Asymptotic distribution of tests for expanding maps of the interval
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 |