On weak convergence of sampled dynamical systems (Q2756233)
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scientific article; zbMATH DE number 1672769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak convergence of sampled dynamical systems |
scientific article; zbMATH DE number 1672769 |
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31 October 2002
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fractional Brownian motion
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weak convergence
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irrational rotation
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0.97800833
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0.9075247
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0.8926047
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0.8915257
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0.8881787
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0.88224745
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On weak convergence of sampled dynamical systems (English)
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The following generalization of a result of \textit{M. T. Lacey} [J. Anal. Math. 61, 47-59 (1993; Zbl 0790.60027)] is announced. Let \(B_H\) denote the fractional Brownian motion with index \(0< H< 1\), \(Rf= \sum_{k\in\mathbb{N}} p(k)T^k_\alpha f\), where \(p\) is a probability vector and \(T_\alpha\) is the rotation by the angle \(\alpha\). If \(\gamma\) denotes the Diophantine type of \(\alpha\), then for \(a<(1-H)/\gamma\) there exists a function \(f\in \text{Lip}(\alpha)\) such that \({1\over n^H} \sum^{[nt]-1}_{k=0} f\circ R^k\Rightarrow B_H(t)\) in finite-dimensional distributions. If \(a> (1-H)/\gamma\), such a function cannot exist. The result is applied to random partial sums and the corresponding convergence to \(B_H\).
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