# Category Archives: statistical laws

Results like the law of large numbers, central limit theorem, etc.

## Law of large numbers for dependent but uncorrelated random variables

One of the fundamental results in probability theory is the strong law of large numbers, which was discussed in an earlier post under the guise of the Birkhoff ergodic theorem. Suppose we have a sequence of random variables which take … Continue reading

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## Equidistribution for random rotations

Two very different types of dynamical behaviour are illustrated by a pair of very well-known examples on the circle: the doubling map and an irrational rotation. On the unit circle in , the doubling map is given by , while … Continue reading

## Central Limit Theorem for dynamical systems using martingales

This post is based on notes from Matt Nicol’s talk at the UH summer school in dynamical systems. The goal is to present the ideas behind a proof of the central limit theorem for dynamical systems using martingale approximations. 1. … Continue reading

Posted in ergodic theory, statistical laws, theorems | | 4 Comments

## Spectral methods 3 – central limit theorem

With the previous post on convergence of random variables, the law of large numbers, and Birkhoff’s ergodic theorem as background, we return to the spectral methods discussed in the first two posts in this series. This post is based on … Continue reading

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## Laws of large numbers and Birkhoff’s ergodic theorem

In preparation for the next post on the central limit theorem, it’s worth recalling the fundamental results on convergence of the average of a sequence of random variables: the law of large numbers (both weak and strong), and its strengthening … Continue reading

Posted in ergodic theory, statistical laws, theorems | Tagged | 7 Comments

## Markov chains and mixing times (part 3)

The previous post introduced the idea of coupling for Markov chains as a method for estimating mixing times. Here we mention a particular example of a coupling that is often useful — this is the classical coupling, or Doeblin coupling, … Continue reading