Mixing Limit Theorems for Ergodic Transformations

Roland Zweimüller ()
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Roland Zweimüller: University of Vienna

Journal of Theoretical Probability, 2007, vol. 20, issue 4, 1059-1071

Abstract: Abstract We show that distributional and weak functional limit theorems for ergodic processes often hold for arbitrary absolutely continuous initial distributions. This principle is illustrated in the setup of ergodic sums, renewal-theoretic variables, and hitting times for ergodic measure preserving transformations.

Keywords: Weak invariance principle; Functional limit theorem; Ergodic transformations; Mean ergodic theorem; Strong distributional convergence; Mixing limit theorem; Hitting times (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10959-007-0085-y

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