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Empirical central limit theorems for ergodic automorphisms of the torus (1210.3546v2)
Published 12 Oct 2012 in math.PR
Abstract: Let T be an ergodic automorphism of the d-dimensional torus Td, and f be a continuous function from Td to Rl. On the probability space Td equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical process of the sequence (f o Ti)_{i \geq 1} under some mild conditions on the modulus of continuity of f. The proofs are based on new limit theorems and new inequalities for non-adapted sequences, and on new estimates of the conditional expectations of f with respect to a natural filtration.