paper

Nonconventional limit theorems in averaging

arXiv:1109.0373 · doi:10.1214/12-AIHP514

Abstract

We consider "nonconventional" averaging setup in the form where is either a stochastic process or a dynamical system (i.e. then ) with sufficiently fast mixing while $q_j(t)=\al_jt,\,\al_1<\al_2<...<\al_k$ and grow faster than linearly. We show that the properly normalized error term in the "nonconventional" averaging principle is asymptotically Gaussian.

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