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The Almost Sure Invariance Principle for Beta-Mixing Measures

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Abstract

The theorem of Shannon–McMillan–Breiman states that for every generating partition on an ergodic system of finite entropy the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere. In addition the measure of \(n\)-cylinders is in various settings known to be lognormally distributed in the limit. In this paper the logarithm of the measure of \(n\)-cylinder, the information function, satisfies the almost sure invariance principle in the case in which the measure is \(\beta \)-mixing. We get a similar result for the recurrence time. Previous results are due to Philipp and Stout who deduced the ASIP when the measure is strong mixing and satisfies an \(\fancyscript{L}^1\)-type Gibbs condition. We also prove the ASIP for the recurrence time.

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Notes

  1. In [12] we used the term ‘uniform strong mixing’ for what is commonly called \(\beta \)-mixing. Here we adhere to the standard terminology.

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  1. Mathematics Department, USC, Los Angeles, 90089-1113, USA

    Nicolai Haydn

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  1. Nicolai Haydn
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Haydn, N. The Almost Sure Invariance Principle for Beta-Mixing Measures. J Stat Phys 159, 231–254 (2015). https://doi.org/10.1007/s10955-014-1185-6

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