scholarly journals Quenched central limit theorems for sums of stationary processes

2014 ◽  
Vol 85 ◽  
pp. 161-167 ◽  
Author(s):  
Dalibor Volný ◽  
Michael Woodroofe
1976 ◽  
Vol 13 (02) ◽  
pp. 365-370 ◽  
Author(s):  
Holger Rootzén

In 1968 M. I. Gordin proved a very strong central limit theorem for stationary, ergodic sequences by means of approximation with martingales. In the present paper Gordin's theorem is generalized to cover also the periodogram of a stationary sequence, and the restriction of ergodicity is removed. It is noted that known central limit theorems for stationary processes can often be generalized to the periodogram by means of this result.


1976 ◽  
Vol 13 (2) ◽  
pp. 365-370 ◽  
Author(s):  
Holger Rootzén

In 1968 M. I. Gordin proved a very strong central limit theorem for stationary, ergodic sequences by means of approximation with martingales. In the present paper Gordin's theorem is generalized to cover also the periodogram of a stationary sequence, and the restriction of ergodicity is removed. It is noted that known central limit theorems for stationary processes can often be generalized to the periodogram by means of this result.


2021 ◽  
Vol 382 (1) ◽  
pp. 1-47
Author(s):  
Henk Bruin ◽  
Dalia Terhesiu ◽  
Mike Todd

AbstractWe obtain limit theorems (Stable Laws and Central Limit Theorems, both standard and non-standard) and thermodynamic properties for a class of non-uniformly hyperbolic flows: almost Anosov flows, constructed here. The link between the pressure function and limit theorems is studied in an abstract functional analytic framework, which may be applicable to other classes of non-uniformly hyperbolic flows.


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