A Central Limit Theorem for Inner Functions
Artur Nicolau, Od\'i Soler i Gibert
TL;DR
This paper proves a Central Limit Theorem for linear combinations of iterates of an inner function, utilizing Aleksandrov Desintegration Theorem for Aleksandrov-Clark measures as the main technical tool.
Contribution
It introduces a novel CLT for inner functions' iterates, expanding the understanding of their probabilistic behavior.
Findings
Establishes a CLT for inner functions' iterates.
Uses Aleksandrov Desintegration Theorem as a key tool.
Provides new insights into the distributional properties of inner functions.
Abstract
A Central Limit Theorem for linear combinations of iterates of an inner function is proved. The main technical tool is Aleksandrov Desintegration Theorem for Aleksandrov-Clark measures.
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Taxonomy
TopicsStochastic processes and financial applications