Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Zapiski Nauchnykh Seminarov POMI, 1997, Volume 244, Pages 61–72 (Mi znsl511)  

This article is cited in 2 scientific papers (total in 2 papers)

Double extensions of dynamical systems and a construction of mixing filtrations

M. I. Gordin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Full-text PDF (215 kB) Citations (2)
Abstract: Let $T$ be an automorphism of a probability space $(X,\mathscr F,P)$ and let $A_s$ and $A_u$ be generators of symmetric Markov transition semigroups on $X$. $A_s$ and $A_u$ are supposed also to be “eigenvectors” for $T$ with eigenvalues $\theta^{-1}$ and $\theta$ for some $\theta>1$. We give a probabilistic construction (based on $A_s$ and $A_u$) of an extension of the quadruple $(X,\mathscr F,P,T)$. This extension $(X',\mathscr F',P,T')$ is naturally supplied with decreasing and increasing filtrations.
Under the assumptions that $A_s$ and $A_u$ commute and that their sum $A_s+A_u$ is bounded below apart from zero we establish very strong decay to zero of the maximal correlation coefficient between the $\sigma$-fields of these filtrations.
As an application we prove the following assertion under the above conjectures. Let $f\in L_2$ has integral 0 with respect to $P$ and be such that
$$ \sum_{k\ge 0}\bigl((|f|^2_2-|\mathbf P_s(\theta^{-k})f|^2_2)^{1/2}+(|f|^2_2-|\mathbf P_u(\theta^{-k})f|^2_2)^{1/2}\bigr)<\infty. $$
Then the sequence $\{f\circ T^k, k\in\mathbb Z\}$ satisfies the Functional Central Limit Theorem.
As an example we consider hyperbolic toral automorphisms.
Received: 10.12.1997
English version:
Journal of Mathematical Sciences (New York), 2000, Volume 99, Issue 2, Pages 1053–1060
DOI: https://doi.org/10.1007/BF02673626
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: M. I. Gordin, “Double extensions of dynamical systems and a construction of mixing filtrations”, Probability and statistics. Part 2, Zap. Nauchn. Sem. POMI, 244, POMI, St. Petersburg, 1997, 61–72; J. Math. Sci. (New York), 99:2 (2000), 1053–1060
Citation in format AMSBIB
\Bibitem{Gor97}
\by M.~I.~Gordin
\paper Double extensions of dynamical systems and a construction of mixing filtrations
\inbook Probability and statistics. Part~2
\serial Zap. Nauchn. Sem. POMI
\yr 1997
\vol 244
\pages 61--72
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl511}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1700380}
\zmath{https://zbmath.org/?q=an:0973.37004}
\transl
\jour J. Math. Sci. (New York)
\yr 2000
\vol 99
\issue 2
\pages 1053--1060
\crossref{https://doi.org/10.1007/BF02673626}
Linking options:
  • https://www.mathnet.ru/eng/znsl511
  • https://www.mathnet.ru/eng/znsl/v244/p61
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:155
    Full-text PDF :57
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024