Nonconventional limit theorems in averaging

Yuri Kifer*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

We consider "nonconventional" averaging setup in the form {equation presented} where (t), t ≥ 0 is either a stochastic process or a dynamical system with sufficiently fast mixing while qj (t) = αjt, α1 < α2 < . . . < αk and qj, j = k + 1, . . . , l grow faster than linearly. We show that the properly normalized error term in the "nonconventional" averaging principle is asymptotically Gaussian.

Original languageEnglish
Pages (from-to)236-255
Number of pages20
JournalAnnales de l'institut Henri Poincare (B) Probability and Statistics
Volume50
Issue number1
DOIs
StatePublished - Feb 2014

Keywords

  • Averaging
  • Hyperbolic dynamical systems
  • Limit theorems
  • Martingales

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