Central limit theorem for generalized Weierstrass functions
Abstract
Let f be a C2+ε expanding map of the circle and v be a C1+ε real function of the circle. Consider the twisted cohomological equation v(x) = α (f(x)) - Df(x) α (x) which has a unique bounded solution α. We prove that α is either C1+ε or nowhere differentiable, and if α is nowhere differentiable then the Newton quotients of α, after an appropriated normalization, converges in distribution to the normal distribution, with respect to the unique absolutely continuous invariant probability of f.
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