What is the connection between Ergodic Hypothesis and Central Limit Theorem?

01 January 2017 1 6K Report

Could you plz explain the relations between ergodic hypothesis and Central Limit Theorem

Dear Vijay, if for ergodic hypothesis you mean Birkhoff Ergodic Theorem, then this is a generalization of the (Central Limit Theorem) Strong Law of Large Numbers. See paper attached for one of the possible proof.

Gianluca

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