MIXING PROPERTIES AND CENTRAL-LIMIT-THEOREM FOR CLASS OF NONIDENTICALPIECEWISE MONOTONIC C-2-TRANSFORMATIONS

Authors
Citation
L. Heinrich, MIXING PROPERTIES AND CENTRAL-LIMIT-THEOREM FOR CLASS OF NONIDENTICALPIECEWISE MONOTONIC C-2-TRANSFORMATIONS, Mathematische Nachrichten, 181, 1996, pp. 185-214
Citations number
28
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
ISSN journal
0025584X
Volume
181
Year of publication
1996
Pages
185 - 214
Database
ISI
SICI code
0025-584X(1996)181:<185:MPACFC>2.0.ZU;2-I
Abstract
For a sequence T-(1), T-(2),... of piecewise monotonic C-2-transformat ions of the unit interval I onto itself, we prove exponential psi-mixi ng, an almost Markov property and other higher-order mixing properties . Furthermore, we obtain optimal rates of convergence in the central l imit theorem and large deviation relations for the sequence f(k)oT((k- 1)) o ... oT((1)), k = 1, 2,..., provided that the real-valued functio ns f(1), f(2),... on I are Of bounded variation and the corresponding probability measure on I possesses a positive, Lipschitz-continuous Le besgue density.