Central limit theorem and stable laws for intermittent maps

被引:110
作者
Gouëzel, S [1 ]
机构
[1] Ecole Normale Super, Dept Math & Applicat, F-75231 Paris, France
关键词
decay of correlations; intermittency; countable Markov shift; Central Limit Theorem; stable laws; Wiener's Lemma;
D O I
10.1007/s00440-003-0300-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In the setting of abstract Markov maps, we prove results concerning the convergence of renormalized Birkhoff sums to normal laws or stable laws. They apply to one-dimensional maps with a neutral fixed point at 0 of the form x+x(1+alpha), for alphais an element of(0, 1). In particular, for alpha>1/2, we show that the Birkhoff sums of a Holder observable f converge to a normal law or a stable law, depending on whether f(0)=0 or f(0)not equal0. The proof uses spectral techniques introduced by Sarig, and Wiener's Lemma in non-commutative Banach algebras.
引用
收藏
页码:82 / 122
页数:41
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