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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}
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  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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