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 |