking options:
https://www.mathnet.ru/eng/tvp127https://doi.org/10.4213/tvp127 https://www.mathnet.ru/eng/tvp/v50/i4/p733
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Abstract page: | 263 | Full-text PDF : | 164 |
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