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A MULTIDIMENSIONAL CENTRAL LIMIT THEOREM WITH SPEED OF CONVERGENCE FOR AXIOM A DIFFEOMORPHISMS

A MULTIDIMENSIONAL CENTRAL LIMIT THEOREM WITH SPEED OF CONVERGENCE FOR AXIOM A DIFFEOMORPHISMS
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摘要 Let T:X → X be an Axiom A diffeomorphism,m the Gibbs state for a Hlder continuous function ɡ. Assume that f:X → R^d is a Hlder continuous function with ∫_X^(fdm) = 0.If the components of f are cohomologously independent, then there exists a positive definite symmetric matrix σ~2:=σ~2 (f ) such that S^fn √ n converges in distribution with respect to m to a Gaussian random variable with expectation 0 and covariance matrix σ~2 . Moreover, there exists a real number A 〉 0 such that, for any integer n ≥ 1,Π( m*( 1√ nS f n ),N (0,σ~2 ) ≤A√n, where m*(1√ n S^fn)denotes the distribution of 1√ n S^fn with respect to m, and Π is the Prokhorov metric. Let T:X → X be an Axiom A diffeomorphism,m the Gibbs state for a Hlder continuous function ɡ. Assume that f:X → R^d is a Hlder continuous function with ∫_X^(fdm) = 0.If the components of f are cohomologously independent, then there exists a positive definite symmetric matrix σ~2:=σ~2 (f ) such that S^fn √ n converges in distribution with respect to m to a Gaussian random variable with expectation 0 and covariance matrix σ~2 . Moreover, there exists a real number A 〉 0 such that, for any integer n ≥ 1,Π( m*( 1√ nS f n ),N (0,σ~2 ) ≤A√n, where m*(1√ n S^fn)denotes the distribution of 1√ n S^fn with respect to m, and Π is the Prokhorov metric.
出处 《Acta Mathematica Scientia》 SCIE CSCD 2011年第3期1123-1132,共10页 数学物理学报(B辑英文版)
基金 supported by the National Natural Science Foundation of China(10571174) the Scientific Research Foundation of Ministry of Education for Returned Overseas Chinese Scholars Scientific Research Foundation of Ministry of Human Resources and Social Security for Returned Overseas Chinese Scholars
关键词 multidimensional central limit theorem Axiom A diffeomorphisms symbolic dynamics transfer operator multidimensional central limit theorem Axiom A diffeomorphisms symbolic dynamics transfer operator
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