Asymptotic distribution of tests for expanding maps of the interval

Collet, P.; Martínez, S.; Schmitt B.

Abstract

We consider the empirical distribution of a trajectory generic with respect to the absolutely continuous invariant measure of an expanding map of the interval. We prove the convergence of the suitably normalized fluctuations to a Gaussian bridge. One can then apply Dudley's theorem to build a Kolmogorov-Smirnov test. We also prove an upper and a lower bound on the tail fluctuation using a variant of Slepian's inequality.

Más información

Título según WOS: Asymptotic distribution of tests for expanding maps of the interval
Título según SCOPUS: Asymptotic distribution of tests for expanding maps of the interval
Título de la Revista: ERGODIC THEORY AND DYNAMICAL SYSTEMS
Volumen: 24
Número: 3
Editorial: CAMBRIDGE UNIV PRESS
Fecha de publicación: 2004
Página de inicio: 707
Página final: 722
Idioma: English
URL: http://www.journals.cambridge.org/abstract_S0143385703000476
DOI:

10.1017/S0143385703000476

Notas: ISI, SCOPUS