On the Central Limit Theorem for Dynamical Systems
نویسندگان
چکیده
منابع مشابه
Central Limit Theorem for dynamical systems using martingales
This post is based on notes from Matt Nicol's talk at the UH summer school in dynamical systems. The goal is to present the ideas behind a proof of the central limit theorem for dynamical systems using martingale approximations. Before we can define and use martingales, we must recall the definition of conditional expectation. Let (Ω, P) be a probability space, with P defined on a σ-algebra B. ...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1987
ISSN: 0002-9947
DOI: 10.2307/2000864