Abstract
We prove a functional central limit theorem for stationary random sequences given by the transformations Tε,ω(x,y) = (2x,y + ω + εx) mod 1 on the two-dimensional torus. This result is based on a functional central limit theorem for ergodic stationary martingale differences with values in a separable Hilbert space of square integrable functions.
Original language | English (US) |
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Pages (from-to) | 1-16 |
Number of pages | 16 |
Journal | Probability Theory and Related Fields |
Volume | 111 |
Issue number | 1 |
DOIs | |
State | Published - May 1998 |
All Science Journal Classification (ASJC) codes
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty