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Statistical limit laws for equivariant observations
Journal article   Open access

Statistical limit laws for equivariant observations

Ian Melbourne and Matthew Nicol
Stochastics & Dynamics, Vol.4, pp.1-13
Stochastics & Dynamics
07/12/2003

Abstract

Statistical limit laws equivariant observations compact group extensions

We show that statistical limit laws for ergodic stationary sequences of G-equivariant observations φ on a probability space Ω × G are inherited by sequences of observations φ(·,g0) on the probability space Ω for each fixed g0. The statistical limit laws we consider are the central limit theorem, weak invariance principle and the law of the iterated logarithm.

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