Tag Archives: central limit theorem

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

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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

Posted in statistical laws, theorems | Tagged , | 8 Comments