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平稳随机测度的完全正熵与傅里叶中心极限定理

Completely Positive Entropy and Fourier Central Limit Theorems for Stationary Random Measures

Michael Björklund

arXiv 2608.22342首次发表:更新:

AI 中文总结

本文针对$\bR^d$上满足局部二阶矩、平移作用本质自由且具完全正熵的平稳随机测度,证明了傅里叶中心极限定理,还构造了反例说明零熵情形下该定理不成立。

AI 中文摘要

我们证明了:对于$\bR^d$上具有局部二阶矩、平移作用本质自由且具有完全正熵的平稳随机测度,存在几乎处处成立的傅里叶中心极限定理。对由此得到的几乎处处定义的Bartlett密度$s_\boldsymbol{\u03b7}$,我们证明存在一个单一的$\boldsymbol{\u03bb}_d$-零测度频率集(与检验函数无关),在该集上,有限组归一化光滑窗傅里叶变换会联合收敛到恰当的复高斯极限,其协方差由$s_\boldsymbol{\u03b7}$确定。本文未施加任何定量混合、相关衰减或累积量可和性假设。对于正强度的平稳点过程,同一良好频率集会为球窗傅里叶变换给出高斯极限,并为其平方模给出指数极限。我们还构造了一个具有有界连续Bartlett密度、在$\boldsymbol{\u03bb}_1$-几乎处处为正的平稳遍历零熵随机测度,对其而言傅里叶中心极限定理不成立。

英文摘要

We prove an almost-everywhere Fourier central limit theorem for stationary random measures on $\bR^d$ with local second moments whose translation action is essentially free and has completely positive entropy. For the resulting almost-everywhere defined Bartlett density $s_η$, we show that there is a single $λ_d$-conull set of frequencies, independent of the test functions, on which finite collections of normalized smooth-window Fourier transforms converge jointly to proper complex Gaussian limits with covariance determined by $s_η$. No quantitative mixing, correlation-decay, or cumulant-summability assumption is imposed. For stationary point processes of positive intensity, the same good-frequency set yields Gaussian limits for ball-window Fourier transforms and exponential limits for their squared moduli. We also construct a stationary ergodic zero-entropy random measure with bounded continuous Bartlett density, positive $λ_1$-almost everywhere, for which the Fourier central limit theorem fails.

Comments36 pages, comments are welcome!

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