| Abstract: | Let T be a measure-preserving transformation of a probability space (X, F, μ) and let A be the generator of a μ-symmetric Markov process with state space X. Under the assumption that A is an “eigenvector” for T an extension of T is constructed in terms of A. By means of this extension a version of the central limit theorem is proved via approximation by martingales. Bibliography: 5 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 216, 1994, pp. 10–19. Translated by V. Sudakov. |
