Empirical processes of Markov chains and dynamical systems indexed by classes of functions

dc.contributor.author	Dehling, Herold
dc.contributor.author	Durieu, Olivier
dc.contributor.author	Tusche, Marco
dc.date.accessioned	2012-01-18T13:22:47Z
dc.date.available	2012-01-18T13:22:47Z
dc.date.issued	2012-01-18
dc.description.abstract	We study weak convergence of empirical processes of dependent data, indexed by classes of functions. We obtain results that are especially suitable for data arising from dynamical systems and Markov chains, where the Central Limit Theorem for partial sums is commonly derived via the spectral gap technique. Our results apply, e.g. to the empirical process of ergodic torus automorphisms.	en
dc.identifier.uri	http://hdl.handle.net/2003/29284
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-3745
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823;03/2012
dc.subject.ddc	310
dc.subject.ddc	330
dc.subject.ddc	620
dc.title	Empirical processes of Markov chains and dynamical systems indexed by classes of functions	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access

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