We will emphasize how to approach dynamical systems from a probabilistic perspective (or stochastic processes from a dynamical perspective). With that in mind, we will discuss a technique available for proving probabilistic limit theorems for a class of dynamical systems (or stationary stochastic processes), the so-called Gordin's martingale approximation. We will introduce this technique via a hands-on case study: proving a Central Limit Theorem.
UC|UP Joint PhD Program
CMUP Informal PHD Seminar