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Teoriya Veroyatnostei i ee Primeneniya, 2005, Volume 50, Issue 4, Pages 733–753
DOI: https://doi.org/10.4213/tvp127
(Mi tvp127)
 

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
English version:
Theory of Probability and its Applications, 2006, Volume 50, Issue 4, Pages 631–649
DOI: https://doi.org/10.1137/S0040585X97982013
Bibliographic databases:
Language: English
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
Citation in format AMSBIB
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\jour Theory Probab. Appl.
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\pages 631--649
\crossref{https://doi.org/10.1137/S0040585X97982013}
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  • https://www.mathnet.ru/eng/tvp127
  • https://doi.org/10.4213/tvp127
  • https://www.mathnet.ru/eng/tvp/v50/i4/p733
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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