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Zapiski Nauchnykh Seminarov POMI, 1994, Volume 216, Pages 10–19
(Mi znsl5941)
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This article is cited in 1 scientific paper (total in 1 paper)
Extensions of dynamical systems and martingale approximation method
M. I. Gordin St. Petersburg Department of V. A. Steklov Institute of Mathematics of the Russian Academy of Sciences
Abstract:
Let $T$ be a measure preserving transformation of a probability space $(\mathcal{X,F},\mu)$ and $A$ be the generator of a $\mu$-symmetric Markov process with state space $X$. Under assumption that $A$ is an “eigenvector” for $T$ an extension of $T$ is constructed in terms of $A$. By means of this extension a version of the central limit theorem is proved via approximation by martingales. Bibliography: 5 titles.
Received: 15.12.1993
Citation:
M. I. Gordin, “Extensions of dynamical systems and martingale approximation method”, Problems of the theory of probability distributions. Part 13, Zap. Nauchn. Sem. POMI, 216, Nauka, St. Petersburg, 1994, 10–19; J. Math. Sci. (New York), 88:1 (1998), 7–12
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https://www.mathnet.ru/eng/znsl5941 https://www.mathnet.ru/eng/znsl/v216/p10
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Abstract page: | 91 | Full-text PDF : | 40 |
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