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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1997 Volume 240, Pages 78–81 (Mi znsl467)

This article is cited in 1 paper

Asymptotically Gaussian distribution for random perturbations of rotations of the circle

M. I. Gordina, M. Denkerb

a St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
b Institute for Mathematical Stochastics, Georg-August-Universität Göttingen

Abstract: Let $T_{\epsilon,\omega}$ be a self-map of the two dimensional torus $\mathbb T^2$ given by the formula $T_{\epsilon,\omega}\colon(x,y)\to(2x,y+\omega+\epsilon x)\bmod1$. If $\epsilon$ is an irrational number, a version of the functional central limit theorem is formulated for variables of the form $n^{-1/2} \sum_{k=0}^{\infty}f \circ T^k_{\epsilon,\omega}$ where $f$ is a member of a class of real valued functions on $\mathbb T^2$ described in terms of $\epsilon$. The proof will be published elsewhere.

UDC: 519.2

Received: 19.09.1996


 English version:
Journal of Mathematical Sciences (New York), 1999, 96:5, 3493–3495

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