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Central limit theorem for some classes of dynamical systems

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Central limit theorem for some classes of dynamical systems

Rahman, Mohammad Mahbubur (1997) Central limit theorem for some classes of dynamical systems. Masters thesis, Concordia University.

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Abstract

We consider a transformation T of the unit interval (0, 1) into itself which is piecewise $C\sp2$ and expanding. Using the spectral decomposition of the Frobenius-Perron operator of T, we give a proof of the Central Limit Theorem for$$\left({1\over n}\right)\sum\sbsp{i=0}{n-1}f\circ T\sp{i},$$where f is a function of bounded variation. It is also shown that the speed of covergence in the Central Limit Theorem is of the order ${1\over\sqrt n}.$

Divisions:Concordia University > Faculty of Arts and Science > Mathematics and Statistics
Item Type:Thesis (Masters)
Authors:Rahman, Mohammad Mahbubur
Pagination:v, 71 leaves ; 29 cm.
Institution:Concordia University
Degree Name:Theses (M.Sc.)
Program:Mathematics and Statistics
Date:1997
Thesis Supervisor(s):Gora, Pawel
ID Code:236
Deposited By:Concordia University Libraries
Deposited On:27 Aug 2009 13:10
Last Modified:08 Dec 2010 10:13
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