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A central limit theorem for processes generated by a family of transformations

Let τ n , n 0 be a sequence of measure preserving transformations of a probability space (Ω,Σ,P) into itself and let f n , n 0 be a sequence of elements of L 2 ( Ω , Σ , P ) with E f n = 0 . It is shown that the distribution of ( i = 0 n f i τ i . . . τ 0 ) ( D ( i = 0 n f i τ i . . . τ 0 ) ) - 1 tends to the normal distribution N(0,1) as n → ∞. 1985 Mathematics Subject Classification: 58F11, 60F05, 28D99.

Invariant measures and the compactness of the domain

Marian JabłońskiPaweł Góra — 1998

Annales Polonici Mathematici

We consider piecewise monotonic and expanding transformations τ of a real interval (not necessarily bounded) into itself with countable number of points of discontinuity of τ’ and with some conditions on the variation V [ 0 , x ] ( 1 / | τ ' | ) which need not be a bounded function (although it is bounded on any compact interval). We prove that such transformations have absolutely continuous invariant measures. This result generalizes all previous “bounded variation” existence theorems.

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