A Strong Mixing Condition and a Central Limit Theorem on Compact Groups
نویسندگان
چکیده
منابع مشابه
The Central Limit Theorem for uniformly strong mixing measures
The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system, the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere (provided the entropy is finite). In this paper we prove that the measure of cylinder sets are lognormally distributed for strongly mixing systems and infinite partitions and show that the ...
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ژورنال
عنوان ژورنال: Indiana University Mathematics Journal
سال: 1967
ISSN: 0022-2518
DOI: 10.1512/iumj.1968.17.17008