A Central Limit Theorem for
maps that are
mixing.
Abstract. We prove that the Central Limit
Theorem applies to the log of the measure of cylindersets for
measures that are
-mixing. We
approximate the measure of small cylinders by products of
smaller cylinders and use the mixing property to show that in
this way we get `nearly independent' random variables.
Moreover, we show that the variance obtained from the variance
of the information function and the entropy of joins. As a
corollary we prove that the repeat time satisfies a CLT. This
result involves the exponential law of the limiting
distribution of returns to cylinder sets.
Previously such results had been shown for Gibbs measures
where the decay of correlations was used to obtain independence
in the limit.
Svetlana Katok
2001-10-14