arXiv subjects

F. Pène

Publications and source records attributed to F. Pène.

2 recordsLinked to original sources

arXiv2013

Empirical central limit theorems for ergodic automorphisms of the torus

Let T be an ergodic automorphism of the d-dimensional torus T^d, and f be a continuous function from T^d to R^l. On the probability space T^d equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical process of the sequence (f o T^i)_{i \geq 1} under some mild conditions on the modulus of continuity of f. The proofs are based on new limit theorems and new inequalities for non-adapted sequences, and on new estimates of the conditional expectations of f with respect to a natural filtration.

math.PR↗

arXiv2012

Rates of convergence in the strong invariance principle for non adapted sequences. Application to ergodic automorphisms of the torus

In this paper, we give rates of convergence in the strong invariance principle for non-adapted sequences satisfying projective criteria. The results apply to the iterates of ergodic automorphisms T of the d-dimensional torus, even in the non hyperbolic case. In this context, we give a large class of unbounded functions f from the d-dimensional torus to R, for which the partial sum foT+ foT^2 + ... + foT^n satisfies a strong invariance principle with an explicit rate of convergence.

math.PR↗