From Pet to Split
Abstract
Various forms of the polynomial ergodic theorem (PET) which attracted substantial attention in ergodic theory study the limits of expressions having the form 1/NΣn=1NTq1(n)f1... Tq (n)f where T is a weakly mixing measure preserving transformation, fi's are bounded measurable functions and qi's are polynomials taking on integer values on the integers. Motivated partially by these results we obtain a central limit theorem for expressions of the form 1/NΣn=1N (X1(q1(n))X2(q2(n))... X(q(n))-a1a2... a) (sum-product limit theorem--SPLIT) where Xi's are fast α-mixing bounded stationary processes, aj=EXj(0) and qi's are positive functions taking on integer values on integers with some growth conditions which are satisfied, for instance, when qi's are polynomials of growing degrees. This result can be applied to the case when Xi(n)=Tnfi where T is a mixing subshift of finite type, a hyperbolic diffeomorphism or an expanding transformation taken with a Gibbs invariant measure, as well, as to the case when Xi(n)=fi(n) where n is a Markov chain satisfying the Doeblin condition considered as a stationary process with respect to its invariant measure.