Approximation by Brownian motion for Gibbs measures and flows under a function
- 1 December 1984
- journal article
- research article
- Published by Cambridge University Press (CUP) in Ergodic Theory and Dynamical Systems
- Vol. 4 (4) , 541-552
- https://doi.org/10.1017/s0143385700002637
Abstract
Let denote a flow built under a Hölder-continuous function l over the base (Σ, μ) where Σ is a topological Markov chain and μ some (ψ-mining) Gibbs measure. For a certain class of functions f with finite 2 + δ-moments it is shown that there exists a Brownian motion B(t) with respect to μ and σ2 > 0 such that μ-a.e. for some 0 < λ < 5δ/588. One can also approximate in the same way by a Brownian motion B*(t) with respect to the probability . From this, the central limit theorem, the weak invariance principle, the law of the iterated logarithm and related probabilistic results follow immediately. In particular, the result of Ratner ([6]) is extended.Keywords
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