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Statistical limit laws for equivariant observations

Melbourne, Ian and Nicol, Matthew (2003) Statistical limit laws for equivariant observations Stochastics & Dynamics, 4. pp. 1-13.


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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
Divisions : Faculty of Engineering and Physical Sciences > Mathematics
Authors :
Nicol, Matthew
Date : 7 December 2003
Uncontrolled Keywords : Statistical limit laws, equivariant observations, compact group extensions
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
Depositing User : Mr Adam Field
Date Deposited : 27 May 2010 14:41
Last Modified : 31 Oct 2017 14:01

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