LOCAL LIMIT THEOREMS FOR PARTIAL SUMS OF STATIONARY SEQUENCES GENERATED BY GIBBS–MARKOV MAPS

Author:

AARONSON JON1,DENKER MANFRED2

Affiliation:

1. School of Mathematical Sciences, Tel Aviv University, 69978 Tel Aviv, Israel

2. Institut für Mathematische Stochastik, Universität Göttingen, Lotzestr. 13, 37083 Göttingen, Germany

Abstract

We introduce Gibbs–Markov maps T as maps with a (possibly countable) Markov partition and a certain type of bounded distortion property, and investigate its Frobenius–Perron operator P acting on (locally) Lipschitz continuous functions ϕ. If such a function ϕ belongs to the domain of attraction of a stable law of order in (0,2), we derive the expansion of the eigenvalue function t↦λ(t) of the characteristic function operators Ptf=Pf exp [i< t,ϕ> (perturbations of P) around 0. From this representation local and distributional limit theorems for partial sums ϕ+…+ϕ◦ Tn are easily obtained, provided ϕ is aperiodic. Applications to recurrence properties of group extensions are also given.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

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