A Functional Central Limit Theorem for Gibbs Measures (27-Aug-20)

 WEBINAR

A Functional Central Limit Theorem for Gibbs Measures

Prof Leandro Cioletti (MAT/UnB)

In this talk, we will present a new version of a Functional Central Limit Theorem (FCLT) for Gibbs measures defined on compact metric state spaces. We will embed a large class of stochastic processes in this framework and show how to extend the FLCT to such processes. The primary tool is the spectral analysis of a suitable transfer operator. Our result’s remarkable feature is that it does not require the spectral gap property and applies to nonlocal observables.

27-aug-20 (thursday), 2:00 p.m. (Brasília time)