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The Rate Of Convergence For Central Limit Theorem In The Kolmogorov Distance For Deterministic Dynamical Systems

Posted on:2022-02-25Degree:MasterType:Thesis
Country:ChinaCandidate:X R YangFull Text:PDF
GTID:2480306509479564Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
This article mainly studies the rate of convergence in the central limit theo-rem for deterministic dynamical systems.We prove the central limit theorem for vn=??J=0n-1v°Tj whereis a H(?)lder continuous observable with a mean of 0 andis a nonuniformly expanding map.After that,we also obtain the convergence rate of vn in the Kolmogorov distance.In addition to nonuniformly expanding systems,our results are also applicable to nonuniformly hyperbolic systems.
Keywords/Search Tags:central limit theorem, rate of convergence, nonuniformly expanding map, martingale-coboundary decomposition, Kolmogorov distance
PDF Full Text Request
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