Statistical limit laws for equivariant observations
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Melbourne, Ian and Nicol, Matthew (2003) Statistical limit laws for equivariant observations Stochastics & Dynamics, 4 . pp. 1-13.
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Abstract
We show that statistical limit laws for ergodic stationary sequences of G-equivariant observations φ on a probability space Ω × G are inherited by sequences of observations φ(·,g0) on the probability space Ω for each fixed g0. The statistical limit laws we consider are the central limit theorem, weak invariance principle and the law of the iterated logarithm.
| Item Type: | Article |
|---|---|
| Additional Information: | Melbourne, I., & Nicol, M. (2004). Statistical limit laws for equivariant observations. Stochastics & Dynamics, 4, 1-13. © 2004 World Scientific. This is a pre-press version of the paper. To access the published version, click here |
| Uncontrolled Keywords: | Statistical limit laws, equivariant observations, compact group extensions |
| Divisions: | Faculty of Engineering and Physical Sciences > Mathematics |
| ID Code: | 1453 |
| Deposited By: | Mr Adam Field |
| Deposited On: | 27 May 2010 15:41 |
| Last Modified: | 28 Sep 2012 10:50 |
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